{"@context":"https://schema.org","@type":"Article","headline":"Aggregate Stream Optimizations","image":"https://massive.com/blog/content/images/2023/08/Aggregate-Stream-Optimizations.png","description":"We have changed both channels to only broadcast updates on the tickers which have actually had trades in that timespan. Which means the average is ~1000 ticks/second instead of ~8000. This allows better throughput, and less processing messages of tickers that have not changed.","publisher":{"@type":"Organization","name":"Massive","url":"https://massive.com/blog","logo":{"@type":"ImageObject","url":"https://massive.com$/brands/logo-massive.png"}},"url":"https://massive.com/blog/aggregate-stream-optimizations/","keywords":["api","announcement","update","trades","equities","stocks"],"datePublished":"2018-01-28T21:54:00.000-05:00","dateCreated":"2018-01-29T21:54:16.000-05:00","dateModified":"2023-08-10T11:50:07.000-04:00","articleBody":"

We have made an update to both real-time aggregate data streams:

A.* - Per Second Aggregates\nAM.* - Per Minute Aggregates\n

Before:

Before, we would broadcast all symbols, every second/minute, regardless if a trade happened in that timespan. This was easily determined by the "v": 0 meaning there was no volume.

This means it would broadcast ~8000 ticks/second on the per second aggregate channel.

The Change:

We have changed both channels to only broadcast updates on the tickers which have actually had trades in that timespan. Which means the average is ~1000 ticks/second instead of ~8000. This allows better throughput, and less processing messages of tickers that have not changed.

\n","author":{"@type":"Person","name":"Quinton Pike","image":{"@type":"ImageObject","url":"https://massive.com/blog/content/images/2018/01/datacenter-1.jpg"},"url":"https://massive.com/blog/author/quintonpike/"},"mainEntityOfPage":"https://massive.com/blog/aggregate-stream-optimizations/"}