Calculating candles with LTP mode vs FULL

ziptaptoe

I'm inclined to use LTP mode to calculate the candles since it gives just what we need however it doesn't have timestamp of the trade. This would mean using the time when I receive the tick to calculate the candle, this feels prone to errors. Meanwhile, FULL mode has a lot more information than needed. I won't be tracking thousands of instruments currently but I'm still reluctant to use it as I'd ideally like as little latency / perf I can.

How do you guys do this?

sujith

For now, you will have to use FULL mode to get tick timestamp. In the future, we will see if this can be optimized.