On Tue, Jan 15, 2013 at 9:24 AM, k <[email protected]> wrote: > Yes, I am still running ES + CL + GC > > Correct me if I am wrong but isn't IB's max book order stream limited to 3? > I got an error when I tried to run JBT on more than 3 instruments. > > That's correct. The amounts of data and the number of events associated with market depth is massive. For the ES along, this can be easily over 1 million updates in a single day, from my estimation. So, yes, the IB limit of 3 symbols is still in place. There is probably a way around it by arrangement with IB, but I never explored it.
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