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NinjaTrader
IQFeed errors on downloading historical data
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Problems #1 and #4 turned out to be router issues. For some unknown reason, my Linksys WRT54GX ver. 2 router was causing connect errors. This was not a configuration problem, it caused errors even when I turned off all firewall functions and placed my PC in a "DMZ".
I replaced my router with an Engenius ESR-9850 and it's working OK now.
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