Up until now I have been using exclusively IB for futures trading but have recently been looking at incorporating the IQFeed data stream, so I intend on continuing to trade through IB while using IQFeed for price feed. What I was interested in was in terms of where the data comes from, I understand you connect first to the source that you want to be the primary feed and Ninja will then check the primary connection for an instruments data before checking the second but does this concept also apply to Level 2 order book info.
So for example could I just use IQFeeds base option price stream without Level 2 and keep my interactive brokers level 2 feed online so that my charts come from primary connection IQFeed but I still get Level 2 from IB on the DOM. Not sure if Ninja differentiates types of data within an insturment and does primary connection, secondary connection check?
Cheers
Ross
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