How to make faster the speed of stream data when used .net c#?

When I used the code to get the 5 minutes data of OHLC , it will update data every 1 minute, how to make the update frequency more faster?

subscriptions.Add(timeSeries.SetupDataSubscription("2330.TW")
.WithView("BID")
.WithAllFields()
.WithInterval(CommonInterval.Intraday5Minutes)
.From(DateTime.Now.AddHours(-96))
//.WithNumberOfPoints(4)
.OnDataReceived(DataReceivedCallback)
.OnDataUpdated(DataUpdatedCallback)
.CreateAndStart()
);

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Accepted answers

Alex Putkov.1

Now I see what you mean. Because the delayed data is heavily conflated on the streaming network, you cannot construct true bars from updates you receive in your subscriptions unless you're entitled to real-time data from the exchange. If you're only entitled to delayed data, then the only way to get true bars is from the timeseries database (this is the data you get into OnDataReceived event).

All comments

Zhenya Kovalyov

@andy.ej have you tried subscribing to the real-time service instead? You will have to construct you own OHLC, but the streaming data will be real-time.

Alex Putkov.1

@andy.ej
In your example the expected behavior is that OnDataUpdated event should be raised every time an update on the BID field is received on the real-time data stream. If you only get one update a minute I suspect you're probably not entitled to real-time data from Taiwan Stock Exchange, therefore the data you retrieve is for the delayed RIC "/2330.TW", which is updated once a minute. Can you confirm if you're entitled to real-time data from Taiwan Stock Exchange?

andy.ej

1. how to check that I can use the real-time data in Taiwan Stock

2.You mean I chose the 'BID' field to trigger the update event ,so what is the best field that I should chose ?

Alex Putkov.1

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