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BMI avatar image
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[Java Real-Time SDK] Performance issue while request instruments of a chain component

Hello,

I would like your advice about performance issue while request instruments of a chain component.

For example, the chain 0#SRD.PA contains 144 instruments.

My algorythm opens one chain for SRD.PA (to retrieve its elements), and request each intruments to retrieve its quote informations :

protected RefinitivItem callChain(String ricId) {
    FlatChain fChain = new FlatChain.Builder()
            .withOmmConsumer(consumer.getConsumer())
            .withChainName(ricId)
            .withSynchronousMode()
            .withUpdates(false)
            .build();
    fChain.open();

    RefinitivItem item = new RefinitivItem(ricId, fChain);
    for (Entry<Long, String> element : fChain.getElements().entrySet()) {
        if (!element.getValue().isEmpty()) {
            addFields(item, element);
        }
    }
    fChain.close();
    return item;
}

private void addFields(RefinitivItem item, Entry<Long, String> element) {
    String elementRic = element.getValue();
    RefinitivFields fields = callByRic(elementRic);
    if (fields != null) {
        item.addFields(element.getValue(), fields);
    }
}

protected RefinitivFields callByRic(String ricId) {
    RefinitivFields fields = null;
    MarketPrice.Builder b = new MarketPrice.Builder().withOmmConsumer(consumer.getConsumer())
            .withName(ricId)
            .withUpdates(false)
            .withSynchronousMode();
    b.withField("REF_COUNT");
    b.withField("RDNDISPLAY");
    b.withField("RECORDTYPE");
    b.withField("PREF_DISP");
    b.withField("LOW_1");
    b.withField("HIGH_1");
    MarketPrice marketPrice = b.build();
    marketPrice.open();

    if (OmmState.DataState.OK == marketPrice.getState().dataState()
            || OmmState.DataState.NO_CHANGE == marketPrice.getState().dataState()) {
        fields = new RefinitivFields(ricId, new ArrayList<>(marketPrice.getFields()));
    }
    marketPrice.close();

    return fields;
}


Since openinig the request for one instrument lasts approximately 200 milliseconds, the call for the whole chain instruments lasts more than 30 seconds.

So my question is: am I doing it right ?

ema-api#productjavarefinitiv-realtime-sdk
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3 Answers

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Gurpreet avatar image
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The Value add objects is for simplified access to the content - it is not geared towards performance. I would recommend that you initiate a batch request from the instruments in that chain.

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Gurpreet avatar image
22.4k ●59 ●14 ●21

Hi @BMI,

30 seconds is a very long time - are you connecting to a remote endpoint? Typically, for a local RTDS, your batch request should be fulfilled in few 100 milliseconds. I would recommend that you try the same request with an EMA batch example and compare.

You can modify the batch example which is packaged with the SDK - https://github.com/Refinitiv/Real-Time-SDK/tree/master/Java/Ema/Examples/src/main/java/com/refinitiv/ema/examples/training/consumer/series300/ex370_MP_Batch


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BMI avatar image
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Hi @Gurpreet,

Thank you for your answer.

I am connecting to a remote endpoint, with Delivery Direct.

Here is a piece of my EmaConfig.xml file :

Channel

<ChannelGroup>
    <ChannelList>
        <Channel>
            <Name value="Channel_1"/>
            <ChannelType value="ChannelType::RSSL_ENCRYPTED"/>
            <CompressionType value="CompressionType::None"/>
            <GuaranteedOutputBuffers value="5000"/>
            <ConnectionPingTimeout value="30000"/>
            <EncryptedProtocolType value="EncryptedProtocolType::RSSL_SOCKET"/>
            <Host value="eu-west-1-aws-3-lrg.optimized-pricing-api.refinitiv.biz"/>
            <Port value="14002"/>
            <EnableSessionManagement value="1"/>
            <WsProtocols value="tr_json2"/>
        </Channel>
    </ChannelList>
</ChannelGroup>

Dictionary

<DictionaryGroup>
    <DictionaryList>
        <Dictionary>
            <Name value="Dictionary_1"/>
            <DictionaryType value="DictionaryType::ChannelDictionary"/>
        </Dictionary>
    </DictionaryList>
</DictionaryGroup>


I tried the batch example, and performances are much better.

But in my case, I have to display all the instruments' quotations from the chain, so I request EMA synchronously.

For that, I use the ValueAddObjectsForEMA example library.

I noticed that when calling the MarketPrice.open method, a Thread.sleep(200) is performed in the library.

At first, I tried to reduce this waiting time. It's faster, but the instruments are still requested synchronously.

Maybe I should try to request all the instruments asynchronously, and wait for all quotation informations to be retrieved, then compute the result for the presentation layer ?

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