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BMI avatar image
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[Java Real-Time SDK] Performance issue while request instruments of a chain component

Hello,

I would like your advice about performance issue while request instruments of a chain component.

For example, the chain 0#SRD.PA contains 144 instruments.

My algorythm opens one chain for SRD.PA (to retrieve its elements), and request each intruments to retrieve its quote informations :

protected RefinitivItem callChain(String ricId) {
    FlatChain fChain = new FlatChain.Builder()
            .withOmmConsumer(consumer.getConsumer())
            .withChainName(ricId)
            .withSynchronousMode()
            .withUpdates(false)
            .build();
    fChain.open();

    RefinitivItem item = new RefinitivItem(ricId, fChain);
    for (Entry<Long, String> element : fChain.getElements().entrySet()) {
        if (!element.getValue().isEmpty()) {
            addFields(item, element);
        }
    }
    fChain.close();
    return item;
}

private void addFields(RefinitivItem item, Entry<Long, String> element) {
    String elementRic = element.getValue();
    RefinitivFields fields = callByRic(elementRic);
    if (fields != null) {
        item.addFields(element.getValue(), fields);
    }
}

protected RefinitivFields callByRic(String ricId) {
    RefinitivFields fields = null;
    MarketPrice.Builder b = new MarketPrice.Builder().withOmmConsumer(consumer.getConsumer())
            .withName(ricId)
            .withUpdates(false)
            .withSynchronousMode();
    b.withField("REF_COUNT");
    b.withField("RDNDISPLAY");
    b.withField("RECORDTYPE");
    b.withField("PREF_DISP");
    b.withField("LOW_1");
    b.withField("HIGH_1");
    MarketPrice marketPrice = b.build();
    marketPrice.open();

    if (OmmState.DataState.OK == marketPrice.getState().dataState()
            || OmmState.DataState.NO_CHANGE == marketPrice.getState().dataState()) {
        fields = new RefinitivFields(ricId, new ArrayList<>(marketPrice.getFields()));
    }
    marketPrice.close();

    return fields;
}


Since openinig the request for one instrument lasts approximately 200 milliseconds, the call for the whole chain instruments lasts more than 30 seconds.

So my question is: am I doing it right ?

ema-api#productjavarefinitiv-realtime-sdk
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wasin.w avatar image   wasin.w

Hello @BMI

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

3 Answers

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Gurpreet avatar image
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The Value add objects is for simplified access to the content - it is not geared towards performance. I would recommend that you initiate a batch request from the instruments in that chain.

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Gurpreet avatar image
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Hi @BMI,

30 seconds is a very long time - are you connecting to a remote endpoint? Typically, for a local RTDS, your batch request should be fulfilled in few 100 milliseconds. I would recommend that you try the same request with an EMA batch example and compare.

You can modify the batch example which is packaged with the SDK - https://github.com/Refinitiv/Real-Time-SDK/tree/master/Java/Ema/Examples/src/main/java/com/refinitiv/ema/examples/training/consumer/series300/ex370_MP_Batch


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BMI avatar image
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Hi @Gurpreet,

Thank you for your answer.

I am connecting to a remote endpoint, with Delivery Direct.

Here is a piece of my EmaConfig.xml file :

Channel

<ChannelGroup>
    <ChannelList>
        <Channel>
            <Name value="Channel_1"/>
            <ChannelType value="ChannelType::RSSL_ENCRYPTED"/>
            <CompressionType value="CompressionType::None"/>
            <GuaranteedOutputBuffers value="5000"/>
            <ConnectionPingTimeout value="30000"/>
            <EncryptedProtocolType value="EncryptedProtocolType::RSSL_SOCKET"/>
            <Host value="eu-west-1-aws-3-lrg.optimized-pricing-api.refinitiv.biz"/>
            <Port value="14002"/>
            <EnableSessionManagement value="1"/>
            <WsProtocols value="tr_json2"/>
        </Channel>
    </ChannelList>
</ChannelGroup>

Dictionary

<DictionaryGroup>
    <DictionaryList>
        <Dictionary>
            <Name value="Dictionary_1"/>
            <DictionaryType value="DictionaryType::ChannelDictionary"/>
        </Dictionary>
    </DictionaryList>
</DictionaryGroup>


I tried the batch example, and performances are much better.

But in my case, I have to display all the instruments' quotations from the chain, so I request EMA synchronously.

For that, I use the ValueAddObjectsForEMA example library.

I noticed that when calling the MarketPrice.open method, a Thread.sleep(200) is performed in the library.

At first, I tried to reduce this waiting time. It's faster, but the instruments are still requested synchronously.

Maybe I should try to request all the instruments asynchronously, and wait for all quotation informations to be retrieved, then compute the result for the presentation layer ?

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