Real time intraday data...

All I know is when I queried it instaneously I started seeing long pauses in connections, maybe as soon as a minute but it may have been faster than that. I put a cap of 1query/sec and I did not notice any delay, I increased it to 5queries a second and I didn't notice a problem. I didn't try to determine the exact edge but it's easy to repeat so if you're inclined have at it.
 
reuters?
bloomberg?

I know that IQ.Feed (from DTN) and others provide up to 2500 per connection...so, you might have to pay for a couple of connections to get them all...

As far as your connection slowing down or having issues, there may be limits depending on your provider. If its something from home, like Comcast, they did get in trouble for throttling...

If it is a dedicated line, most lines do have a limit, and if you hit that limit, your data is hung-up. This shouldn't happen unless you are streaming data...but, it can happen.
 
I agree with davidM... with a commercial service you should be fine.

I wouldn't advise anyone to build a real-time trading strategy using 2000 stocks with a free yahoo feed, for a vast number of reasons beyond the yahoo rate limit (I have no rate limit on my side, I'm on a full t1 with no one else using it).
 
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