It is $37.50 per month for the ASX feed (plus any brokerage costs).
Interactive Brokers API allows me to monitor level 1 data for upto 100 instruments concurrently. I load a 5 second bar database of all activity post ASX announcements. Further I can monitor bid/ask level N depth for upto 3 instruments concurrently. (The stated maximums increase subject to trade activity levels).Public internet access means effective delays are usually around 1 to 3 seconds. This data is source for my own automated trading engine.
I also load a historical database with one minute bar bid/ask/trades either daily or weekly for majority of ASX shares (after some s/w dev effort).
One can either use sockets (with C++, Java, C#) or DDE (with Excel, VB, C++, Java, C#). I use the former with C#/SQL Server.
