Is there an API feed for Level 2 (best bid, best ask, best bid volume, best ask volume for each exchange) and Time & Sales for US stocks? I'm currently able to work with delayed data, but I will eventually need real-time data. The API feed should preferably provide a little bit of historical data as well (e.g. past 30 days). Symbol limit is not a concern, because I only need data for about 30 tickers at a time. I was looking at DTN IQFeed and Poligon.io. Do these data vendors have the data I am looking for? For DTN IQFeed, is their API any good for Level 2 and Times & Sales data? Is their Level 2 data "ready-made", or do they only provide raw trade and quote data, such that I will need to process the data on my own to get Level 2? Are there other data vendors you would recommend?