Miguel, this sounds interesting. What is the cost structure of the level 2 data, which I believe is book data (how deep?), from IQfeed (including exchange fees)? With IB you have 3 (concurrent) Future Symbols for free. In order to have 5 I had to buy 4 so called booster packs ($30/month each). This is quite expensive. I wonder if I could have more for less $$ with IQFeed. Alexander
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