Hi,
When using TickerUpdateEvent, or pendingTickersEvent, is there a way to collect individual stock events into a grouped event......for example if I have 10 stocks in a portfolio that is streaming ticks but i want an event to occur only over a set of say 5 of those stocks. I seem to remember seeing something from Ewald where he collected several events into 1....maybe Im not remembering correct as i cant find it now!!!
?
Asking the question an alternate way, what would be the most efficient/fastest way for say 2 sets of 5 stock portfolios to respond to events over their respective holdings, and not have to also filter through the events of the other 5 also?
?
Thanks
B.
