Does anyone know if it is possible to import multiple data feeds from different brokers either:
a) directly into MT4
b) to a third party program--Then call to it for quotes from MT4 ?

I would like to develop a system to take advantage of arbitrage opportunites. For example: Broker A is 00; Broker B is 12; Broker C is 10. Place a BUY order at Broker A and a SELL at broker B. Wait for price to converge and close trades...etc.

Any input would be helpful!