Description
I just successfully set up DWX Connect and a Python client after watching the YouTube video on DWX Connect. Using the file system is a more simplistic approach than sockets/0MQ, BUT I have to ask if anyone has thought about the sheer number of writes to an SSD during 24/5 trading days when analyzing tick data. Likely, Windows will never commit every write as requested due to caching, but does anyone know this for sure? Perhaps it's late, and I'm not thinking straight, but I thought I'd ask as this "could" be an issue.
Lastly, with AntiVirus enabled, expect to get a CPU hit due to the large number of "hits" to the AV for checking. On the simple DWX Connect python example (reading ticks & quotes), my Ryzen 3700x CPU load increases 3% to 4% during Sydney trading (slow).
Just throwing these out as possible "issues" versus the 0MQ solution.