I have friends that use NXcore as the data provider for their blackboxes. They say it is extremely low bandwidth and has great backfilling. Also they like that you get a file for the whole days worth of data for all stocks and futures at the end of the day. And that file is only a couple of megabytes so it is easy to store and to replay a whole days worth of data for backtesting. They are owned by DTN, http://www.nanex.net/NxCore/NxCore.htm http://www.dtn.com/files/Trading/SS_NXCORE_1107.pdf