Real-time data... but not really

BinaryMan

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It's driving me nuts trying to find what I'm looking for. I scanned as many posts in this forum as I could to find the answer (didn't want to repost something). If it is somewhere, then just post the link so I can review it.

What I am doing is automated trading systems research. I need the real-time historical data (prints+best bid/ask changes so I can determine which direction each transation is) for NASDAQ, NYSE, and AMEX. I do not need this information in real-time, however; I just want to download the data files for use in my own programs. I do not want a charting program, or any other frontend for the data - just the raw text files (or other format that is publicly known). It must be possible to automatically mass download these files from the internet (such as by FTP, give me all the files, or some other method like using a symbol list) for all symbols in the above markets.

ESignal EOD was the closest I've gotten to these requirements, and it was priced decent at $300/year. However, I believe there is a 500 symbol limit per day, and you have to manually export the symbols from the program (to my knowledge). Is there a simple service that meets all of the above requirements within a similar price range?
 
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