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You answered your own question - "the main drag is between my program talking to TWS" - the bottleneck is communication speed not your programming - Just to make sure what you stated above is true, write some simple processes with time tracking and see how fast they are communicating

Hard to resond to certian remarks, I keep contemplating if I should respond at all - but if you read the question it is so illogical you have to ask what is meant

What is TWS?

>>>>>>With all due respect... How can you consider yourself a professional ATS trader if your using tradestation? IMO, It's not possible to get professional performance with something that's not homegrown and written in "C", "C++" or the like. <<<<<< I copied the message above because...

0) Full control - extreme speed - highly customizable 1) Scratch 2) VB but API is C++ 3) Windows 4) Basic PC these days - but if you don't have the right CPU complex models may require you to upgrade or start a process and go have lunch or something 5) Can handle handle and does handle...