Hi,
So, this morning I was watching my program run and request 1 minute candles using reqHistoricalData() every minute. Some times, the request to response time was small, ~ < 1 second, sometimes it was as much as 35 seconds. Has anyone done an investigation as to try and quantify average request to response times using TWS's C++ version of reqHistoricalData()? I am not hitting pacing limitations either, I am submitting 1 request every minute on the dot, so way less than 60 requests in a 10 minute span. I also am requesting real time hours only for the past day, so at most 500 candles. Usually only the number of candles of the current day so far, so less than 390 (6.5 hours a day).
Thank you