RTO EMA: Is there an approach to decrease the number of UpdateMsg received?
Is there an approach to decrease the number of UpdateMsg received?
[RTO Internet, may have LPC, but no TREP components]
The use scenario: The EMA application subscribes ~ 70K RICs which will introduce 60K updates per second. However, the application is deployed on a low tier server lacking of high CPU and memory capabilities.
Besides doing snapshot subscription from time to time, any other approach to decrease the total number of UpdateMsg received? while no hardware upgrade. Or optimization and conflation can be configured(not sure).
Hope to know some ideas.
Best Answer
-
Hi @Frederic
RTO is fixed at 330ms conflation rate and trade-safe updates.
Currently, the other cloud-based streaming service is 'Refinitiv Pricing Streaming (Redistribution) Service' - which offers 1 update every 3 seconds and is not Trade Safe i.e. you only receive a summary of trades occurring in the 3sec conflation window together with a conflated quote.
Another possible alternative could be to use our RTMDS service (managed Realtime Distribution service) which offers custom conflation options.
Let me know if you are interested in any of the above and I can try and reach out to your Refinitiv Account representative to contact you.
I have heard of instances where customers start discarding some updates at the application level - i.e. not decoding them when the number of updates gets too high for the application to process in a timely manner - but not sure if this would meet your requirements.
0
Answers
-
Hi @Frederic,
Although the update rate cannot be reduced, you can however reduce the number of FIDS contained in an image or update message, thereby reducing the bandwidth and hence the CPU time required to decode the fields.
Please see the EMA example 360 Market price view for how to enable this. The sample only subscribes to the BID and ASK fields.
0
Categories
- All Categories
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 33 Data Model Discovery
- 682 Datastream
- 1.4K DSS
- 613 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 248 ETA
- 552 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.8K Refinitiv Data Platform
- 622 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 191 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 84 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛