I need to something as close as possible to full market depth (I know about iceberg/hidden thanks) and to be able to access it from an API.
I have IB account but I would like something deeper.I found IRESS, what they are providing is perfect but their pricing is frankly out of my range, I am only student and it is for research purpose, I can not pay $1200/month (and they say it is a discounted pricing for student/Uni !!! ).
I have seen commsecIress, I have sent them an email, I do not know their pricing yet and if I can use an API to access their datafeed.
any other suggestion ?