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thread queue overload during market close
[DarthTrader2]
 Post subject: thread queue overload during market close Post rating: 0   New post Posted: Sun 27 Feb, 2011, 13:21 

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Joined: Tue 22 Feb, 2011, 20:43
Posts: 10
It would be more easier, when outside regular market hours (e.g. at the weekend)
the method onBar and onTick are never called.

Is it possible to add this logic?
 
API Support
 Post subject: Re: thread queue overload during market close Post rating: 0   New post Posted: Thu 09 Jun, 2011, 15:38 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Consider filtering ticks and bars in a similar fashion to this:
https://www.dukascopy.com/wiki/index.php?title=Filter_Ticks/Bars
 
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