Python websocket 3000 limit per request question

Hi, I’m getting real time HKEx equities from Refinitiv via websocket in python now.

But due to the 3000 items per request limit some stocks are receiving the following message.

Any advice as to how can I bypass this limitation?

I’ve already tried splitting the items into 5 requests(about 2500 items per request) but I’m still getting this message. Thank you.

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Best Answer

  • wasin.w
    wasin.w admin
    Answer ✓

    Hello @tobywong

    Please check the answers on this A20: Aggregate item limit exceeded from RTO old post. The detail about the machine ID's watchlist limit might help you.

    Alternatively, this message is generated from the RTO streaming server aggregateItemLimit parameter (default value is 2400), you may contact the RTO support team to verify the issue on the server side.

    You can contact them via the my.refinitiv.com website.

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