I want to know how to download an XML data feed of stock market data (including Level 2 quotes) at my request.

Question

I am looking for information on downloading level 2 quotes in XML format at my request. Does anyone know of a site that will allow me to do this at a cheap/reasonable/free price? I want to be able to send a request to the site/service for any given symbol and retrieve an XML file with current level 2 quotes. I can't seem to find any information on this so far.

Ameritrade (my current account) only allows you to view information for one stock at any given time, and is based on a web page. I have not tried to figure out if I could rip the information from there or not (I'm sure I could), but it would be easier to do this on a request basis from a homegrown application. Any ideas?

Answer 1

Here is a source:

http://www.quotemedia.com/xml.php

Their snap quotes include Level 2 quotes.

Hope this helps!