LSEG Workspace Desktop API Performance

Question

We have been trying to develop a Windows desktop application that works against the LSEG Desktop Workspace v 1.26.725.

The .Net API we are using is LSEG.Data 2.2.3 and LSEG.Data.Content 2.2.3.

Our application is in C# and follows the examples that LSEG supplied in ‘Workspace Example ZIPs’. An extract of our Subscribe code is below:

IOMMItemStream SymbolSubscribeStream = OMMStream.Definition().Service("IDN_RDF")     .Name(SubscribeSymbolName) .GetStream(Service_ISession) .Streaming(streaming) .OnComplete((cb) => Symbol_OnComplete(cb)) .OnRefresh((item, msg, s) => Symbol_OnRefresh(item, msg, s)) .OnUpdate((item, msg, s) => Symbol_OnUpdate(item, msg, s)) .OnError((item, err, s) => Symbol_OnError(item, err, s)) .OnStatus((item, msg, s) => Symbol_OnStatus(item, msg, s));

The problem we are having is not with single Subscribe operations, but when we carry out a batch operation (E.g. all the member symbols of a chain). That is, when our software makes a rapid sequence of Subscribes.

For example, we could subscribe to 160 valid Symbols within a few milliseconds and get maybe 50% OnRefresh events quite quickly (within a second), maybe another 25% a few seconds later and the rest, never.

Although the above percentages are not reproducible, the behaviour of the API is. That is, not getting the OnRefresh event for each and every valid subscribe.

Our question is, has anyone else experienced this behavior? If you did, how was the issue fixed?

(Note, we have used the same code against an ADS (Deployed) Host and that works fine.)

Jirapongse · Answer

@tony10

Yes, we need to check if the debug log can provide any helpful information. After that, we can contact the proper team to investigate this issue.

tony10 · Answer

Hi Jirapongse,

Although your answer seems to be a solution, I cannot implement the Batch method. Each RIC is an independent subscribe, as is the unsubscribe. Therefore, the s/w cannot build a collection of RICs for the Batch operation. I will try the debug log that you suggested, but I fear the problem is inherent in either the LSEG.Data library, or, more likely, in the LSEG Workspace Desktop. If it is in the LSEG Workspace Desktop, how can this issue be raised with the Developers of that s/w?

Jirapongse · Answer

@tony10

Thank you for reaching out to us.

Did you use the streaming batch code to subscribe to items? For example:

using var stream = OMMStream.Definition("EUR=", "GBP=", "CAD=").GetStream()

                                                    .OnRefresh((item, msg, s) => DumpMsg(item, msg))

                                                    .OnUpdate((item, msg, s) => DumpMsg(item, msg))

                                                    .OnError((item, err, s) => Console.WriteLine(err))

                                                    .OnStatus((item, msg, s) => Console.WriteLine(msg))

                                                    .OnComplete(s => Console.WriteLine("
Initial response for all instruments complete.  Updates will follow based on changes in the market..."));

You may need to enable the debug log in the library to verify what the problem is.

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