Quote from Occam:
I think NxCore has very good data, if you are willing to use their API, which is the same used by their live service. It may be cheaper and more comprehensive, if you're interested in entire markets rather than individual securities.
Also, the individual exchanges have good historical data -- sometimes, surprisingly, for less than most third-party providers, particularly, again, if you want the entire feed for a market (rather than individual symbols).
Quote from dailygrind:
Do you have a rough idea on the subscription fee (assuming I want all ticks and Level II messages for the SP 500)?