Order of ticks sent to calgo platform from server

Created at 17 Jul 2014, 18:22
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pavybez

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Joined 17.07.2014

Order of ticks sent to calgo platform from server
17 Jul 2014, 18:22

Hi,

I have an algorithm that appears to be running slowly and it looks like the ticks are queued up. I am running the cbot on 1 tick and my question is following;

If my cbot takes more than 5 seconds to process 1 tick, what is the next tick sent to cbot? The latest tick or a tick 5 seconds ago? Or put differently are ticks to calgo platform queued and sent sequentially?

Best regards,

Pavy

@pavybez
Replies

Spotware
18 Jul 2014, 10:04 ( Updated at: 21 Dec 2023, 09:20 )

For the above example if OnTick handler takes 5 seconds to process 1 tick while several ticks come to the platform, next OnTick handler will be invoked for the latest unhandled tick. All previous ticks will be skipped.

You may also be interested in newly added RefreshData method. It explicitly updates MarketSeries, Positions, PendingOrders, etc.

@Spotware
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