Introduction to real time market data and also try to sell a real time data feed.

It covers three types of market data:

  • trade updates (e.g. closing prices)
  • quote updates (e.g. bid/ask prices)
  • depth updates (e.g. each order event)

A real time data feed with API, it support Australia and New Zealand markets (http://iguana2.com/spark-pricing), $150 base + $50 ASX, and more...

 

More expensive then others, like IQfeed and ActiveTick, and it is only for AU & NZ

http://www.codeproject.com/Articles/553206/An-Introduction-to-Real-Time-Stock-Market-Data-Pro