I have a system that involves submitting a large number of limit orders to the broker, then simply monitoring for executions reports and responding accordingly. No intraday price data is needed. I currently do this in another ATS, but I'd like to convert it to C# and do it in NT if possible.
Is there any way to submit these orders in NT without using Add() for each instrument, and so subscribing to market data for each?
Thanks-
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