just been reading this blog post, which i find very interesting. out of curiosity who are the stock pricing vendors exactly? are you guys getting your pricing through a third party like Bloomberg or morning star or are you going direct to the exchanges?
I think they are getting them from various providers depending on where the stock is from, and the nature. You can see which various data providers are being used if you click into each individual stock and it will list what data source is used. eg.
US stocks are IEX (not sure that all US stocks are live priced though)
UK live pricing stocks are CBOE (think is limited to FTSE 100 and FTSE 250)
Other non live UK stocks(eg. AIM) are from LSE - you will also see that these are 15 minute delayed.