I'm currently requesting ~2700 stocks as a batch every minute. This bulk snapshot requests only InitialImage. Separately, I'm subscribing to ~25 bonds with InitialImage and InterestAfterRefresh. (Sample RIC 9128284S6=) I don't subscribe to everything since I was informed I can subscribe to a maximum 1000 instruments.
For the bonds, I receive the initial image and then have never seen an update. The request logging has these values.
RfaSessionHost.InitializeInstrument() Create Item Request ItemName: 9128284S6= ServiceName: ELEKTRON_DD IndicationMask: 4 MsgModelType: 6 MarketPrice InteractionType: 3 InitialImage | InterestAfterRefresh
Is it impossible to receive updates if you're requesting more than 1000 instruments at all?