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NinjaTrader
Multi-threading, OnMarketData, OnMarketDepth
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That's a good question.
The way I understand, a single instruments market data subscription runs from a single thread. Meaning, if you have a single instrument indicator that has been added to a chart, all the data events for that instrument are running from the same thread. Let me resync with development on Monday and I can give you a solid answer.MatthewNinjaTrader Product Management
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