Where can one obtain real-time L1 bid/ask/size/last/etc quotes via an API? I don't want some retail-level solution or some Excel DDE thing.
Requirements:
NYSE/NASDAQ/AMEX, and CME if available
L1 bid/ask/size/time and sales/etc
> 1000 symbol registration
real-time streaming data
API...
Anyone notice how Sterling's (base.exe) RAM usage creeps up slowly over the course of the day? If you register more stocks to the API program you've written, the RAM usage increases accordingly.
Does anyone know anything about this? It's as if base.exe is caching quote updates. If this is so...