EQOB (1464 securities) subscribed in 561 seconds
EQDB (30 securities) subscribed in 11 seconds
SMAL (233 securities) subscribed in 89 seconds
INDX (52 securities) subscribed in 19 seconds
TQBR (264 securities) subscribed in 100 seconds
TQDE (12 securities) subscribed in 4 seconds
TQOB (43 securities) subscribed in 16 seconds
TQIF (69 securities) subscribed in 25 seconds
TQTF (26 securities) subscribed in 9 seconds
EQQI (0 securities) subscribed in 0 seconds
OQQI (12 securities) subscribed in 4 seconds

local split = function(str, delimiter)
   local t = {}
   local pat = "([^" .. delimiter .. "]+)"
   for s in string.gmatch(str, pat) do
      table.insert(t, s)
   end
   return t
end

local SubscribeAllTrades = function()
   local sublog = io.open(getScriptPath() .. "\\SUBLOG.txt", "w")
   local cls = split(getClassesList(), ',')
   local dss = {}
   for k, v in pairs(cls) do
      local sec = split(getClassSecurities(v), ',')
      sublog:write(string.format('%s (%u securities)', v, table.getn(sec)))
      sublog:flush()
      local tim = os.clock()
      for kk, vv in pairs(sec) do
         local ds = CreateDataSource(v, vv, INTERVAL_TICK)
         if nil == ds then
            sublog:write(string.format(' CreateDataSource failed on %s\n', vv))
            break
         end
         table.insert(dss, ds)
      end
      sublog:write(string.format(' subscribed in %u seconds\n', os.clock() - tim))
      sublog:flush()
   end
   for k, v in pairs(dss) do
      if not v:SetEmptyCallback() then
         sublog:write('SetEmptyCallback failed\n')
      end
   end
   sublog:close()
end

OnI nit = function()
   SubscribeAllTrades()
end

EQOB (1464 securities) subscribed in 556 seconds
EQDB (30 securities) subscribed in 11 seconds
SMAL (233 securities) subscribed in 89 seconds
INDX (52 securities) subscribed in 20 seconds
TQBR (264 securities) subscribed in 100 seconds
TQDE (12 securities) subscribed in 4 seconds
TQOB (43 securities) subscribed in 16 seconds
TQIF (69 securities) subscribed in 26 seconds
TQTF (26 securities) subscribed in 9 seconds
EQQI (0 securities) subscribed in 0 seconds
OQQI (12 securities) subscribed in 4 seconds
EQRP_INFO (2377 securities) subscribed in 909 seconds
TQQI (36 securities) subscribed in 13 seconds
TQOD (100 securities) subscribed in 37 seconds
CROSSRATE (7 securities) subscribed in 2 seconds
SPBFUT (212 securities) subscribed in 80 seconds
SPBOPT (10062 securities) subscribed in 3837 seconds
RTSIDX (261 securities) subscribed in 99 seconds
INSTR (4 securities) subscribed in 1 seconds

local SubscribeAllTrades = function()
   local cls = split(getClassesList(), ',')
   for k, v in pairs(cls) do
      local sec = split(getClassSecurities(v), ',')
      for kk, vv in pairs(sec) do
         local ds = CreateDataSource(v, vv, INTERVAL_TICK)
         if nil ~= ds then
            ds:SetEmptyCallback()
         else
            message(v .. ':' .. vv)
         end
         ds = nil
      end
   end
end

OnI nit = function()
   SubscribeAllTrades()
end

[ALL_TRADES_DATA]
req-all-trades-from-curr-moment=0