how do you get setup in order to do algorithmic trading? do you just set up an etrade or scottrade account and go at it from there with some program? or do you get specialized services from other sites? How do you actually access the electronic trading to begin with?

And I'm not really talking about high frequency trading, which due to latency concerns, you pretty much need a computer right next to the stock market building, which for me isn't going to happen.