I visited DirectEdge.com
I doesn't appear that the average investor is allowed to join.
http://www.directedge.com/Portals/0/04Support/Membership/EDG...
http://www.directedge.com/Portals/0/04Support/Membership/EDG...
The point is that no special license or membership is required, although you may have to do some work to implement this type of order.