I'm looking for a data feed that 1) has the ability to read say only the NYSE quotes, or all the ECNs (the ability to turn this on and off) 2) has a well written / developed API, and good documentation 3) is reasonably priced Activ Financial meets 1 and 2, however it cost $2500 / mo. I was hoping ~ 200 to 300 Thanks
Check out IQFeed I've been using them for a couple months and am really happy with their API. Good service and good price as well.