Running a Strat Against Instrument list

[spiralhead]

Let's say I want to run my strategy that has CalculateOnBarClose=false against the S&P 500 and my market data provider (Kinetick) limits me to 100 simultaneous symbols.

What happens in this case? Will my strat only run on the first 100 stocks in the instrument list?

What happens if i change the strat to CalculateOnBarClose=true? Will the OnBarUpdate method be called after the close of each bar in all 500 stocks?

Thanks!

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

When running a backtest you will not run into issue here. But running live you would only run on the first 100 stocks as any further requests for live data after 100 will be denied.

Would not matter on your calculate on bar close setting as far as the symbol limit. However you are correct.

Let me know if I can be of further assistance.