I recommend Interactive Brokers, they have a API that allows you to program in a multitude of languages. But, if you are drilling down and want tick data, just remember their data is never real tick data. But, as far as I am concerned I enjoy wasting hours shovelling their real-time data into my HP C7000 and pretending that one day it will bear fruit. Until then my common sense reigns.
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I recommend Interactive Brokers, they have a API that allows you...
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