Multi-threading, OnMarketData, OnMarketDepth

[cls71]

NT8 with multithreading and realtime, Is it possible that OnMarketData and OnMarketDepth were executed simultaneously on separated threads ?

Thanks

[NinjaTrader_Matthew]

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.

[NinjaTrader_Matthew]

Confirmed with development. All of those data events will occur in real-time to the thread that the instrument is subscribed to.