Confirmation of Python websocket (directly to RCC) is good or not for our use case

Please advise python WebSocket (directly to RCC) is sufficient or not in terms of performance for the underneath use case.

1.)We are planning to contribute 50,000(IBM/GOOGLE/OTHERS) security pricing data to RCC

2.)Each item contains 5-10 fields of data

3.) we are planning to send data every 5-10 seconds interval

4.)we will connect to RCC directly

Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @amit.gupta

    Are you able to spread out your 50k instruments contributions across a longer time window e.g. 5-10 seconds - or do you need to post all 50k within a shorter window e.g. 1sec?

    I recommend you reach out to your Refinitiv Account team and arrange a discussion with the RCC product team to discuss your requirements/options further - as there may be additional limits on the RCC infrastructure - even if it is theoretically possible from an API perspective.

    I have made the Product Owner aware of this query.


Answers

  • Hello @amit.gupta

    If you aim to contribute 50K instruments to RCC, the Real-Time SDK C++/Java (EMA or ETA APIs) with the RSSL connection to RCC is more suitable than the WebSocket API.

    You can find more details in the following article and tutorials:

  • @wasin.w

    Thanks, Wasin. Really appreciate your help on this

    Just one case up to what level of instruments, python web sockets will be good(Direct RCC) i.e

    I mean if we plan to contribute 20,000 instruments instead of 50,000, would Python WebSockets will be good or not? All other conditions remain the same i. e

    2.)Each item contains 5-10 fields of data

    3.) we are planning to send data every 5-10 seconds interval

    4.)we will connect to RCC directly

    Can you please confirm on this (would Python WebSockets will be good in case of 20K instruments)

    Regards,

    Amit


  • Hello @amit.gupta

    My colleague @umer.nalla has contacted the RCC team, the team confirms the maximum contributions per second of each connection type as the following:

    • RSSL connection (for RTSDK C++/Java): 20,000 updates per second
    • WebSocket connection: 1000 updates per second

    The Real-Time SDK C++/Java may be suitable for your requirement. However, as my colleague suggested below, you should contact your Refinitiv representative to help you confirm the requirement with the RCC team.

    Please note that the application will get the session's maximum message per second information programmatically via the TRCE:MaxMessagesPerSecond element in the Login response message from the RCC server.