+1, that's how things typically work these days. Note that "processing previous tick" may take a very-very long time (up to fractions of a millisecond) to execu

+1, that's how things typically work these days. Note that "processing previous tick" may take a very-very long time (up to fractions of a millisecond) to execute, in which case you still want that part to be as fast as possible. (Source: hft quant)