let me correct the terminology that I should use. * scalable framework * update speed or refresh frequency of stream quotes. And no way! That is I refuse the backfill proposal under the current circumstance.
Unless my clock is really off, it's 2:30 in the afternoon in London when NY opens. Why would you oversleep in that situation?
I looked into this for Euro and Hong Kong data. If you are really serious, a few hundred per month should be doable (I can see Nitro laughing). FutureSource offers both markets, but grossly marks up exchange fees. Aspen Graphics, via S&P Comstock, does the same with marginal, if any markup. Its been years since I've used either (but have used both seperately), so I can't speak for em. I do know that Aspen is very high end on tech analysis. Comstock is like Reuters with international data. Jay
NO! The faster and more frequently the quotes in TWS can update, the better. But backfill has no business slowing down IB's systems!