I just finished the free trial period for Nanex NxCore CME data and I have to say it's an excellent offering. I've decided to commit to a subscription. Benefits: - The latency has very few spikes and is constantly low. - API is extremely well designed and fits the usual workflows of a HFT operator. - Explicit support for Linux (using the NxCoreAccess binary). - Very good Java library and C++ library. - Data quality is good. - They do one hop from Aurora IL matching engine to Equinox NY2 which adds 9ms latency according to my measurement (they provide both the CME timestamp and their NY2 timestamp so I can calculate it). Acceptable for my application. Cons: - No trade aggressor flag. But this can be implied by the book. They're looking to add this in. I read a post a while ago about a latency problem. I believe this user must have been network throttled if they subscribed to the full depth data. I've been capturing the data for 2 days and compared my capture timestamps to the CME timestamps and it's a constant 140ms (this is the expected time to get from Aurora IL to my server in Asia).