I'm looking for a good platform and/or data feed to do real-time analysis of market depth data across a broad number of securities, in order to generate custom signals. As a starting point, Nasdaq TotalView could be utilized for data. I have a software development background, but am still fairly new to the trading tools ecosystem. I typically code in C#, but can do other languages if needed. Would appreciate any insights anyone here may have on this. So far I've looked at TradeStation, Interactive Broker, Bookmap, dxFeed, etc.
I'd say http://arcadetrader.com, but if you mean Level2 for market depth, then no, Level2 is not supported in Arcade Trader. In this case I don't know platform that support Level2. If anybody know them, please follow that I might be interested too.