Seen on the IQFeed Developer Support 2020/04/21. A solution for allowing ICMP packets.
iqconnect.exe does a ping round trip against its DTN servers (you can see the ping results at IQConnect.log when you stop the feed and iqconnect.exe exits). Thing is, ping uses ICMP protocol, which in linux is somewhat privileged.
So, you need to give wine the appropiate permissions in order to be able to use ICMP. Running wine as root in order to circumvent this problem would be overkill (besides a very bad thing to do!), but fortunately you can use setcap in order to grant permissions in a much more granular way.
First, locate where your wine-preloader file is. In my case, it's on /usr/bin/wine-preloader . Then, type (yoo will need to sudo for this):
sudo setcap cap_net_raw+epi /usr/bin/wine-preloaderand that's all. Now wine is allowed to use ICMP protocol, which in turn will allow IQconnect.eze to make its "ping things" without complaining