I'm testing a tick by tick automatic strategy, with a acceptable efficient code. When market is normal the code does its work well, but obviously when market begins to speed up, the massive flow of data might havoc its internal processing, my questions are:
- How big is the ticks's queue that NT can hold until they're processed ?
- What happens when this queue is overflow ? NT crashes? or simply, data is lost ?
NT has a pretty good processing velocity, but I need to know what are the limits to be aware of.
Thanks in advance
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