Good question. HFT is a spectrum. At the lowest latency (approximately 5 microseconds), the barriers to entry are massive - multi-million dollar startup costs.<p>For &quot;kind of fast&quot; - 10-100 microseconds - there are a variety of brokerages that can get you started with costs of approximately $1000-10,000 a month. This is rapidly changing though - the exchanges have been continuously increasing the prices of their market data to the point where consuming the entire US equity market proprietary feeds costs around $50,000&#x2F;mo in licensing.