Brokers/services for personal algorithmic trading

[jlandover]

I'm wondering if anyone here has built their own algorithmic trading program from scratch and uses it to trade in their own account. I trying to do exactly this. One problem I have run into is that I use Inveteractive Brokers and their data is not very reliable. It often returns errors. Their customer service is not very good either and has not been able to help me with this problem. I am curious to know how people have dealt with this situation. In other words, what are some other brokers or services people use to build their own trading system?

 

[Lyosha]

Everyone's data sucks. And everyone spends time cleaning it. This is a common theme across all of wall street.