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I don't think what you are talking about is possible on the Quantopian platform. The data feeds that algorithms receive are one minute OHLCV bars, for high-freq strategies, you really need to look at the order book. There is also no way to integrate with Hotstocked.
What kind of strategy were you looking to implement? If it is only for penny stocks, high frequency might not be all that high because the strategies generally use a volume clock. You might be able to implement a probabilistic version that uses OHLCV minute data instead of the limit order book. But coding it in Python and trading it via Interactive Brokers is the only choice for market access for now.
David
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