Does anyone have any good suggestions where you can learn more about how Nasdaq and ECN data is aggregated and then distributed? For instance, if you subscribe to the Nasdaq through a quote vendor, what kind of data are you getting? ECN's incluced? Are we just getting trades from all these regional liquidity pools or are we getting thier quotes as well? Also, if you know of a great place to learn how all this fits together I would be interested in your thoughts. Thanks!