If we reduce the market depth from 5 to 1, can we exceed this limit
and obtain more symbols?

On Jan 31, 2:38 pm, nonlinear5 <[email protected]> wrote:
> Gab is correct, the maximum number of symbols subscribed to market
> depth is limited to 3 in TWS. The reason for this is an enormous
> amount of messages associated with market depth (approximately 50
> messages per second per symbol). Thus, JBT is probably not the right
> tool for scanning securities.
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