which data source should I select

The Zen-Fire data feed provides 'unfiltered tick data', which is very reliable and fast. It is only compatible with NinjaTrader software, so you'd have to look on their site for brokers who support the data feed. It's worth investigating for what you are looking for....
 
Here is another Vote for DTN IQFeed.

It has proven VERY stable and very solid. Data is unfiltered and very fast. Have no Idea how close I am to a server, but it's been very reliable.

I have watched it and compared with other sources and not noticed any significant lagging.
 
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