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Dex2 instrument list limitation

I couldn't find if anybody asked this..

What is the maximum number of the tickers I can provide in instrumentList to Dex2 manager per request?

Thanks

eikoneikon-com-api
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1 Answer

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The desktop library does not impose any limits. The backend may be limiting responses or rejecting requests, and this behavior may vary depending on the dataset being retrieved, especially when the dataset being retrieved has multiple dimensions (e.g. timeseries for multiple fields for a list of instruments).

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Alex,

There is no timeseries for dex2. So there is no multi-dimensional (well, more than 2D) queries are possible.

Lets say I request 15 fields like TR.Volume, TR.HIGHPrice ... for specific day.

How many instruments are safe to request in 1 query? 10? 100? 1000?

It's very possible to retrieve timeseries for certain fields using Dex2. Both fields you mentioned (TR.Volume and TR.HighPrice) provide timeseries. For these two fields the limit on the number of instruments in a single request is 7,500. You can see it in the error returned to OnUpdate event when the number of instruments in the request exceeds the limit. You shouldn't rely on this number though. As I said earlier the limits vary greatly depending on the dataset. And they're subject to change without notice.

As a general rule I'd say it's safe to use 1K instruments in a request across the datasets. Although I cannot guarantee there aren't any exceptions.

@Alex Putkov.

I tested a request for 360 tickers for 6 fields.

It returned me 99 lines of information and after that I've got :

"Asynchronous Query library internal error." - what does it mean and how to deal with it?

Thanks,

Igor

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