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Batch request limits with Websocket API

Is there a limit on the number of instruments in a batch request in a Websocket API application? As an example can one requests for 25K instruments at once. what is the max?

treprdp-apiwebsocketsrrto
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1 Answer

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Hello @erol.komac,

The hard limit is as described in this previous discussion thread, on single message size.

Personally, I prefer to make websocket batch submission sizing configurable in code, for example:

batch_size = 3000

I find 3K chunks to work well, as do not like to either have to size up the batch requests precisely prior to sending, or to approach the limit.

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