Is Dynamic Data Exchange (DDE) suitable for automated trading, quant development, and HFT?

Is Dynamic Data Exchange (DDE) suitable for automated trading, quant development, and HFT? In the automated trading platform I am developing in C#, I’m getting the tick data from a DDE Server (CMA Series 4 to be precise) and I’m sending orders with CMA API (Interop.ROBOTRADERLib.dll). When I receive the tick from that DDE server, …

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