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 PureBytes Links 
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http://developer.futuresource.com
Look at the "ActiveMAF" section.  Together with the market data server it 
does exactly what you're asking for.
At 11:05 24/01/02 -0600, Mike Eggleston wrote:
>I'm considering writing my own charting/analysis system. For such
>a system I need a real-time, tick based data feed. I could write a dll
>for TS6 that would forward each tick to my app, but I'd prefer to get
>the data directly from a provider/source instead of through a
>secondary app.
>
>Is there a provider/source of real-time tick data. Might that provider
>also have historical data (hopefully by tick, but at least by minute)
>that I can pull to test my system?
>
>Mike
 
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