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?
Hello @erol.komac,
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.
