I'm trying to subscribe to a few thousand RICs and opening straming.open() takes about 5 minutes, so the idea I had was to use asyncio to open multiple streamsprices simultaneously with just 200 RICs each.
However, when making multiple openings, it seems that one only starts when the other receives a "Received Full Snapshot" status. I can make everything else work async, but this is causing me problems as the final opening time for all streams ends up being the same as if I opened just one.
I tried some solutions with threads, but I get the error saying that the object cannot be called.
Any help / suggestion?