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TyJ
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This may be wrong but I came across some info while researching different data feed providers. Some of them snap shot(?) the data, others leave it unfiltered like IQfeed. It has something to do with the protocols they use to send the data I think. I can't recall where I read that but it might give a point of direction to start looking in. It seems that IQfeed is one of the better retail data providers around.