Client is using TREP ， EMA C++ for coding. They raised enhancement request for Expected function，

Siliang Pan

client Usmart would like to raise an enhancement request.
Use case :
Currently our client are taking US equity and option data, about 1.4 million RICs a day. Register and Unregistering RICs is resource costing and risky. Thus client would like a function that when they connected, our server would send they all data from markets they are contracted (and licensed) for.
Another option is if they can use RIC chain to unregister whole market.

Current function:
Client can use RIC chains to register US equities but unable to use it to unregister.
Client has to register US options RIC by RIC as there is no RIC chain.

Expected function:
Client connecting server which will push data after connection initialized. Some competitors such as ICE NYSE group (formerly IDC) is doing so.
OR
Client use RIC chain to register and unregister for each or all markets they subscribed for. E.G. Nasdaq Basic, CBOE options, NYSE Arcabook.

umer.nalla

Hi @Siliang Pan

In terms of the US equities, I can only assume they are using a SymbolList - as EMA does not implement native chain handling.

The nature of our APIs and the infrastructure is that each instrument - has its own individual stream + stream ID - as each stream updates independently of each other.

In terms of their current implementation, is there any reason why all items are closed down each day and re-requested the next day? Can they leave the subscriptions open as long as their app continues to run - so they receive updates as and when there is any market activity?

If they do still need to close all markets, as well as the Login Handle suggestion I made earlier, the customer could instead uninitialize the OmmConsumer instance when they wish to unregister all markets and initialize the OmmConsumer again when they wish to start again the next day. They will of course need to re-register all instruments for both approaches.