I am requesting real-time quotes using Websocket, but sometimes the quotes I received have 2 to 3 seconds delay. I am sending almost 7,000 symbols using batch request with different ID. Something wrong with my connection (or network) or something wrong with server?
I see a couple of possible reasons why the value in SALTIM_MS field may be 2-3 seconds behind the time you receive the data:
A more detailed description of what you do (ideally including a code snippet) would be very helpful to determine if the symptoms you experience are due to any of the reasons I mentioned above or something else.
I am also having data with the eikon python api. I have a list of currencies I pull benchmark yields for and the function is freezing randomly throughout the list of 100 currencies. Different points each time. currency 5, 10, 99, etc. No error message or timeout response. Just running code with no response.
It would be very helpful to include a snippet of the code you use.
I'm also not clear on how you measure the latency. Do you compare the values returned for SALTIM_MS field to the time when you submit the request? Finally, I'm confused why you mentioned that you "want to get is last trade information not bid/ask information". What's the significance of this?
Are your WebSocket application connecting to your deployed ADS server or ERT in Cloud server?
If the application connects to the deployed ADS server, you can use the rmdstestclient tool which is a general purpose Elektron consumer application to verify data from ADS server by the following conditions:
Please see how to use rmdstestclient to connect to the WebSocket connection from this article.