Actually, not much at all. The "gathering" part is usually an I/O bound operation. To simulate what you should experience: I randomly picked a...
Depends on the venue and your connectivity (DMA vs non-DMA). There's usually 2 independent limits that apply to a DMA participant - which includes...
No, don't forward fill delistings. In practice the ticker would just continue trading OTC and if you carry a position into the close your...
I've used Datascope. The pricing varies with your service configuration - the length of your contract, your history of business with Refinitiv,...
Overall, I personally find it easier to implement and document a FIX API. But a stateless server application is probably easier to scale, and...
There's 1 key advantage of a REST API over C++ or .NET SDK that no one mentioned earlier. A SDK requires you to install an external client...
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