I need to get the "last" prices for 1200 stocks every 5 minutes from a C++ program. It is the same 1200 stocks each time.
Can I do this as done in the C++ example (TestESignal.cpp) where RequestSymbol(ticker,FALSE) is called for each ticker?
I note from the C++ example that these requests should be made in blocks of 200 tickers each with timed waits in between to ensure that there are no more responses for one second before getting the next block of tickers.
My question boils down to: if I use the RequestSymbol technique as illustrated in the C++ example, can the system give me 240 stock "last" prices per minute during trading hours, or it this too high a data rate for the system?
Thanks,
Larry
Can I do this as done in the C++ example (TestESignal.cpp) where RequestSymbol(ticker,FALSE) is called for each ticker?
I note from the C++ example that these requests should be made in blocks of 200 tickers each with timed waits in between to ensure that there are no more responses for one second before getting the next block of tickers.
My question boils down to: if I use the RequestSymbol technique as illustrated in the C++ example, can the system give me 240 stock "last" prices per minute during trading hours, or it this too high a data rate for the system?
Thanks,
Larry
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