I am trying to ensure my platform is configured optimally, and have a general performance question.
My general setup includes 1 monitor configured for each instrument I actively trade, with 4 charts per screen, all for the same instrument, but different time frames. From what I have read, these will all share the same thread as they are the same instrument?
Each chart has a time frame of 90 to 3 days, although the number of bars on the charts is kept fairly low because the bar size is correspondingly high (I use range charts primarily). However, each chart (4), has a volume profile. This does require a tick data series to build it. On one chart, I also have cumulative delta. This also requires a tick data series to build it. All same instrument though, so identical data series being loaded.
So, is NT8 clever enough to load and maintain only 1 tick data series and share that data, or is it loading 1 identical tick data series per chart, or worse, 1 per indicator per chart that requires it?
If the latter, I was wondering if utilising tick reply would provide better performance in my situation? Although I seem to recall tick replay has performance considerations of it's own, and I disabled it in the past, it would seem to me that given tick data is probably played through the chart to build the range bars anyway? Having it play through the indicators, especially where there is more than 1 tick data series loaded per chart (identical data), may be more efficient?
I simply do not know enough of how NT8 works internally and could not find the answers online. I do notice the lag when running in periods of high activity on instruments like es/nq and have already cut everything to the bone, so it's as lean as I can go, hence the query.
Many thanks.
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