Looking for a Data Service with API

I was wondering if anyone had any good suggestions for over the internet data services which has a C++ API.

Im looking for a service that offers

1) forex, ecbot, globex etc to start with, also has stock feeds
2) gives access to the market depth from the API (apparently eSignal doesn't)
3) real-time data, not truncating or bundling (ala IB)
4) historical data
5) the cheaper the better

thanks for your help.
 
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