WebSocket API - Do we have any limitation on the requested items when requesting a single Batch R...

pradeep.badoni
pradeep.badoni Explorer
in WebSocket API

...equest?

Hi Team,

I am going to send one single batch request for multiple items and I can have ~10000+ items in the single batch request.

Do we see any issue with such a huge request on a single batch call in the WebSocket API?

Let me know if you need more here

Thanks

Pradeep B

Tagged:

Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @pradeep.badoni

    If you want to request more RICs than will fit in the MaxMsgSize, you will need to split the list of RICs into multiple Batch Requests - where each Batch Request message is smaller than MaxMsgSize.

    The other thing to note is that you will need to test thoroughly to ensure your application and network connection can cope with a large list of RICs in a timely manner - especially during peak volatility periods such a market open and other key events where the number of updates a second could increase considerably compared to ordinary/average market conditions.

    If your application does not process the updates quickly enough, the server you are connecting to may disconnect you as it can only buffer a limited amount of updates for the RICs you have subscribed to. This scenario is often referred to as a 'slow consumer'.


Answers

Categories