Issue when I start to receive updates for many items at once

MoisesGomez27

I’ve noticed an issue when I start to receive updates for many items at once. For example, if I connect to receive updates for a Brazilian stock (e.g., AZZA3.SA), and it’s the only stock I’m connected, I receive all updates at the time they occur. However, when I’m connected to around 90 stocks, I start to lose some updates of this stock I mentioned. It seems to be happened with all the stocks I’m connected. I’ve implemented my solution using .NET and System.Net.WebSockets library. I’ve tried both single requests and the batch request, but both seems to have the same issue.

I’m using Websocket Api. The authentication process is AnthnToken with the app ID 256, and I request a token using a post method on https://api.refinitiv.com/auth/oauth2/v2/token

thanks,

Gurpreet

Hello @MoisesGomez27,

The streaming data and the Websockets connection will not drop the updates from the payload. Either the application will receive all the updates, or the connection will terminate due to inadequate bandwidth. In your case it seems like that you are not processing the update messages properly. A batch of 90 instruments is not large; and multiple updates may be packed into a single message - which the application will have to unpack.

I would recommend that you start with the .NET example provided for RTO, and then modify it to send the batch request.

If there is a need to have lowest latency and even higher throughput and instrument count - then the application should look into using the RSSL (binary) protocol instead of the WebSockets. There is a high performance .NET SDK for EMA API, which takes care of all the underlying work for the user. An enterprise type application should be developed using this SDK. Here is the repo and the quickstart and tutorials for this API.