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Yes definitely, the biggest challenge of using direct exchange feeds is the cost of maintenance. Here are a few issues to consider in your position: Cost of maintenance. This includes the time it takes to write a feed handler and keep it up-to-date against the exchange's feed API; the cost of colocation, and (often) higher licensing costs of receiving the ...
Try http://www.activetick.com/activetick/contents/PersonalServicesDataAPIPricing.aspx this is very cheap 300 per month for unlimted symbols starts from $50 per month
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