Currently I'm feeding a lot of data out to my own proprietary code from NT using files. It would of course be faster to move to memory mapped files sometime, but I have some more fundamental questions.
Is there a more elegant way to get data out of NT to drive my external studies and then feed orders back in. If so, where do I need to look.
Also, from a recovery point of view, how can I go about requesting backfill data to recover from a drop-out. NT will obviously back-fill internally, but how do I make a call from my external code to request the data to back-fill from NT?
Thanks,
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