Nanex to IBAPI:
No,
I don't see how to connect it to IB
nor do I see any reason to connect it.? Because both should be seen as data supplier (While IB is a broker offering a multitude of additional services, and IB never advertised themselves as data provider but as instruments handler)
Nanex deliver raw data directly, there is a need to format the data to an output. (generally a DB)
As data analysis are done in soft aside of the feeder,: IB or Nanex or whatever,? anyway, this is theses pieces that need a link to the feed. IB being one of theses.
Nanex is last step before direct market access, understand that NxCore traffic is the range of 2GB a day for Regular Trading Hours.
The kind of DB to use, need to be able to handle TB of datas. (or you need to stay restricted to the range of ~100 of instruments.)
The level of tick granularity you seems to look for require to carefully consider the amount of data you will have to deal with.
If IB does pack ticks it is for good reasons, to offer a generally decent tradeoff between data rate and content richness.
I suspect that you should consider polygon.io,? Even if slower and less real time, it is seems easier to link the REST HTTP world to your apps than the C word, also it will be more easy for you to call just the data set you need.
