Just to summarise, for CME Emini market depth, DTN IQFeed about $130/month + $324/year for developer registration + $50 one-off startup fee For CME Datamini and DTN NxCore, it seems in a higher price bracket. CME Datamine about $150/month - $270/month per product DTN NxCore (Nanex) starts from $500/month (from DTN website, see ref below) It seems the DTN IQFeed is reasonably priced. Thanks to jelite, cjbuckley4 for the detailed discussion in synchronizing IQfeed L1/L2. Reference from DTN website "Do you have other products that don't have a symbol limit? Yes! Our NxCore service will blow you away if you need a full market service with no symbol limits. Pricing starts at $500 per month. Please visit The NxCore website for more information."
@tradingcomputer To use the CME data on your algo (or any exchange for that matter), DTN doesn't require that you pay 'non-display data' fees?? I didn't catch your thread before I posted about my situation with CQG last night. Basically, I've just been informed: because I intend to use the data in my FIX API program, I need to pay non-display fees to any/all the exchanges (on top of everything I'm already paying CQG). CQG is impossible to find out anything concrete from, I'm hoping you or someone else could set me straight. As it looks from this discussion about pricing that there's no concern about 'non-display data' fees. I'd use IQFeed, but I need Eurex data and they don't have servers in Europe.