Best practice of caching tick size tables
Currently I download the ticksize table for each instrument I want to trade, at the beginning of the trading session. There might be several trading session each day, or many days between the trading session. In the documentation it's mentioned that the user should cache the ticksize tables- do you recommend any best practice for this? I.e, how often might these tick size tables change? Is it viable to download the tick size tables for each instrument one might trade the coming year and store it locally? Or do you recommend to download them at the beginning of each trading session?
RE: Best practice of caching tick size tables - Added by Nordnet Simon over 5 years ago
They don't change during the day in normal operation. So if an instrument uses ticksize table X the table X can be downloaded and be used during the day for all instruments using ticksize table X. Often many instruments on the same market segment (the segments depends on the market) uses the same tick size table.