After some minor frustrations with digging through the API docs, I was able to get regionals piped into my algorithm. Everything works flawlessly. Not only do I get the trades, but I also get the inside quotes for all the exchanges in a reasonably timely manner.
I am so glad I don't have to switch from IQFeed. This has probably saved me two weeks of work. Thanks. My only comment to Jay is that he should have the DTN sales and tech support guys more aware of this, because in around 3-4 phone calls, none of them knew this was even possible. They may be losing sales because people are unaware of this feature -- Ninja Trader and other products don't quite show the regionals as well, so it was easy to come to the wrong conclusion.