[ts-gen] Fair merge [Was: Do I really need to tail -f ShimText?]
paulq2o0 at yahoo.co.uk
Wed Sep 16 15:20:07 EDT 2009
On Mon, Sep 14, 2009 at 06:35:52PM -0400, Bill Pippin wrote:
. . . .
> I've always expected that downstream order scripts would use contract
> info queries to start, and market data subscriptions to check that the
> market feed was working. It doesn't make sense to separate concurrent
> market data subscriptions and place order requests for any given symbol.
> Keep in mind here that the command language for risk mode is a proper
> superset of that for data mode.
It seems I may have been needlessly separating tick data from order
requests using two shim instances. One question though: if the same
'risk' shim is used for both orders, and to acquire tick and book
data, is there any possibility that order requests could get delayed
(a little) while the shim is processing the incoming data?
I guess not - probably the shim is far too smart.
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