Specifically, if I run an external datafeed about 500x faster than real time, does NT process each tick in order sequentially, running the strategy code (tick by tick), running the indicator code (tick by tick) and processing the data correctly (queuing up ticks if the system is not keeping up). Or does the tick processing happen in a thread that could cause an issue between placing an order at one price and the simulator processing the order at an incorrect price.
Does the simulator reasonably apply its simulation algorithm using an external datafeed taking into account ask/bid, trade volume, and time, because the external datafeed is not really pushing data based on real time, it is just processing the trade.
I have read another thread called "External Datafeed to drive NT" that answered some of my questions, but I didn't feel the thread provided enough to address all my questions.
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