I was wondering if you could just confirm something for me. If I want to get the current bid/ask, there seems to be 2 ways it is done. Via onmarketdata, or GetCurrentBid. My question is, is there any overhead with GetCurrentBid? Only, I see indicators like the price line using onMarketdata, and that would seem to use many more resources than say, a simple function call to getCurrentBid/Ask, if all that function is doing is returning a value it already has to hand?
I did look in the docs, but it really does not go into any detail I could find about how GetCurrentBid actually works, internally. Would I be right in assuming GetCurrenBid, as needed, for example, 'onpricechange', would be more efficient than OnMarketData, where I would assume the entire tick stream is being sent to that function?
Thanks.
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