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Re:HN: I want to trade my finance knowledge for python/djang... by veyron on Sunday May 15, 2011 @03:50AM (#2549548)
IB data isnt the actual exchange data. For example, on nasdaq, the raw data is the ITCH tick-by-tick data.

iirc iqfeed gives you a normalized data format.

Re:HN: I want to trade my finance knowledge for python/djang... by raarky on Sunday May 15, 2011 @04:05AM (#2549566)
Yeah, the quality isn't the same as a proper feed but i guess the cost doesnt compare either. CQG seem to do pretty good feeds but i've never tried them