REDILIB Unsubscribe from market data for a given symbol

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ichernyavskiy
ichernyavskiy Newcomer
in REDI API

Do you have an example of how to unsubscribe for a given symbol?
Let's say I am subscribing to SPY and DIA. I want to unsubscribe from SPY. How would I do this without unsubscribing from DIA?

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  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @ichernyavskiy,

    Your app should be able to unsubscribe, via DeleteWatch, from any instrument you have subscribed via AddWatch.

    I have added Unsubscribe, via DeleteWatch, to our C# REDI Monitoring L1 Console example and tutorial code on github

    I think this addition should be useful, for developers monitoring L1 quotes from C#.

    Please let us know if this helps to clarify?

Answers

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @ichernyavskiy,

    Please see CacheControl -> DeleteWatch in RediSpec

    Does this work for you? Do you need a complete code example?

  • ichernyavskiy
    ichernyavskiy Newcomer

    Zoya, I've tried several different ways of unsubscribing from one symbol and none work.

    In my sample code I added a method unsubscribe in same class as subscribe, getCell and CacheEvent handler. Pass it a symbol. In my case SPY

    Public Sub Unsubscribe(ByVal Symbol As String)

    quoteCacheTest.DeleteWatch(0, Symbol, "", err)

    End Sub

    Once I triger it, I can still see SPY getting updates in CacheEvent.

    I've attached image showing how subscribing and unsubscribing is getting called. Perhaps you can take a look at tell me if I am doing something silly.

    subscribe-now.png

  • ichernyavskiy
    ichernyavskiy Newcomer

    The example helped tremendously.

    I was created way too many objects. What I should have done is query my dictionary for quoteCache that I have for a given symbol and use that to unsubscribe.

    Thank you so much!

  • peter.drier
    peter.drier Newcomer
    https://community.developers.refinitiv.com/discussion/comment/38248#Comment_38248

    zoya.farberov,

    The C# REDI Monitoring L1 Console example creates a new CacheControl for every quote subscription. I'm pretty sure this is a bad example of how to use CacheControl. Can you possibly fix this example so more people aren't confused?

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    https://community.developers.refinitiv.com/discussion/comment/68415#Comment_68415

    Hello @peter.drier,

    Creating CacheControl for every quote subscription is the correct usage of the API.

    From purely inquisitive perspective, it's very easy to modify C# REDI Monitoring L1 Console example, to reuse CacheControl, and to observe the output, containing duplicates and missing updates.

    I hope this info helps.

  • peter.drier
    peter.drier Newcomer
    https://community.developers.refinitiv.com/discussion/comment/68416#Comment_68416

    zoya.farberov,

    Wow, that's actually shocking. CacheControl as an object is inherently a table. I have an entire collection of positions in a single CacheControl, as well as a collection of Orders in another. And from the way the documentation is written (I've read it all, cover to cover, including every post in this forum) there's nothing to imply or even mention that L1 was any different.

    Given each quote should fundamentally be a row, can you explain why they each need their own table? You reference duplicates and missing data, what about having 2 rows in a table causes duplicates or missing data that one row wouldn't have a problem with?

    Does the Redi app itself make a CacheControl per quote on the watchlist?

    For context, Redi is already pretty slow.. creating a hundred COM objects just to marshal quotes around is both more fragile and slow. Anything I can do to prevent COM errors is important, they have a bad habit of being hard to recover from.

    Cheers,
    Peter

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