Scaling Market Data Subscriptions Depends on Hardware Capacity

Summary

This brief Chinese-language forum exchange asks whether a VeighNa strategy can subscribe to hundreds or thousands of stock instruments at once. A respondent says that subscribing to the whole market is possible, while the number of contracts a particular system can handle depends on its hardware.

The practical guidance is to measure capacity on the intended machine rather than assume a universal limit. The discussion does not provide benchmarks, hardware specifications, feed details, or a testing procedure, so it cannot quantify how many subscriptions a given setup will support. It also does not address message rates, strategy workload, or data-provider limits. The page contains forum navigation and Markdown examples, but those do not add to the technical answer.

Key ideas

• The forum discussion concerns subscribing to a large universe of stock instruments in VeighNa.
• The reply says whole-market subscriptions are possible in principle.
• Practical subscription capacity depends on the hardware in use.
• Users are advised to test performance on their own equipment.
• No benchmarks or setup details are supplied.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.