I would like to know what broker could you recommend to me.

I make the analyse through Ninjatrader but I would like to send the orders through another way, more direct (my experience says that the DOM of NT is not the best way to trade in real, to much latency with the datafeed of real account despite is quite accurate with the datafeed of the demo account); maybe R-Trader or other way?

żAny idea, please? Thanks.

I use "Interactive Brokers" and "Kinetick" connected to my lifetime "NinjaTrader 7" platform for my trading on the US markets.

I am very satisfied with this setup, especially that I trade the US markets from Europe and this broker is well organized for international traders, multi currencies funding/retrieving and around the clock customer service.

I am trading via NT and IB. Everything OK, and a good solution for people outside US. But I am not a HFT trader so I have no latency problem.

In your case I would move from Madrid to Chicago. This is 150ms one way.

IB datafeed is not good enough for you. Mirus could be a way.