Looking for Data Feed

[taotree]

I'm looking for a real-time data feed (either feed provider or through brokerage with API) that matches the following criteria:

0) Looking for ES e-mini futures feed.

1) Available via API from a Java application--whether directly through socket or Java API or indirectly through a bridge API (to COM or .Net or...) so long as that bridge is already available.

2) I need every tick

3) I need bid/ask data

4) There must be a reliable way to determine whether a given transaction occurred at the bid or ask. I have seen at least two feeds where the bid/ask are snapshot and transaction data didn't include bid/ask thus it was NOT possible to know this reliably. Is there a feed where this is possible?

5) Cost under $100/month or at least not much more than that. If having an account at that brokerage helps, that's fine. I don't mind opening an account at the brokerage to get the feed (since I'll need a brokerage at some point anyway).

Thanks!

 

[NetTecture]

zen-fire, mirus futures.

Feed is free with an account, 2500 deposit. The round trip rate of them is not stellar, good. I.e. you will find cheaper brokers, but not very much once you count in all costs (they are "all incl."), and the moment you cound in the feed it is a VERY good offer.

Not sure they show where the trade occured, but...
...they provide the complete real exchange feed, including book data I work through their API now and will have some ticks on my screen tomorrow from them

 

[david22]

try transact