Curious if there is any interest to support CQG. IMHO, CQG is the Creme’ De’ La’ Creme’, and is supported by many firms and bank clearing operations for client accounts. Additionally, some of the best data (historical and real-time) can obtained thru their systems, as well as order routing, position management. It is like IB, in functionality, but you can open an account with any CQG supported firms, banks, brokerages; you just let the CQG api, account login simply ties to your account etc. CQG’s continuum client product come to mind.
You could have other real-time vendors, but not be subject to duplicate exchange fees either.