How to get updated data from ETA with specified frequency
How to get updated data from ETA with specified frequency
ETA is designed for consuming real-time data - which as you are aware is published on an irregular basis - to reflect any market activity as and when it occurs. Therefore, you will normally receive data updates as and when they are published by the source/server you are connecting to.
If you want to receive data at a fixed interval and you are connecting to an internal ADS server, then it would be worth speaking to your Market Data team to see if they publish conflated services with an update interval that matches your required frequency. Many organisations do publish data with a variety of different conflated rates for their internal users who are not interested in a full tick feed.
Other potential workarounds - based on your required frequency - could be:
- Use the ETA Pause / Resume functionality to try and control the frequency/interval
- Make Snapshot requests at your required frequency
Note that above workarounds may not allow you to achieve the desired effect - for your particular implementation. This is because as mentioned above ETA is not designed for interval-based updates.