Build SW that Reads stock quotes in RealTime

I want to develop a SW for PC under windows XP, that reads all the NASDAQ symbol in real time. The details I need for each stock are : 1. current Bid size, 2. current Bid Price 3. current Ask Size 4. Ask Price 5. price of last deal 6. volume of last deal I need to read all the details for each stock every 1 second with minimum latency. The Project needs to be written in CPP / C# / VB.net under .NET platform. At the End of the project I will get the complete source code. as for stock data source: There are free finance platforms by yahoo and google, But platforms that costs up to 30$ a month are also fine, if the latency and data fetching is faster.