I have a custom application that helps with my trading stats. I can use it at the moment to hook into my IB TWS and monitor my working orders and executions.
I would like to make it hook up with NT. What's the best way of doing this?
I started by making it poll the NT log files periodically, but found latency issues here, because NT doesn't always flush out the log files as soon as an order is modified.
Ideally, I would like to reference a .dll inside NT itself and receive events for orders created / modified and for executions.
Any ideas?
With many thanks,
Ben
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