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davinb avatar image
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EMA subscription stop updating

Hi,


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


Thanks.

elektronrefinitiv-realtimeelektron-sdkema-apirrtelektron-message-api
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veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Hello @davinb,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Hello @davinb

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,


AHS


4 Answers

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zoya faberov avatar image
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Hi @davinb,

As a quick sanity check, for 100k instruments initial subscription list requirement:

  • You have increased GuaranteedOutputBuffers params from default to a sufficient, to sustain heavy outgoing load
  • You are using batches of requests commensurate with your requirements, to issue multiple requests efficiently?
  • You are spacing batches of requests, there is a minimal time interval built in, between batches?
  • You have no heavy processing or calling slow external devices in the main callback, you are not tying the main thread, any significant task triggered by main callback is handed over and handled by worker threads?
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Gurpreet avatar image
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Hi @davinb,

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?

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davinb avatar image
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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.

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davinb avatar image
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My max output buffers is 6000, guaranteed output buffers 6000, number input buffers 30. What would you recommend for these settings?

I'm not using batch requests, I will try that and/or putting in a delay between requests.

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zoya faberov avatar image   zoya faberov

Hello @davinb,

While it's not possible to tell exactly what would be a good sizing for every custom app, you will have to test on your side; 6000 should be low for your requirements.

After you had a chance to space the batches or requests (I like 2k-size batches of requests for a large instrument list, but this is not a mandatory rule) I would try with 30000 GuaranteedOutputBuffer, and see if you see improvements. If it runs well with that- try lower and run. This will increase the footprint of your app, so by adjusting we are attempting to tune for optimal config for this custom app.

Let us know how this works for you?

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