Limit on the number of trades (messages) per second sent to TWS by EFS

[clearpicks]

Amol,

Is there a limit on the frequency of trades in a short time period using EFS generic broker APIs? Is there potential message loss between IB plugin and TWS? I have not tested build 1050 thus I don't know whether the excessive CPU usage problem has been completely fixed or not. If it is not or there is a limit on the message rate, I need to redesign my program even if it does only semi-automatic trading.

- Clearpicks

[eSignal_AlexM]

EFS doesn't have limit on frequency of trades. If you don't have setComputeOnClose() in you premain function you may send order on each trade.

Theoretically, message loss between eSignal and TWS is possible in case connection problems eSig-TWS and TWS-server farm.

We've never done any performance measures of TWS integration. Current integration isn't well suited for automated trading. We have a plans to significantly enhance it in eSig 10.2 that is scheduled on the March 2008.