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ADHOC Trade Data Feed

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Hello all,

I'm new here so be gentle if I've posted something incorrect. I'm looking for a data feed or API (push or pull at this point) that provides the ability to pull trades based on any set of criteria. All services I am looking at require a Symbol at least. I'm looking for the ability to ADHOC query on any field on the trade or quote and then be able to analyse the information I'm getting, tweak my parameters, to narrow down to symbols I want to watch or monitor. 

I will be building this within a .net framework so something that works nicely with .net is a plus but at this point I'll code around the difficulties if I find a solution that provides this functionality. 

Does anyone know if this exists?

Thanks!

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Sorry some more clarifications (if it helps). To start I'm ok with something free or low cost, maybe end of day feeds to get working with the data. Once I finalize a design/solution, I could then look at lower latency or real time options for this. 

 

Thanks!

Jamie

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