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Ted Wrote:
Why should having more than 10K symbols leave you with many missing ticks,
unless the server is inefficient. I can collect every tick on over 200,000
symbols (including options on equities, indexes and futures) using the
Universal
Market Data Server--even though this can be in excess of 3,000,000 trades
plus
several million bid/ask changes on a busy day. Is there a limit to the
number
of trades/bid-ask changes TS5 can handle if the entire symbol universe is
collected?
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You've answered your own question " unless the server is inefficient
" , with collection of all bids and asks for the activity bar option, you
WILL drop ticks on a very large database. Plus if you are running multiple
systems with many open workspaces you WILL drop ticks............you may
have a better solutions but Omega,WindowOn Wallstreet and others don't. A
time and sales comparison with the exchanges will offer many surprises.
-=-jimmy-=-
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