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I use time/sales rather than quote data because it supplies the timestamp of the event, rather than having to use my computer clock and live with network/cpu latency.
However getting a single symbol started (even at 9:30 in the morning) takes 1-5 seconds. and there is CPU overhead of 1-2 ms per bar (between my application and winros). This makes it impossible to watch much more than 50 symbols.
I used to use DDE, and it was much faster. However I cannot get historical data if my system needs to be restarted (frequently with DDE).
However getting a single symbol started (even at 9:30 in the morning) takes 1-5 seconds. and there is CPU overhead of 1-2 ms per bar (between my application and winros). This makes it impossible to watch much more than 50 symbols.
I used to use DDE, and it was much faster. However I cannot get historical data if my system needs to be restarted (frequently with DDE).