I didn't touch the internals of NT, from an NT perspective, it just talks to my module, as if it would be talking to an existing data provider and emulate the same protocol.

Depends what is your load of data, as you could inject little data into the ATI interface, for heavy lifting the built-in data connectors are the way to go. You can make a FIX data server or you can emulate IQfeed or Rithmic.

The IQfeed developer license is +/- 375$ per year

IB data should be sufficient. Back test your strategy on IB data vs IQ feed data and examine the correlation.

How many levels beyond the inside bid/ask do you require? NT will only show level 2 per exchange, so even the inside bid/ask could be fragmented( from memory it is)

Try it out for yourself. Configure full market depth in TWS for the likes of AAPL( or for a ticker you'll be using), and then try and replicate it in NT.

Don't waste your time with Esignal, I've been there, done that.