Looping through single data requests
I am writing a simple .Net app to query live market levels and append them to a file. I have built on the example given in the tutorial and have something like the below. There are two issues: 1) The data doesn't always get pushed to the file 2) The app steadily increases its use of memory. Help much appreciated.
while (true)
{
DispatcherFrame Frame = new DispatcherFrame();
RICFieldList = getList();
for(pair in RICFieldList)
{
var realtime = DataServices.Instance.Realtime;
IRealtimeSingleDataRequest singleRequest;
singleRequest = realtime.Request(RIC, Field, AppendToFile);
}
Dispatcher.PushFrame(Frame);
Thread.Sleep(60000);
}
From the code, you are using IRealtimeService::Request(…). This interface initiates a simple Realtime data request (single RIC, single field) with no update. However, if you would like to request multiple RICs and fileds with no update, you can use IRealtimeService::SetupDataRequest(…) instead.
IRealtimeDataRequest request = realtime.SetupDataRequest().WithRics(new string[3] { "JPY=", "THB=", "EUR=" }).WithFields(new string[2] { "BID", "ASK" }).OnDataReceived(OnDataUpdate).CreateAndSend();
private void OnDataUpdate(IRealtimeUpdateDictionary update)
{
Console.WriteLine("OnDataUpdate");
foreach (var record in update)
{
Console.WriteLine("#### OnDataUpdate RIC: {0} ####", record.Key);
foreach (var val in record.Value)
{
Console.WriteLine("{0} : {1}", val.Key, val.Value.Value.ToString());
}
}
Console.WriteLine("");
}
IRealtimeService::Request(…) and IRealtimeService::SetupDataRequest(…) are used to request a snapshot data with no update.
However, if you would like to retrieve the update (streaming) of the subscribed RICs, you need to use IRealtimeService::Subscribe(…) or IRealtimeService::SetupDataSubscription(…).
- IRealtimeService::Subscribe(…) initiates a simple Realtime data request (single RIC, single field) with update
- IRealtimeService::SetupDataSubscription(…) setups an advanced Realtime data request (multiple RICs, multiples fields) with update
From the attached code, the problem could be in the for loop.
...
RICFieldList = getList();
for(pair in RICFieldList)
{
var realtime = DataServices.Instance.Realtime;
IRealtimeSingleDataRequest singleRequest;
singleRequest = realtime.Request(RIC, Field, AppendToFile);
}
...
Instances of IRealtimeSingleDataRequest are created in the for loop. However, only the latest one is kept in the singleRequest variable The previous instances will not have references so they can be collected by the garbage collector.
If you have any further questions, please alos explain more about the application's requirements. For example:
- Does the application need the snapshot data or data with update?
- How many RICs and fields is the application requesting?