Cycling Tickers in RTD.DB

Cycling Tickers in RTD.DB

Usually, trading platforms have limitations for the number of refreshed tickers.

To update large numbers of tickers, RTD.DB cycles them.

You can specify the number of tickers in a group and the required time to update a group (in milliseconds) in the application settings for every RTD or DDE server.

For example, here are settings for tos.rtd:

<add key="tos.rtdMaxUpdateRows" value="100"/>
<add key="tos.rtdMaxUpdateTime" value="20000"/>

and thinkorswim DDE:

<add key="tosMaxUpdateRows" value="100"/>
<add key="tosMaxUpdateTime" value="20000"/>

There are no "right" settings. You can experiment with them.

Pay attention to the platform stability, the number of pending rows, and database data quality.

The settings above are quite good for thinkorswim.

You can suggest the time required to update the required number of tickers.

For example, you plan to update 10,000 tickers (stock tickers or option codes).

RTD.DB updates 100 tickers every 20 seconds. I.e., 300 tickers per minute.

10,000 tickers / 300 tickers per minute = 33 minutes.

If you have a fast computer, disk, and a network, you can increase the number of tickers to 200 and decrease the update time to 10 seconds.

In this case, you decrease the total time to 33 / 2 / 2 ~ 8 minutes.

In any case, you have to understand that cycled tickers require time to update. And these data are not real-time.

You can separate your ticker tables for real-time data for smaller numbers of active tickers and end-of-day data for others.