I am using Java EMA API to fetch fixed income/bond data. As we are still in development, so I monitor the data streaming. I have noticed, data streaming speed slows down as the day progresses(but in morning time for about 4-5 hours speed is superfast), and sometimes, data doesn't start streaming for 3-5 minutes and stops in between before starting to show up new data. Is it normal behavior?
Typically, the update messages contain time fields, such as TRDTIM_1 (18), QUOTIM (1025), TRDTIM_MS (3853), SALTIM_MS (3854), and QUOTIM_MS (3855).
You may compare these times in the update messages with the timestamps when the application retrieves the messages. If the time gap is constant while running the application, it could be normal behavior. It means that the application retrieves the update at the same time it is published by the data feeds or exchanges.
However, if the gap is constantly increased while the application is running, it could indicate that the application may be a slow consumer.