Any ideas to build an automated trading system?

I like to build a stock price system which can save price from real-time quote
vendor and provide prices to the client. How to design such a system?

 

easier just to buy the data. its out there and not that expensive.

 

What are some sources and the pricing numbers that you are familiar with ....?

 

We are selecting our sources right now. Our broker is Bear Stearns, but we don't know if they provide quote source.

 

http://www.hquotes.com/hquote.html

http://www.olsendata.com/

http://www.xlchartpro.iinet.net.au/

found these with a web search