RE: Data is the only serious issue, depending on the datafeed.

["Eric Svendsen" <esvendsen@xxxxxxxx>]

I have had very few problems.
However, if your Server crashes you will lose that days data.  The crash is
usually the operating system's fault.

I use BMI cable.
No Problems.

As with all live data feeds, if the Server is not on, it is not collecting
data.
If you have an internet datafeed, you have to be connected. So how reliable
is your ISP?

Historical tick data is available to fill in the holes.

One source is HistoryBank, OK.
Another, Tradestation FTP site, some days are missing.
Another, CME has time and sales.
Otherwise, pay a service for back data, $6/mo/symbol.

Bad ticks must be edited manually, a tedious task.

I think that covers it.

Sincerely,
Eric Svendsen