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Stock exchange simulation system implementation

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hello all,
I am posting this question here but please move it to whatever forum you think it fit best in.

I would like to know if any of you have any experience with building stock exchange simulation systems like the one at www.stocksquest.com or know how they are implemented

I would like to know what are the ways available to programmatically get stock quotes at regular very small intervalls of time, and what technology should be used to do this kind of thing without losing speed.

thanks a lot in advance.
I apreciate your help.
best regards,
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