Check out interactive brokers. You have to pay for the market feeds but it’s all available via API. It’s a completely horrible, painful API, but it’s the only w

Check out interactive brokers. You have to pay for the market feeds but it’s all available via API. It’s a completely horrible, painful API, but it’s the only way I found to get the data as a hobbyist. There’s a process where you certify that you are a non-professional trader and they give you access to the data feeds for a reasonable price. I’m working on a similar project, in case you’re interested in swapping notes (contact info in profile)