Is there any way that a small ad buyer (a few hundred thousand dollars a month) can participate in the auctions directly, bidding in real time rather than going through a middleman that does the work for him (which is what LeanMarket seems to do)?
On the larger exchanges, not really. This would be like a retail investor wanting access to NASDAQ or NYSE rather than Schwab or E-Trade. Some of the 3rd-tier exchanges may be exceptions.
