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Ok you are correct. My intention was IQFeed. I understand that IQFeed service is based on the same technology, but it has some limited access to quotes. It is much cheaper (150$/M). Does anyone know what is the difference? Thanks, Eyal

HI Nitro, That's a very helpfull summary. Thanks. I have a question about the pricing. Did you get any price offers? I am interested in round 1000 quotes from both NYSE and NASDAQ. From my calculations, it should be around 120-150$/M. Thanks, Eyal

Hi, I wanted to ask if there are any limitations on IB trading station? I would like to get about 1000 quotes with times & sales or build 5 minutes bars. Is this possible? Thanks Eyal

Ok, Thanks a lot for all the answers. I will try the IGFeed. Eyal

Hi, Well the DDE interface is sending notifications about price change and the volume even when the price/volume are not changed. Usually, I get 2-3 notifications with the same price and volume. I did some workeround, so only when the volume changes I "accept" the price. However, this isnt...

Ok, so if I understand you correctly, I can get a time & sales for more than 3 stocks? Is the LevelII the only limitation? Thanks,

Hi, all. I am currently working with the Thinkpipes API with about 1000 quotes. It works just fine with regular cable internet connection. The problem is that I can not get time and sales information nor level 2 with the Thinkpipes. The only thing that I recieve is the price change, without...

Hi all, I have a beginners question for this forum. I am developing some strategy for automated trading system. I would like to know what is the recommended platform/broker to do this. I need to get a market data (Level I & II, Time and Sales) for around 1000 NYSE/NSDQ pre-defined quotes...