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Tick Capture
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Author:  ianj [ Thu Apr 24, 2014 12:13 pm ]
Post subject:  Tick Capture

When looking at the latency of the capture I was PARTICULARLY looking to see if there was any advantage in posting the indicator on a chart for which the symbol has been requested (ie requesting EURUSD on a EURUSD chart) and my conclusion is that it DOES NOT. Any performance differences are down to the thread scheduling alone - as you add more symbols to a single TickCaptureIndicatorX.cs instance, latency increases gradually - but the symbols/chart mapping does not seem to make any difference (hence my saying any chart is fine)
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