Latency optimization in DSS

We are trying to get price history for ISINs using datascope. We see that for around 3 ISINs for 3 year daily data , it takes on an average anywhere from 5-12 seconds. We are not sure if this is first of all in expected range. Secondly, are there any ways to make it faster. How can we scale faster with more ISINs.

Our Refinitiv coordinator said you guys also arrange live chat sessions. It will be very helpful if you can set it up for us.

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Accepted answers

Jirapongse

@ramsundar.govindarajan

Thanks for reaching out to us.

There are a lot of factors that can impact the extraction time, such as the number of items, the number of data points, the number of users, and the server load at that time.

From my experience, 5-12 seconds is a reasonable time when extracting historical data.

We have provided the Best Practices & Fair Usage Policy for DataScope Select and Tick History document that describes recognized techniques for using Tick History more quickly and effectively while reducing opportunities for error.

All comments

Jirapongse

@ramsundar.govindarajan

Thanks for reaching out to us.

There are a lot of factors that can impact the extraction time, such as the number of items, the number of data points, the number of users, and the server load at that time.

From my experience, 5-12 seconds is a reasonable time when extracting historical data.

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