Dex2 instrument list limitation

igorg · September 2018

I couldn't find if anybody asked this..

What is the maximum number of the tickers I can provide in instrumentList to Dex2 manager per request?

Thanks

Alex Putkov.1 · September 2018

The desktop library does not impose any limits. The backend may be limiting responses or rejecting requests, and this behavior may vary depending on the dataset being retrieved, especially when the dataset being retrieved has multiple dimensions (e.g. timeseries for multiple fields for a list of instruments).

igorg · September 2018

https://community.developers.refinitiv.com/discussion/comment/32611#Comment_32611

Alex,

There is no timeseries for dex2. So there is no multi-dimensional (well, more than 2D) queries are possible.

Lets say I request 15 fields like TR.Volume, TR.HIGHPrice ... for specific day.

How many instruments are safe to request in 1 query? 10? 100? 1000?

Alex Putkov.1 · September 2018

https://community.developers.refinitiv.com/discussion/comment/32604#Comment_32604

It's very possible to retrieve timeseries for certain fields using Dex2. Both fields you mentioned (TR.Volume and TR.HighPrice) provide timeseries. For these two fields the limit on the number of instruments in a single request is 7,500. You can see it in the error returned to OnUpdate event when the number of instruments in the request exceeds the limit. You shouldn't rely on this number though. As I said earlier the limits vary greatly depending on the dataset. And they're subject to change without notice.