Hi,

I would like to collect several symbols and markets statistics using Level1 and Level2 data streams and
perform some real time processing.

I wonder which is the best practice or more recommended approach:

1. Having multiple symbols sharing the same socket - this way all events arrive to the same socket,
the problem I can think of us that all data arrives serially so at any given moment, not all the latest data
for all the watched symbols is available for processing.

2. Having a dedicated socket for each symbol - better utilization of the OS threading(?),
If I understand correctly, I will have the most updated data for all the watched symbols all the time.
also maybe it is better to collect the data in a different process for each symbol (although it seems to me
an overkill)

Thanks
Trender

Sorry for the late reply. IQConnect currently services all streaming data for symbols on a single thread. As a result, there is no advantage in terms of the feed itself for breaking your symbol list into multiple socket connections/processes. On the other hand, splitting them out to multiple sockets (if it is easier/needed within your app/apps) will not add a significant amount of overhead to IQConnect.