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Date/Time: Fri, 03 May 2024 04:37:29 +0000

Post From: Best practices for setting up multiple sub instances with 3rd party data feed

[2020-09-09 17:33:49] Link To Thread - Link To Post [Go To First Post]
User41727 - Posts: 124
This is about using multiple SC instances with IB for trading US equities and IQFeed as data provider. I have a large number of charts running for auto trading, hence the idea to run multiple instances in order to split the workload. The question is now what the correct way is to set this up. As far as I understand from the documentation, there would need to be one SC instance that is exclusively connected to IQFeed with its DTC server enabled. The trading instances would need to have custom symbol settings for each symbol in order to use the DTC server for historical and RT data. My first question is whether this has to be done for each symbol individually, or whether it is possible to set this once per asset class or something like that. There seem to be ways of using wildcards in the configuration, but the exact way this works, and which config (if several could match) will take precedence is not well documented. Secondly, what is the best way of connecting to IB TWS/Gateway in this scenario? Should each sub instance be directly connected to it, or should there be a master instance that is connected to the IB client, and the trading instances are each connected to that one?