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Strategies & Market Trends : RealTick III -- Ignore unavailable to you. Want to Upgrade?


To: atto who wrote (291)1/29/2003 12:49:26 PM
From: Jon Tara  Respond to of 311
 
I don't think you can drop 1003 - I think you will get it anyway or get an error response.

What are you doing that is so bandwidth-sensitive? Do you have a low-speed connection?

I advise on about 5000 stocks using 1003, 1022, 1025, 3001. Don't seem to have any bandwidth problems except during extreme peaks, Fed announcements, etc.

I hadn't realized that they update price when size is changed. That does seem screwy. I'll ask about it the next time I talk to them.

Unfortunately TAL doesn't deal with peaks well, as there is no way programatically to know when they have over-run the buffer. (They put a message in the log file, which you have to watch. I guess you could have a thread tail the log file...)