Maximum Symbols

[troshu]

Is there a maximum number of symbols on the API feed?

[Cone Killer]

I have been playing around with that issue myself. The first limit is the level of your license from eSignal. I believe the basic limit is 100 but you can go to thousands for a bit more.

eSignal recommends that you limit real time symbols to 400 or less. However, it appears that the API will handle more if the stocks you are tracking are relatively inactive. I have played with screening up to 900 "relatively quiet stocks without any apparent problems -- but I am not sure I would know what a problem looked like.

Good Luck,
Cone Killer

[Guest]

Yes, the symbol limit is based on your subscription package. I recommend limiting the number of symbols that are actively streaming to be around 300, depending on your PC, connection bandwidth, and frequency of trades on those symbols. If you are looking for 5 minute intervals, the symbol limit is set by the subscription of your account. The maximum number of symbols you can have in an eSignal account is 2500.

[dtatrade]

I currently run a program that pulls real time bid/ask/last for 470 NYSE stocks and the system is very capable. When I tried upwards of 700 that's when I started having problems.

[dtatrade]

I currently run a program that pulls real time bid/ask/last for 470 NYSE stocks and the system is very capable. When I tried upwards of 700 that's when I started having problems.

[Cone Killer]

Dust,
How do the problems manifest themselves when you overload?
Cone Killer

[Guest]

That's great news. Are you using TimeAndSales or only Quotes?

The problem is usually when dealing with T&S. If you would request T&S for the e-Minis and other very active symbols, what happens is that the processor just maxes out.

[Cone Killer]

Robi,
If your question was addressed to me, I am getting 900 on basic quotes and have just begun playing with TimeAndSales.
Cone Killer

[dtatrade]

I don't use any T&S, only real time bid/ask/last. When it overloads the CPU jumps pretty high. I haven't got the the point of freezing. Some more RAM may help.

[Doyle929]

Streaming trades for multiple symbols

Are you using the T&S or Quote functionality?

I have a spreadsheet where I monitor the last trade for about 100 stocks. Using OnQuoteChange brings in too many events, since I don't care when the bid/offer changes, I only care about trades.

The solution seems to be using T&S data and only getting events for new trades, but I can't seem to find a way to get streaming T&S for 100 different stock symbols.