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Hi Herman --
Your synopsis is correct and I think your whittling down idea is the
right approach. The only thing it wouldn't catch is those stocks that
drop right at the last minute, but that case is mostly rare. I'll
write a test program to see how many tickers I can get from IB and how
long it takes to update AB.
I know IB imposes quote limits, but I don't know what they are. I
think IB lets me get a couple of hundred quotes at a go, so it may
work if I can batch them. We'll see. Just was curious to see if anyone
else had a solution to this problem.
Regards,
Dave
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