What's the max on average of ticks I can get per minute?
Created at 05 Dec 2017, 11:40
What's the max on average of ticks I can get per minute?
05 Dec 2017, 11:40
Hey Guys
What's the max average of ticks that I can get per minute?
I want to save all ticks per symbol that arrives in time-frame one minute in memory.
About 9 currency pairs.
So in the worst case I will have 9 x 10,000 or more?
EXAMPLE: GBPUSD array has accumulate 10,000 ticks in the last minute.. In each record we have the bid & ask of the tick.
*I know the decision should consider memory I'm using, but just to understated what to expect.
Thanks!!
Spotware
07 Dec 2017, 10:48
Hello Obaum,
There is no limit on the number of ticks/new price updates we send via FIX API. The amount of updates all depends on the brokers own market data feed which reflects the frequency of price updates and of course it also varies by symbol and time of the day.
I hope this addresses your question.
Many thanks,
cTrader Team
@Spotware