I am facing some delay in tick data... But I not sure is this because of my program or because of the data itself.
I am doing some processing of the tick data on every tick. This includes some computations, print statements, also invoking quote api to get Open Interest data. Can this cause the delay in tick data..
What happens if the program is still processing the tick data while the new tick comes in, does it skips or introduces delay?
@prakash.jj, Are you doing this on a single thread? If you are doing all of this on one thread then it is very likely that you might be blocking incoming ticks.
@prakash.jj, Yes, you might be losing many ticks on highly liquid scrips. Do all your operations on another thread and not on the main thread. Make sure your main thread is always available for receiving ticks.
Are you doing this on a single thread?
If you are doing all of this on one thread then it is very likely that you might be blocking incoming ticks.
Yes, you might be losing many ticks on highly liquid scrips. Do all your operations on another thread and not on the main thread.
Make sure your main thread is always available for receiving ticks.