Is there a limit on the number of instruments in a batch request in a Websocket API application? As an example can one requests for 25K instruments at once. what is the max?
The hard limit is as described in this previous discussion thread, on single message size.
Personally, I prefer to make websocket batch submission sizing configurable in code, for example:
batch_size = 3000
I find 3K chunks to work well, as do not like to either have to size up the batch requests precisely prior to sending, or to approach the limit.