Why IQFeed over Interactive brokers for historical data
You heard me talk about the limitations of IB data as well as the limitation of IQFeed being on Windows. Here is a newsletter subscriber solution:
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It would appear that IQfeed is the correct choice and I will use a dedicated windows machine on a local network to retrieve real-time data and, using samba, to update my own db on a linux box over that network.
I had thought that one could overcome the limitations of IB’s deliberate throttling of backfill requests by keeping a db with historical data and merging it with real time data on the fly but this appears now to be an onerous task.