TRTH Intraday summary report
Hi, For my process I have a rics.txt file which will have more that 1000 rics for which we need to download intraday summary report.
Can you please suggest what would be the best approach to go about it?
I am running 4 sessions paralleled. I divide rics from txt file into 4 part and assign it to each session and then submit extract data request for each rich one after another in threading fashion for each session.
Does it sound ok? Or will it have any impact from performance point of view?
What would be the best approach that can be used here considering it does not impact performance of API and any other user using the API for their application.
Best Answer
You can generally refer to the Best Practices for the Tick History REST API. To be specific,
- submitting a single request with all RICs is better than multiple requests with subset of RICs. According to the TRTH REST API User guide, there is a limit of two concurrent reports allowed to process per report template.
- data download time can also be improved by direct data download from Amazon Web Service. Please see article on AWS downloads