I've found all of the sample C# programs very helpful and the comments make for easy following. I have one question about the Level1Socket program.

In Level1SocketForm.cs, lines 201-202 are:

 
// move on to the next message.  This isn't very efficient but it is simple (which is the focus of this example).
sData = sData.Substring(sLine.Length + 1);

Do you have any examples showing more efficient ways? If not, can you please point me towards a better solution. Thank you.

You would want to do something that doesn't involve creating additional strings whenever possible. Anything that does a string copy like this can be costly. I did some looking and substring and split both have this kind of behavior, so I would probably look into MemoryStreams or a StringReader as possible alternatives, but I have not done any testing of those options to confirm their performance.

https://msdn.microsoft.com/en-us/library/system.io.stringreader(v=vs.110).aspx
https://msdn.microsoft.com/en-us/library/system.io.memorystream(v=vs.110).aspx

Tim

Makes sense. Thanks.

Hello Lav2018,

Please have a look to my open source C# IQFeed client.

https://github.com/mathpaquette/IQFeed.CSharpApiClient

Your feedbacks are welcome!
Mathieu

Well, I'm still skeptical about the real performance benefit of not using .Split. I'll do some performance tests to conclude on this.

Split.string is the way to go:

https://codereview.stackexchange.com/questions/194716/c-substring-vs-split-performance-test/194974#194974