How Hardware and Data Frequency Limit Strategy Subscriptions

Summary

The discussion explains that the number of contracts a default VeighNa strategy can subscribe to depends on available CPU, memory, and network capacity, as well as strategy complexity and the frequency of incoming market data. Tick feeds generally require more resources than minute bars, so the same system may handle fewer contracts when processing more frequent data.

It gives a rough estimate of 30–50 contracts on an ordinary PC, but provides no benchmark setup or measured results to support that range. Larger subscriptions may increase processing delays, memory use, or network latency. The suggested responses are to simplify strategy calculations, use stronger hardware, split work across processes, or distribute strategies across machines. The estimate should be treated as a starting point for capacity testing, since actual limits vary with the machine, feed, and workload.

Key ideas

• Subscription capacity depends on hardware, strategy workload, and market data frequency.
• Tick data generally consumes more resources than minute bars.
• The post estimates that an ordinary PC may handle 30–50 contracts, without presenting benchmark evidence.
• Larger workloads may cause delays or resource constraints, so capacity should be assessed in the intended setup.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.