I was reading this thread and didn't manage to find an answer: http://www.elitetrader.com/vb/showthread.php?threadid=184302 The author is correct in that the feeds he is using do not have full book quotes, and I find myself in the same predicament. Is there any way to get this data without binding myself to a broker? Like a stand-alone feed with an API? I'd like to see the level-1 quotes per exchange, so for example, the inside quote on DirectEdge X and the inside quote on NSX, etc. Not just NASDAQ Level 2.