ETF Data

jeffbg123

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Hey,

I am looking for the best source to obtain LAST messages for S&P 500 sector etfs: XLB,XLF,XLY,XLK,XLI,XLE

I want to know every order that comes through on as many exchanges as possible.

What would be the best source for this, accessible through a C# API? Either Nasdaq or Arca lasts are fine, but the more the merrier.

Thanks
-Jeff
 
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