heh. I think you may work with some of the newer clients. The old client was, let's say, a blue blood type of place.
4 mil/sec is waaay over the infrastructure that I left behind. Way way way. No frickin' way way. We'd have to subscribe to selective instruments at that point or deal with some significant lag. I remember meetings where we were discussing OPRA rates. Everyone was looking at each other glumly. We were very proud of the fact that we could subscribe to everything, and going over our capacity would mean that we couldn't do that anymore. It was very depressing. I suppose parallel feeds with different data streams going into one massive infrastructure would work. Fiber lines to/from the exchange would help too, esp if you can locate the data center right next to the exchange's data center.
We were a middleware provider for a big bank until said bank got rid of all middleware providers (there were 2 significant ones, us and someone else). I supported the infrastructure in said big bank. Ironically since I had relatively high level access in the client's systems (in order to get clearances to perform support etc they put me into various groups) I had access to a lot of the plans to get rid of the middleware providers. I highly doubt it was intentional. It helped to see the writing on the wall though - the power point presentations on their exact plans were pretty fascinating.
There are other clients now but they're errr not quite as much under public scrutiny as a big bank.
I just remembered that we had free soda and snacks. When it was quiet I'd go help get the candy/chips - a full shopping cart worth, a couple hundred bucks, for 15 or so people. But our office wasn't really special and the break room wasn't fancy. We just had a ton of junk food.