<t>Say I have a Level 2 LSE feed and I wanted to store tick data directly from it....I know you can get tick data from a vendor but I was wondering if its plausible to store your own? Obviously for a large number of tickers it would be implausible in terms of storage space, but what about e.g. 10 UK...

I recently learnt that R can be configured to run a real time trading strategy in the same way as MATLAB.Does anyone have any experience with doing it for R? matlab's a lot easier as you just need the real time toolbox right?Or should I stick with matlab in this regard?Many Thanks