Posted: Jun 22, 2020 @ 09:00 AM             Msg. 1 of 2

Hi

We are experiencing an issue we've never seen before. Or we didn't notice - but it's pretty significant.

When we start up our DOM, we request real time ticks and DOM messages. We also request tick history for the session. Here's the request:

ISubscription historySubscription = client.Subscriptions.Ticks.Subscribe(
contract.ID,
new Duration(TimeZoneInfo.ConvertTimeToUtc(subscription.DateTimeFrom), TimeZoneInfo.ConvertTimeToUtc(subscription.DateTimeTo), 65536,Continuity.OneTime));

Let's say we have 4 DOMS running in our app (all with different instruments) and the user runs number 5 (with another different instrument). Let's also say that it takes 10 seconds before the historical tick data is returned.

During those 10 seconds, we do not see any DOM or real-time tick events for ANY instrument. The entire API appears to hang until the historical ticks request is returned.

This is something I feel we would have noticed before and it's become apparent only in the past 2 weeks.

Is this something we can resolve?

Let me know

Pete

Posted: Jun 25, 2020 @ 01:09 PM             Msg. 2 of 2

Hello Peter,

I don't see issues you are described.
Having 5 DOM subscriptions I see no delays on historical tick data is returned.

What the duration time frame you are requesting?
What API version and user name you are using?
Maybe you can provide more information about your code?

Thank you.