I'm currently using IB's Java API and getting feeds through them. However the real-time feed is updated only every 250ms and the historical feed only every second.
I'm primarily looking for ES data and other index futures and ETFs. I'm not looking at FX since that data is the most subjective since there is no exchange.
I want a setup that allows me to get the most accurate real-time tick data and market depth. Tick by tick would be ideal, but probably prohibitively expensive.
What setup gives the most accurate data and depth?
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