Quote from rubbles88:
If your broker is IB, then you can use IB's data feed. If not, other low-cost alternatives are money.net and marketfeed.
-johnny
Quote from j_medved:
django - We have a few people experience problems with the latest version of IQFeed. We are working to resolve the problem. You can ask our support for the old IQFeed files - those will work for Level I without a problem, but will not support Level II and backfill. We hope to have the issue resolved shortly
8hcap - You must also be using the latest TWS version. Old ones did not support volume. In most cases, if you see VOLUME in TWS, you will see it in QuoteTracker
NOTE: I am talking about the VOLUME column, NOT LAST SIZE
Jerry Medved
http://www.quotetracker.com