My IQFeed connection has live quotes for CME futures, but not ICE/NYBOT or EUREX. My Zen-Fire connection has live quotes for everything, but does not supply historical data for HG (copper) and BRN (Brent Crude).
I'd like to set things up so I can get live quotes, AND full historical data for all contracts.
If I connect to IQFeed first, this is a problem since it will take all data from that connection first and ignore the Zen-Fire data for all contracts, even ICE/NYBOT and EUREX contracts. This means I can't see live data for those exchanges.
On the other hand if I connect to Zen-Fire first, I can get live quotes, but I am wondering if it will automatically default to the NT historical data servers even for those contracts which I don't have data for (in other words, HG and BRN). This would be a problem since I can't see data for those. (Can you confirm if this is the way it works?)
So I guess I am wondering: is there some way to do this so I can get all contracts fully supplied with historical AND live data? And if not, can you please change your code? There is no sense in supplying delayed data from IQFeed if there is a live Zen-Fire connection that can show live quotes. The code should detect what connections are active, and whether or not the data is delayed or not (if that is possible). If the data is delayed, it should start requesting quotes from the second (live) connection. I hope I have explained this properly...
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