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Prices stream - random disconnects

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Hi,

 

I'm subscribing to about 90 markets and the price stream seems to randomly disconnect with "Server Error", if I attempt a reconnect once I have received this message, I get another error "Bytes received {number of bytes}" and no connection is established.

 

The goal here is to eventually subscribe to all the market ids and keep the stream open so that we can monitor the prices across all the markets. Is this something that the stream supports?

 

Many thanks,

 

Mike

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Hello Mike,

 

Welcome to the forum. 

 

"The goal here is to eventually subscribe to all the market ids..."

The terminology we use is that one market is one instrument. So accounting for options and the entire universe of all equities, that's approximately 12,000+ markets! You will not be able to subscribe and stream every market we offer!

 

Our streaming prices are served by a third party software service called LightStreamer. I don't know if it has a limit to the number of subscriptions - you would have to check their documentation here. However, even if they do not have a limit you are running into the hardware limit of our servers/bandwidth or your own PC/bandwidth limit.

 

It would make more sense to subscribe and monitor the markets that you are looking to trade, such as in a watchlist. This is usually a more manageable size and you won't encounter hardware limitations. 

 

Kind Regards,

PM!

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Hi PM,

 

Thanks very much for the quick response.

 

I will have a close look at the LightStreamer documentation.

 

You mention that it is better to subscribe and monitor a set number of markets such as the watchlist which I guess can be about 20 markets at a time. Do you think it is not wise to try and do any more than this as it could cause issues?

 

Thanks again.

 

Mike

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Hi Mike,

 

When I mentioned watchlist, I meant the group of markets that you are interested in monitoring for possible trade setups. For example, if you were a commodities futures spread trader then you may be watching the following groups of markets:

 

Crack Spread - US Crude, Heating Oil, RBOB Gasoline

Crush Spread - Soybeans, Bean Oil, Bean Meal

Cattle Crush - Live Cattle, Feeder Cattle, Corn

Indices - Dow Jones, S&P500, Nasdaq

etc...

 

So the size would depend on the markets you are monitoring at this moment for trading opportunities. 

 

Probably the best way forward is to just subscribe to all the markets you are interested in and see if you get a server error or if it is fully 100% robust and stable. Say, you had 45 markets, then you can try 45 and see what happens. If stable and robust then you are all good to go!  :)

 

If you get market drop outs, then start reducing a couple at a time to find out what the threshold number is where you start getting the error and when you don't.

20 or so markets should be fine. With our front end platforms, I've had 20+ markets going at one time and it's always been stable. Of course it does depend on your internet bandwidth, PC specs etc. so it'll vary from person to person!

 

Kind Regards,

PM!

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