Which trading platforms allow a strategy to receive data feed for multiple securities? For example, a strategy might want both real time and historical data for AAPL and the NASDAQ-100 Index, while another might need market data for GOOG and MSFT. Thanks.
NinjaTrader does. Easy to have multi-instrument strategies, and going a little bit out of the officially supported API gives you access "on-demand" to historical data for any instrument / any period available in your Ninja database.
it might be easier to ask Which trading platforms do not allow a strategy to receive data feed for multiple securities? much smaller list