I have strategy that actively changes few limit orders on every bar.
Main strategy logics are in onBarUpdate and onExecution.
Running it on many instruments I've got fast growth of ninjatrader.sdf file
and then it become about 256 Mb errors are occurring.
How to prevent writing everything by strategy do in this file?
Or any other way
Thank you
Can [XmlIgnore] help? If yes, what section of code it should be placed?
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