I solved this by subscribing to IQFeed whose historical data is provided unrestricted at much faster download speeds. I disabled historical data from IB and only get history from FXCM now.
The only problem is that the data provided is always slightly different and for some of my strategies this results in radically different profit & losses.
To be able to gain an overview of the impact of the data provider on the strategy, I set up a second set of instruments for the forex pairs I trade. I named the new alternative instruments "EURUSD_IB", "GBPUSD_IB", "USDJPY_IB" etc and gave them a symbol only for IB. And downloaded the IB historical data for them.
The default instruments for the forex pairs have FXCM historical data in my HDM.
However now that I am running the strategies and have positions open, NT thinks I am trading against these new instruments. In the positions tab, all positions are against IB-only instruments.
In the strategies tab, the unrealised and realised PnL shows zero despite any position.
Can I hide these new instruments or disable them somehow while I don't need them?
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