I am working on a fairly large project for a trading company in Philadelphia. The company uses automated trading algorithms that process stream quotes and send quotes for hundreds of products dozens of times per second. Obviously, performance is a serious problem. (This makes me wonder why we use VB.NET, but this is a completely different topic.)
I am relatively new to the company and working with another guy by some code that has been around for a while. This code uses the Microsoft.VisualBasic.Collection object to store all products (objects representing ETF pairs or stocks, as well as a large amount of data about each) and does a LOT of search / retrieval from this collection.
As I understand it, the Collection class is deprecated and almost no one uses it anymore. In our later code, we used .NET collections, such as List (Of T) and Dictionary (Of TKey, TValue), and from what I understand, it may make sense to replace the old collection with a dictionary. However, since the source code is quite substantial, promoting this replacement would be a significant undertaking; and so my question is this:
Has anyone really measured the performance difference between the old collection and the .NET dictionary? Is such a comparison irrelevant for some reason? Of course, it seems that everything we are doing with the collection that we can do with the help of the Dictionary; basically, I just want to know if it makes sense for us to go through the code and make this transition, or if it will be essentially wasted.
EDIT . Initially, in the question that I called the current collection, we use VB6 as the collection. After reading the first two answers, I understand that it is more likely Microsoft.VisualBasic.Collection, which seems to be a class introduced for compatibility between VB6 and VB.NET. I think this question still persists.
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Dim ETF as ETFdetails = ETFcoll(sym)
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