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Subscribing to 1-minute bar updates for hundreds of instruments

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    Subscribing to 1-minute bar updates for hundreds of instruments

    Hello,

    I wanted to check whether what I am intending to do is realistic or downright crazy.

    I am using the AddOn Framework as the basis for my addon. I would like to subscribe to 1-minute bar updates of many - likely up to 500 instruments at a time.

    I have changed the original implementation to use holder collections for the barsRequest objects I get, and which I use for subscribing to barsUpdate events using 1-minute period.

    When I use only a handful of instruments, this works, but using e.g. 300 seems to not receive nor the bars object, neither is the barsUpdate event triggered. some of the 300 instruments do actually receive the data, and the event is triggered for them, but it takes dozens of minutes before this happens and only a very small fraction (maybe 1%, ie 3 of the 300).

    My question is therefore whether this is something that is expected when trying to subscribe to bars update for such a large number of instruments, or if this should be supported and rather fast..

    Many thanks,

    LIbor

    #2
    Hello liborc,

    There are not any limitations that I know of outside of what your data provider may limit.

    Could you attach your modifications to the script so we may take a look on our end?

    Also, who is your data provider?

    I look forward to being of further assistance.
    JimNinjaTrader Customer Service

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