What about having two computers, one connected to the internet, one disconnected. Then develop and install two custom services - one obtains the required information, e.g. the trading data, from the internet or sends data to the internet. The other service runs on the disconnected computer and communicates with the software actually using and producing the data, probably in the form of a proxy server.

Finally connect both computers using something simple like a null modem cable and make both service communicate over this link using a very simple proprietary protocol. Assuming the disconnected computer is not already compromised before you start using the system and you have not been extremely sloppy when you designed and implemented the two services, it should be quite hard to compromise the disconnected computer.

One way would be to find valid data (passing the protocol checker in the receiving service) to be transferred from the connected to the disconnected computer that triggers a bug in any data consuming software leading to code injection and execution which in turn sends secret data over the null modem link to the (compromised) connected computer. That seems to be a quite a complex attack to me, especially if the data traveling over the link is something simple like stock price time series which enables very simple protocols and thorough validation.

To avoid some classes of bugs, e.g. buffer overflows, in the services linking both computers I would implement them using a managed runtime like .NET. This will of course expose the system to vulnerabilities in the underlying runtime.