Imported from previous forum
Hi everyone,
I have a general question vs respect to specifying a dictionary. How specifying “dictionary=template” or "dictionary=“global” make messages more compact and/or improve performance? For example, assuming that all ticks are provided using standard Market Data Incremental Refresh template, and “ibm” is followed by “msft”, is it really efficient to calculate the delta of MDEntryPX for the latter based upon the value of the former? In fact, it does not seem logical…
Does it make sense instead to use user-specific dictionary based upon previous value of the tick?