Anyone have suggestions as to how to most efficiently build a 1-minute historical DB for ~1000 stocks or so...I've begun trying leveraging IB/TWS, but, with the throttling, and inability to skip over previously filled symbols automatically (at least as far as I can tell), seems rather difficult. I could probably take the time to build up a 30 day DB, but not sure how to keep it current without spending an inordinate amount of time.
Any thoughts? Anyone have suggestions on an optimal data source? Thanks a bunch, Jayson
