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Bookmap allows you to export the level 1, transacted volume data from the time and sales in real time and save it as a .csv file. They have a Rithmic subscription for $39/month/exchange as a data addon.
Example saving a short burst of the ES just now.
"You do not win as a trader, you just get to play again the next day. If that game doesn’t appeal to you then you should not trade" - Gary Norden
You can get CFD streams for free. Get an account at IG. They have a free API and have future CFDs and Spot/Cash.
If you want to get NQ futures streams, then you will need to get Sierra Chart, Rithmic, etc and need to pay CME licensing fees on top of platform subscription.
Index CFD tickers don’t have time and sales and generally no L2 data. However, IG does report the same volume data as the underlying future, albeit without aggressor aggregates.
