I have read docs on IB - Zorro connection. I will try to download data tomorrow.

Is it possible to adjust data during backtest? Quantconnect backtest platform allows this through factor files. It is possible to choose between raw, split adjusted and fully adjusted files.

You mentioned Zorro provider. This reffers to 35$ + VAT per stock? This seems a lot if we can get all stocks if we pay IB subscription with same amount? Or IQfeed data. What about daily updates from Zorro? Are they included in the price? And what if we pay for Zorro S?