I have a general query. I use a third party DOM with NT8. When the tick count is very hi, that DOM lags the action by perhaps 3-5 seconds. I'm pretty sure I have an indicator (my own) that might also be effected.
BUT, the NT DOM running side by side, shows the correct pricing in real-time. I have verified this with another data feed and by executing live limit orders against it.
So, my question is really a design one, which I would not be able to answer myself and I need your input on.
Is OnMarketData fed to the DOM internally in a different and perhaps higher performance way than to an indicator? Would you expect the DOM to be more responsive than perhaps the marketanalyzer indicators?
Thanks for any input.
P.S. On an unrelated matter - Well done with b12 - I know from using it this week it seems to perform much better than previous builds when switching between chart tabs, scrolling charts, etc. Still early days, but I'd say stability and performance has certainly improved.
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