Thanks for reply. Good to hear there are solutions which provide actual tick data. I would be also interested to hear what is the pricing on Pico data.
... or you could sign up with dxFeed. Still a tick feed, but a lot less (not sure how much though, you'd have to talk to them).
Have you checked out algoseek or EODHistoricalData? The former has tick data from 2007 to the present, while the latter has 1000/minute API call limit, with packages below $100/month.
heh, thats slightly out of my budget right now But thanks for letting me know the pricing. I am currently testing dxFeed, its about 10 times cheaper, but i first have to see what the real time data are like. Will post update once i look into it.
I am wrapping up implementation of dxFeed in Medved Trader. Yes, CTAUTP subsription to dxFeed will send you true BBO.