Live Trading Limitations
Is any very experienced with using BT for live trading with interactive brokers? What is the "limit" on the number of live feeds that can be monitored? Is this "limit" a constraint of backtrader, a hardware limitation, or a limitation with IB?
Since nobody took on this one: IB will always be the limiting factor (pacing violations, NBBOs), well well before you may even start challenging the CPU and RAM of your equipment.
Why are you expecting an open source product to have any limits?
@Paska-Houso Thank you for your reply. Do you have any suggestions for live data feed providers other than IB?
That's the holy grail ... It depends on what you want to do. IB is perfectly fine for many. If you don't to see thousands of symbols and not miss a single tick, you'll have to pay. In most cases the 250ms snapshots offered by IB are enough
Consider: IQFeed, ZEN-Fire, CQC ...
Here are some links that might be relevant:
The discussion above also supports @Paska-Houso's advice that the API may limit the number of instruments.
Also the FAQ addresses it: