I created 100 orders and difference between timestamp of first order and last order is 24 seconds.
When I send 500 stocks in the portfolio trader, it takes less than a second to send all.
what am i doing wrong? I am simply calling the following function 100 times with change in prices by penny.
public void SendOrder(string sym, string side, int quantity, double price, string exch, string acct)
{
ORDER hOrder = new ORDER();
Object err = null;
Object result; hOrder.Side = side;
hOrder.Symbol = sym;
hOrder.Quantity = quantity>1000.0? quantity=1: quantity;
hOrder.PriceType = "Limit";
hOrder.Price = price;
hOrder.Exchange = exch;
hOrder.TIF = "Day";
hOrder.Ticket = "Bypass";
hOrder.Account = acct;
hOrder.ClientData = string.Format("RAPI{0}", c);
c++; result = hOrder.Submit(err);
}
