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QuestionSearching a string in a binary file using BinaryReader Pin
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QuestionTime values in arraylist Pin
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QuestionSpeed up performance Pin
gehbitte11-Jul-09 0:55
gehbitte11-Jul-09 0:55 
Hi there,

I have a StreamEvent from a StockExchange Data Provider API. The Event is triggered every time a new price occurs for the respective Instrument on the Exchange.

I can fill the Stream with multiple Intruments, lets say 50.000. So the StreamEvent is triggered about mutiple thousand times in one second.

In the Stream, I first check the price difference in percent between the last price and the new one:

private double abw;
void TPBrief_Brief(int SymbolNr, float NewPrice, float Volume, DateTime Time)
        {
            abw = (((InstrumentObject)os[SymbolNr]).LastPrice - NewPrice) / (((InstrumentObject)os[SymbolNr]).LastPrice/ 100);
            if (abw >= 1.5) {//do whatever}
            // rest of code
        }


As you can see, I hold my Instrument Objects in a Hashtable, key is Symbolnr, value the InstrumentObject. The first line in this event is the one which is triggered that often, so I just want to know how to optimize this line.

As I learned from various articles, Hashtable should be replaced with a Dictionary, this is one thing I will do.

But what about this variation:
void TPBrief_Brief(int SymbolNr, float NewPrice, float Volume, DateTime Time)
        {
            IntrumentObject io = ((InstrumentObject)os[SymbolNr]);
            abw = (io.LastPrice - NewPrice) / (io.LastPrice/ 100);
            if (abw >= 1.5) {//do whatever}
            // rest of code
        }


Could this be faster than the first one? What's about the Calculation of the difference? Can this code fragment be optimized?

Any help would be appreciated!

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