Connecting directly to data feeds like CQG, Rithmic etc with Python

Hey, I'm looking to incorporate L2 data in my algo work and am researching different data feeds that provide this info. Since the websites of all real-time data sources are garbage with zero effort put into usability, it's difficult to understand how to use their feed (or how to even become a customer in the first place). Anyone have experience connecting directly to a feed like CQG through a Python app? I'd highly appreciate any pointers to where to get started.