Quote streaming logic
Author: abegy
Creation Date: 6/20/2011 4:22 AM
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abegy

#1
If I understand correctly the design of the streaming feature for the Quote module, Wealth-lab requests line by line the last up to date quote to the streaming module.

If you are working with scale orders or multi-strategies for the same symbol, the Quote module opens several requests for the same symbol. Is it right ?

If yes, the way of working is not optimal if your Real time data provider has restrictions like IB. For this reason, it would be better if the Quote module requests quotes not line by line but symbol by symbol.
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Eugene

#2
QUOTE:
If you are working with scale orders or multi-strategies for the same symbol, the Quote module opens several requests for the same symbol. Is it right ?

Wrong. Wealth-Lab will check if the symbol has been already subscribed to, and won't create unnecessary duplicating requests for same symbol across multiple streaming Quote/chart windows.
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Eugene

#3
P.S. IB being more an exception than the rule. Their backfill throttling is excessively restrictive.
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abegy

#4
Thank you !
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