Add the capability to listen to trades as they happen

Listening to live trades (trade by trade) provides another sensory input that sometimes proves very useful, e.g. while watching 5-min bar you can still be alerted when there are many orders rushing in at sub-second time frame; if one has to leave desk or shift attention to something else for a brief moment, listening to the trades allows one to keep an ear on the market avoiding expensive omission of important developments.

This can either be implemented by a software feature like http://www.pricesquawk.com/, or just be a streaming service for selected popular symbols.