Hello,

https://www.dukascopy.com/wiki/#onTick_execution_policy

It's should be not dropped - but when tick is received from server should be tick.setLocalTime(System.currentMiliseconds());
because strategies use all ticks, when ticks are dropper order can't be submited in some cases

then

@Override
public void onTick(Instrument instrument, ITick tick) throws JFException {
if (tick.getLocalTime() > System.currentMiliseconds() - 100) {
//order low latency
}

//or

if (tick.getLocalTime() > System.currentMiliseconds() - 500) {
//order more latency
}

}


regards

To prevent dropping of ticks due to prolonged execution of your code in the strategy thread, consider doing prolonged executions in other threads.