EMA subscription stop updating

davinb
davinb
in EMA

Hi,


I am subscribing to a large amount of symbols (100k) over EMA. I have multiple consumers. However, occasionally I am notcing that either 1) I only get an initial message and no updates or 2) I get updates but they stop after a while (say a day). I'm only seeing this for a few random symbols in my universe. I don't see anything in the emaLog files nor do I get any status messages indicating any problem. Any idea? I'm using EMA 1.4 C++ SDK


Thanks.

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Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    Hi @davinb,

    As a quick sanity check, for 100k instruments initial subscription list requirement:

    • You have increased GuaranteedOutputBuffers params from default to a sufficient, to sustain heavy outgoing load
    • You are using batches of requests commensurate with your requirements, to issue multiple requests efficiently?
    • You are spacing batches of requests, there is a minimal time interval built in, between batches?
    • You have no heavy processing or calling slow external devices in the main callback, you are not tying the main thread, any significant task triggered by main callback is handed over and handled by worker threads?

Answers

  • Gurpreet
    Gurpreet

    Hi @davinb,

    Does the instrument ever recover at all. What happens when you subscribe to the same instrument from another consumer - does that get updates. It could be that particular item stopped trading or was delisted. Do you see any messages in ADS logs. Does ADS still show same number of open items?

  • davinb
    davinb

    Thanks for the reply. No it is not delisted. An example was JYU0 . I had another instance of my program running on another server and it continued to tick. If I called OmmConsumer::unsubscribe(handle) then resubscribe, it started working again. I don't see any messages but I will check with my tech support about ADS logs.

  • zoya faberov
    zoya faberov

    Hi @davinb,

    As a quick sanity check, for 100k instruments initial subscription list requirement:

    • You have increased GuaranteedOutputBuffers params from default to a sufficient, to sustain heavy outgoing load
    • You are using batches of requests commensurate with your requirements, to issue multiple requests efficiently?
    • You are spacing batches of requests, there is a minimal time interval built in, between batches?
    • You have no heavy processing or calling slow external devices in the main callback, you are not tying the main thread, any significant task triggered by main callback is handed over and handled by worker threads?
  • davinb
    davinb

    My max output buffers is 6000, guaranteed output buffers 6000, number input buffers 30. What would you recommend for these settings?

    I'm not using batch requests, I will try that and/or putting in a delay between requests.

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