.Net API: How to get last price on 3000 stocks
I have RICs on around 3000 securities. I want to get last trade price on each. Should I just set up a complex query like WithRics("BRL=", "RUB=") in the RealTime example? Can the API handle the load?
Best Answer
You will not be able to subscribe to real-time updates for this many RICs because your Eikon account is limited to 2,5K simultaneous subscriptions. However you can get a snapshot of the last price for this many RICs. You can submit the entire list of 3K RICs in one request or break it in batches of say 500. Both should work just fine as long as you don't abuse it by sending frequent snapshot requests repeatedly.