As I attempt to move my futures trading algo into live trading, I have some concerns about the data that is provided. QC does not support live futures trading and as a results I would have to use IB data. Changing data sources after validating an algorithm gives me some concern. What I would like to do is subscribe to algoseek data for live futures trading to minimize the impact of changing data sources prior to deployment. I understand that QC uses algoseek data as well for back testing. Is it possible to run my algorithm through QC and use a constant data source from Algoseek for backtesting, paper trading, and live trading? Another option I see is running Lean outside of QC but I am not sure if that is the best strategy at this point. Any guidance is appreciated. 

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