I know that the bracket orders sit server side and are only send to the exchange once the entry price is filled. But I am wondering if the entry fill event has to wait for the client application to receive the fill message or if this entry fill event only needs to be received server side from the Rithmic servers. The reason I ask is because sometimes I see some latency in my messaging feed because my main thread is being blocked by the data feed. Currently the messaging and data feed all run on the same thread, and they can block each other. So I just wanted to confirm that the impact to this would only be to my reporting, logging of fills, cancels, etc., and not to the much more important task of releasing the bracket orders.
Also is there any difference in this logic between live and SIM?