Is there any way to connect to two (real-time) data providers... and then some how specify which one is to be used for a particular strategy run? (The way we can for trading...)
The reason I ask... I want to do a simple test on two data feed providers. (IQFeed versus Barchart.) I'd just like to dump out ticks as they arrive for a particular symbol... and see which one is getting them first. (Or if that's too much noise, just output at when a price passes a certain boundary... SPY trades below 77.0, for example.)
If you guys have that information, or some alternative way to measure that performance, that'd be very helpful.

Comment