For a deeper look into our Elektron API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
Juno Chan avatar image
5 ●3 ●6 ●9

Recommendation on API selection

Hi Team,

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.

Cheers,

Juno

elektronrefinitiv-realtimeelektron-sdkrfawebsockets
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

David Thomas avatar image   David Thomas

Hi @iain.scott

I think this needs your input; Do we have any performance comparison between RFA.NET and Websockets?

wasin.w avatar image   wasin.w

Hi @Juno Chan

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

Nipat Kunvutipongsak avatar image   Nipat Kunvutipongsak

Hello again!

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

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

1 Answer

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
79.1k ●250 ●52 ●74

Refer to the API Performance Comparison table in the ETA Developers Guide, the performance of EMA API and RFA C++ are equivalent.

RFA.NET is a .NET wrapper of RFA C++. Therefore, building .NET wrapper around EMA C++ should get the same performance as RFA.NET.

To get the best performance, the option is building .NET wrapper around ETA C.

For now, it is okay to use RFA.NET. I suggest you to read Chapter 14 Performance Consideration in the RFA.NET developers guide for more information.

Moreover, the API packages contain the performance tools which provide an overview of the basic concepts of writing performant applications. You can also use these tools to measure the performance of APIs in your environment.


perf.png (106.8 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.