... yeah - me too, does anyone have any thoughts? In particular I'm looking for some kind of API feature so I can dump the quotes into SQL Server for real-time analysis.
I've been looking at Interactive Brokers, but they seem to want an enormous pile of cash to open an account - and I just need the data rather than the ability to trade.
The LSE seem to offer something called Infolect - but I'm not sure if you need special equipment to get started.