redi .net api performance (sending orders)
I created 100 orders and difference between timestamp of first order and last order is 24 seconds.
When I send 500 stocks in the portfolio trader, it takes less than a second to send all.
what am i doing wrong? I am simply calling the following function 100 times with change in prices by penny.
public void SendOrder(string sym, string side, int quantity, double price, string exch, string acct)
{
ORDER hOrder = new ORDER();
Object err = null;
Object result; hOrder.Side = side;
hOrder.Symbol = sym;
hOrder.Quantity = quantity>1000.0? quantity=1: quantity;
hOrder.PriceType = "Limit";
hOrder.Price = price;
hOrder.Exchange = exch;
hOrder.TIF = "Day";
hOrder.Ticket = "Bypass";
hOrder.Account = acct;
hOrder.ClientData = string.Format("RAPI{0}", c);
c++; result = hOrder.Submit(err);
}
Best Answer
-
Hi
Sending orders via Portfolio Trader and the API order entry are different. The latter sends orders one by one, which could take that long for 100 orders.
We have a FIX API available, which is faster. I suggest reaching out to your account manager for more info to see if it would work with your workflow.
Thanks,
Brian
0
Answers
-
Instead of using Submit method, if we used Submit2 , will it send faster?. as per document, submit2 is async menthod .
0 -
0
-
it was faster but still took 6 seconds or so.
0 -
Additionally, while sending through REDI API my REDI app froze for half a minute.
0 -
I think you should try a FIX API as mentioned by Brian.Mullane.
0 -
I am having a similar problem as newuser. Each individual order takes 2 seconds to register on REDIPlus, i.e 10 orders takes 20 seconds. I have the REDIFix and I am using Submit2. From my analysis it seems that it takes REDIPlus 2 seconds to send me a confirmation message for each order.
What are the recommended solutions?
0 -
I've noticed that I am possibly running an old version of REDIPlus but need confirmation for this. I am running:
Version 16.1.0
File Version 11.0.123.40.40
Build 10:09:19 Aug 5 2016.
0
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛