I am using ETA Value Added library in my application.
In one of my use case, I need to subscribe same RIC code in two different streams but same connection.
One will subscribe to incremental update, whereas other will update only snapshot and then this stream will be stopped by application.
But, When I try to subscribe same ticker from another stream,it gets error "AlreadyOpen: A46: Item was reopened under new stream."
Please note that my first stream should continue to update throughout the trading hours, whereas second stream can connect and fetch snapshot in between if required and this stream (second) will be terminated immediately.
Is there any option to allow to subscribe two different streams with same ticker ?
The streaming server, not the API, prevents you from opening multiple, identical streams. However, you can open 1 stream and request a snapshot (non-streaming) request for the same item without getting that error. It is when you are opening streaming requests for the same item - the streaming service doesn't allow this.