I am would like to create an app that subscribes to LV1 updates(quotes and/or trades) for a few hundred names.
Whats the recommended way of doing this ? Any relevant example?
Thanks in advance,
EMA does have a Batch request feature and an example is included with both EMA Java and EMA C++ versions : 370__MarketPrice__Batch (C++) and example370__MarketPrice__Batch (Java).
Please the following post on this forum Batch Requests for more details.