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CAn I get 240 stock "last" prices per minute?

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  • CAn I get 240 stock "last" prices per minute?

    I need to get the "last" prices for 1200 stocks every 5 minutes from a C++ program. It is the same 1200 stocks each time.
    Can I do this as done in the C++ example (TestESignal.cpp) where RequestSymbol(ticker,FALSE) is called for each ticker?
    I note from the C++ example that these requests should be made in blocks of 200 tickers each with timed waits in between to ensure that there are no more responses for one second before getting the next block of tickers.
    My question boils down to: if I use the RequestSymbol technique as illustrated in the C++ example, can the system give me 240 stock "last" prices per minute during trading hours, or it this too high a data rate for the system?
    Thanks,
    Larry

  • #2
    Since there is a limit on how many symbols can be open at any given time, you will have to write some code that loops through sets of symbols (maybe 50 or 100), opening, retrieving quotes, and closing. Searching for messages with "symbol limit" will give you hints on how to go about this.

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    • #3
      there is a limit of 1000 symbols you can watch, and it costs $$ for that level as well.

      if all you desire is the last prices a low impact way to do that is via the DDE interfaces directly to the Data Manager. this is how a program such as Excel interfaces to eSignal.


      -Jim

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      • #4
        It sounds like DDE is definitely the way to go for you. Note that doing a "catch and release" on blocks of symbols in rapid succession is not permitted by eSignal, as it puts undue strain on the server farm.

        Starr
        eSignal Developer Support

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