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