Need to handle websocket data for 10,000 symbols.

Windows, using C#

 

Windows are known for not being able to handle many socket connections.
Linux might be able to accomplish what you are trying to do. I am not sure how a C# application behaves on Wine. You might want to rewrite it in Java/Python.

 

what kind of realtime data does the company provide? realtime level 1 quote for all US stocks? I can not find the information from their website. it only says realtime data.

 

www.worldtradedata.com and www.tiingo.com are competitors.

 

I don't think subscribing to 10000 symbols separately will work.

The way I did it in node is to build an object of all the symbols I want to track. Here is a simplified version.Mine had about 5,000 symbols.
let symbols = {
'AAPL' : true,
'GOOG' : true
};

if (symbols['AAPL']) console.log('exists'); else console.log('does not exist');


symbols['AAPL'] you would replace with symbols[msg.sym] or whatever the field is for the incoming symbol

I'm sure there is a way to do this in C# too

 

The top 2000 symbols have 99% of the volume so there is effectively no difference in performance between subscribing 2000 or 25000.

 

Do you get an error 1006 when the websocket closes? If so I am getting the same error.

 

I am on windows and using C# for development.

 

Windows are known for not being able to handle many socket connections.
Linux might be able to accomplish what you are trying to do. I am not sure how a C# application behaves on Wine. You might want to rewrite it in Java/Python.

 

Sorry I didn't record the error code, and I have totally replaced the WebSocket code with NATS so I have no way to retest.