I started our feed handler last night ~1pm CT. I continued to get data until ~4pm when the markets closed. Overnight I continued to re-auth every 5'ish minutes and responded to pings. After ~4pm CT I did not receive any further updates from the futures I was subbed to (6-7 symbols on the CME).
Do I need to re-sub to symbols at some point during the day? Do we need to cycle our feed handler after the markets close? I'm not against either approach, just wondering why I didn't receive any more traders at 4pm CT until I restarted the feed handler.
I'm am using the Elektron WebSocket API
Once you open a streaming subscription, you should continue to receive any market activity updates until the stream is closed (obviously if there is no market activity then you would not get any updates).
The stream can be closed by your application, or the server can close an individual item stream for a particular reason. However, if the server closed the stream, you would expect to receive a status message for that item stream. Are you logging status messages or only Refresh/Update messages?
The stream would also be closed if your application was logged out by the server - but again you would get a Login status message.
Finally, the stream could also be closed if the connection was lost - but you state you continued to respond to pings which would mean the websocket connection was valid.
Are you using your own code or a Refinitiv example? If you are using your own code, I recommend running one of our examples in parallel during the same time period to see if it also stops receiving updates.