Best source for Historical data and Auto trading?

Quote from NetTecture:

They are not THAT expensive. I get them for CME group and all incl. I pay well below 1000 USD.

I was assuming that the user whose question I was answering ("softdown") wanted a batch of historical data covering several months/years. But for most subscriptions consisting of a single exchange, I'm sure the (real-time) pricing would indeed be below $1000/month.
 
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