Quote from heech:
With IQFeed wouldn't even need to worry about the API! Feeds right into NT.
My only concern is about the need for another client... I mean, really? I wonder what that does to performance.
But I do plan on looking closer.
Right, plugs into NinjaTrader.
As for performance, I think the client is for decompressing the data stream. More often, on these forums and elsewhere, IQFeed seems to come out ahead on performance.
By the way, Patsystems uses a client, too. NinjaTrader uses the client for the datafeed and executions. So, I don't think it's unusual.