Client is trying to retrieve prices using the following API: #DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest
Because of the number of prices to retrieve it is split up in multiple requests (each time for 1000 instruments).So for each 1000 instruments he does the REST API call and then process them and wait for 30 seconds and do the following call.
In production client saw in the log file that 4 batches are processed OK, but with the fifth batch the HTTP socket was closed. This situation reoccured the next day. Can you please advise what could be the cause?