Hi Seth, About info. Depends on what you are looking for. My first priority is to have some means, TRACEABLE to and VOUCHED for by the exchanges themselves, enabling one to verify what really happened during a trading day. I mean nightly T&S data published ON THE EXCHANGE's web site. This is also great to check on the reliability of your RT data provider(s). (Preferably B/A should be included.) Practically all US exchanges have this, some a bit better than others. Paris (MATIF) does this very well also. London if you pay for it. Frankfurt, NOPE, in spite of the suspicion of long time about funny things going on there. You remember that ghost trader/flipper? Frankfurt and its ET stooges (employees) always tell you the ridiculous story that you have to get this data from third parties. Slick, no? They can never be held responsible for anything by an individual by looking at their OWN data. Plenty of stories like these at ET: http://www.elitetrader.com/vb/showthread.php?s=&threadid=55407&perpage=6&pagenumber=1