We are at the stage of selecting the most approprate API for handling Elektron real time market data.
our systems are primarily C# based, so we tend to use C# to process the elektron market data.
Basically we need to consume Full Tick (Market by order) market data for cash equities.
1. RFA NET could be a choice yet it will not be supported in the future.
2. EMA API only has c++ version, we have to build additional wrapper transporting data received from C++ to C#.
3. We could adopt WebSocket.
May I know, in terms of performance, which option will be better? We are still fine with RFA NET if it gives the best performance among all options.
Thanks very much.