I am subscribing to a large amount of symbols (100k) over EMA. I have multiple consumers. However, occasionally I am notcing that either 1) I only get an initial message and no updates or 2) I get updates but they stop after a while (say a day). I'm only seeing this for a few random symbols in my universe. I don't see anything in the emaLog files nor do I get any status messages indicating any problem. Any idea? I'm using EMA 1.4 C++ SDK
As a quick sanity check, for 100k instruments initial subscription list requirement:
Does the instrument ever recover at all. What happens when you subscribe to the same instrument from another consumer - does that get updates. It could be that particular item stopped trading or was delisted. Do you see any messages in ADS logs. Does ADS still show same number of open items?
Thanks for the reply. No it is not delisted. An example was JYU0 . I had another instance of my program running on another server and it continued to tick. If I called OmmConsumer::unsubscribe(handle) then resubscribe, it started working again. I don't see any messages but I will check with my tech support about ADS logs.