I'm an automated retail trader in the US, but want to expand to other countries. Just one problem: where should I look with a reasonable API and reasonable feeds? I'm interested in Australia, New Zealand, India, Korea, and Japan. How do I get a retail setup that's adequate in these countries? And what about tax implications? Oh, I'm primarily an equities and futures guy.
InteractiveBrokers. If you are not a super high frequency trader, the IB feed should meet your needs. Not to mention free for several exchanges.