They would need to program their HFT system to do it, so that it can react instantly when trades are added or altered. But if you have the access, the system and reasonable programming skills you could do it without a sweat. We can't do it because we don't have fast access which costs a bunch.
AJX Price at posting:
52.0¢ Sentiment: Buy Disclosure: Held
A personalised tool to help users track selected stocks. Delivering real-time notifications on price updates, announcements, and performance stats on each to help make informed investment decisions.
(20min delay)