JCL,
Zorro requests price snapshots sequentially, i.e. the next request is triggered not earlier than the "tickSnapshotEnd' is received.
With 1 request-response taking 1.5-5sec per opt.contract,a chain update takes forever.
The way to make it work fast is to fire *many* requests at once.
IB API allows for 100 snapshot requests/sec (or rather 500 requests/5sec).
So, a working chain of 200-300 contracts can be updated with data within 5sec.
I just tried it the API sample client app - and it works internally exactly in this way!
Zorro/IB plugin just need to take care of pacing of requests, which in the recent IB API version is taken care of automatically via (+PACE) option.
https://groups.io/g/twsapi/topic/paceapi_works_fine/28215139?p=,,,20,0,0,0::recentpostdate%2Fsticky,,,20,2,40,28215139
I also read an opinion that NOT using snapshots works faster, but this needs to be tested..
Can this change be implemented?
Pleease...
