The other massive problem with IB as a data provider is the pacing violations and the 5 mins waiting time when hit. With some pairs, I can't run strategies on it without it triggering the HDM download, and the data that IB provides sometimes doesn't fulfill the requirements and so the HDM downloads it every time, so I have to disconnect to run the tests.
I've got a massive tick data database, but I only get updates for it once a quarter, so now at the end of the 2nd quarter I can't do backtesting on the last 2 and bit months.
Any recommendations?
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