I am looking for a realtime data provider which is not too expensive, so no Bloomberg or Reuters recommendation please, for providing realtime data on CME exchange. It needs to be very rich on tick data with non-aggregated datafeed so a lot of unfiltered ticks are required for my analysis. What would you suggest especially when I would use it with Ninjatrader or Sierra Chart ? IQfeed ? The problem with Rithmic I have it is not the best on rich tick data, I often get huge mismatches between incoming realtime data and then later downloading historical tick data. That should not be. Of course I also believe you get what you pay for, but what choices are here for good mix of quality and data cost ?