diff --git a/piker/data/feed.py b/piker/data/feed.py
index d9ce062e..9455f7ae 100644
--- a/piker/data/feed.py
+++ b/piker/data/feed.py
@@ -51,6 +51,7 @@ from ._sampling import (
     iter_ohlc_periods,
     sample_and_broadcast,
 )
+from .ingest import get_ingestormod
 
 
 log = get_logger(__name__)
@@ -302,6 +303,7 @@ class Feed:
     async def receive(self) -> dict:
         return await self.stream.__anext__()
 
+    @asynccontextmanager
     async def index_stream(
         self,
         delay_s: Optional[int] = None
@@ -312,14 +314,16 @@ class Feed:
             # XXX: this should be singleton on a host,
             # a lone broker-daemon per provider should be
             # created for all practical purposes
-            self._index_stream = await self._brokerd_portal.run(
+            async with self._brokerd_portal.open_stream_from(
                 iter_ohlc_periods,
                 delay_s=delay_s or self._max_sample_rate,
-            )
+            ) as self._index_stream:
+                yield self._index_stream
+        else:
+            yield self._index_stream
 
-        return self._index_stream
-
-    async def recv_trades_data(self) -> AsyncIterator[dict]:
+    @asynccontextmanager
+    async def receive_trades_data(self) -> AsyncIterator[dict]:
 
         if not getattr(self.mod, 'stream_trades', False):
             log.warning(
@@ -333,7 +337,7 @@ class Feed:
         # using the ``_.set_fake_trades_stream()`` method
         if self._trade_stream is None:
 
-            self._trade_stream = await self._brokerd_portal.run(
+            async with self._brokerd_portal.open_stream_from(
 
                 self.mod.stream_trades,
 
@@ -342,9 +346,10 @@ class Feed:
                 # in messages, though we could probably use
                 # more then one?
                 topics=['local_trades'],
-            )
-
-        return self._trade_stream
+            ) as self._trade_stream:
+                yield self._trade_stream
+        else:
+            yield self._trade_stream
 
 
 def sym_to_shm_key(
@@ -373,64 +378,64 @@ async def open_feed(
     # TODO: do all!
     sym = symbols[0]
 
-    async with maybe_spawn_brokerd(
-        brokername,
-        loglevel=loglevel,
-    ) as portal:
+    # TODO: compress these to one line with py3.9+
+    async with maybe_spawn_brokerd(brokername, loglevel=loglevel) as portal:
+
+        async with portal.open_stream_from(
 
-        stream = await portal.run(
             attach_feed_bus,
             brokername=brokername,
             symbol=sym,
-            loglevel=loglevel,
-        )
+            loglevel=loglevel
 
-        # TODO: can we make this work better with the proposed
-        # context based bidirectional streaming style api proposed in:
-        # https://github.com/goodboy/tractor/issues/53
-        init_msg = await stream.receive()
+        ) as stream:
 
-        # we can only read from shm
-        shm = attach_shm_array(
-            token=init_msg[sym]['shm_token'],
-            readonly=True,
-        )
+            # TODO: can we make this work better with the proposed
+            # context based bidirectional streaming style api proposed in:
+            # https://github.com/goodboy/tractor/issues/53
+            init_msg = await stream.receive()
 
-        feed = Feed(
-            name=brokername,
-            stream=stream,
-            shm=shm,
-            mod=mod,
-            _brokerd_portal=portal,
-        )
-        ohlc_sample_rates = []
-
-        for sym, data in init_msg.items():
-
-            si = data['symbol_info']
-            ohlc_sample_rates.append(data['sample_rate'])
-
-            symbol = Symbol(
-                key=sym,
-                type_key=si.get('asset_type', 'forex'),
-                tick_size=si.get('price_tick_size', 0.01),
-                lot_tick_size=si.get('lot_tick_size', 0.0),
+            # we can only read from shm
+            shm = attach_shm_array(
+                token=init_msg[sym]['shm_token'],
+                readonly=True,
             )
-            symbol.broker_info[brokername] = si
 
-            feed.symbols[sym] = symbol
+            feed = Feed(
+                name=brokername,
+                stream=stream,
+                shm=shm,
+                mod=mod,
+                _brokerd_portal=portal,
+            )
+            ohlc_sample_rates = []
 
-            # cast shm dtype to list... can't member why we need this
-            shm_token = data['shm_token']
-            shm_token['dtype_descr'] = list(shm_token['dtype_descr'])
-            assert shm_token == shm.token  # sanity
+            for sym, data in init_msg.items():
 
-        feed._max_sample_rate = max(ohlc_sample_rates)
+                si = data['symbol_info']
+                ohlc_sample_rates.append(data['sample_rate'])
 
-        try:
-            yield feed
+                symbol = Symbol(
+                    key=sym,
+                    type_key=si.get('asset_type', 'forex'),
+                    tick_size=si.get('price_tick_size', 0.01),
+                    lot_tick_size=si.get('lot_tick_size', 0.0),
+                )
+                symbol.broker_info[brokername] = si
 
-        finally:
-            # always cancel the far end producer task
-            with trio.CancelScope(shield=True):
-                await stream.aclose()
+                feed.symbols[sym] = symbol
+
+                # cast shm dtype to list... can't member why we need this
+                shm_token = data['shm_token']
+                shm_token['dtype_descr'] = list(shm_token['dtype_descr'])
+                assert shm_token == shm.token  # sanity
+
+            feed._max_sample_rate = max(ohlc_sample_rates)
+
+            try:
+                yield feed
+
+            finally:
+                # always cancel the far end producer task
+                with trio.CancelScope(shield=True):
+                    await stream.aclose()