if you had to focus on one thing though, i'd say the historical data. i (and probably many others) can't use the feed because i have a laptop, so whenever i shut the lid, i get huge gaps in data!
I am definitely working on this because I too get the problem. In fact, I awoke the other day to a dead modem so no data for about two hours. Once ready, There will be a new version of the feed released which will gather "all data after X txid" to catch up your data just for this reason. Until then, the updated data files will have to suffice.