Batch request limits with Websocket API

erol.komac

Is there a limit on the number of instruments in a batch request in a Websocket API application? As an example can one requests for 25K instruments at once. what is the max?

zoya faberov

Hello @erol.komac,

The hard limit is as described in this previous discussion thread, on single message size.

Personally, I prefer to make websocket batch submission sizing configurable in code, for example:

batch_size = 3000

I find 3K chunks to work well, as do not like to either have to size up the batch requests precisely prior to sending, or to approach the limit.