| Market Data » Ticks events Jun 03, 2010 @ 06:34 PM (Total replies: 3) | |||||
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OK VictorV, so it is not neccesary to use another queue in the trading application. Well, suppose we stop the program in the procedure of event handler (2 hours for instance), What happens with ticks? Is there an overflow of the OECAPI queue? When we continue with processing, Do we receive the inmediate tick after we stoped the program? Thank you very much |
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| Market Data » Ticks events May 25, 2010 @ 04:21 PM (Total replies: 3) | |||||
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We are working with your API since 2009 and using the ticks with a queue. Let me explain, we save each tick in a FIFO stack and then we process it. We begun this type of processing because we suppose it was possible to lose some ticks if elapsed time involved in trading algorithms was larger than time betwen ticks. Is it necessary? How do you work with ticks? Have you a inner queue? (so it is not possible to lose ticks because Windows events always happen). Please explain it to us as detailed as possible. Victor Garcia |
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