Track All Public Companies Listed On The Exchange?

Hi All

I have a curious question about tracking real time market data

Is there a way to track all the public companies in the exchanges ( more then half a million )?

To elaborate as to why (if you can track a huge quantity of market data like this) you would ideally be able to jump into trends and high volatility events

The idea is scalping but on huge huge scale, not to discriminate against any instrument, even penny stocks, as long as the trend is happening to make a profit on the dip/fluctuating price action?

Get in and out in a short time frame

Has something like this been done?

The API/ Python live stream of market data is the first thing that comes to mind but ideally there should be something even better to track multiple exchanges at the same time

Then the logic will be to program the parameters to detect and notify huge volatility compared to whatever indicators would determine this and jump in the trend half way trough

This will probably take a mountain of a coder to be able to implement everything

But would something like this be
a) potentially profitable in the long term or & short term?
b) even possible using one or multiple brokers?

If so what is the best way of going about it (Brokers & language) ?