Thanks for the tip Gordon. Currently, I am just doing "reqMktDepth()" in my main loop that also every xth minute submits a "reqHistoricalData()". In this loop, I am still building and storing the order book in a data structure, but I feel it is probably more efficient to just pop both these tasks into their own threads. That way in the order book thread, if I am in a position, I can be monitoring strictly for my stop being hit. Right now, I don't really have to worry too much about liquidity, but hopefully as my account grows I can add that logic. My thought process was if I keep positions under 5 contracts on NQ I should not really have an issue getting filled, no? I guess you never know though, the book can get extremely thin and pretty wide prior to economic announcements.?
