Client Rules
1
Keep subscriptions explicit
Subscribe only to the channels and symbols the job needs.
2
Bound replay windows
Split long replays into windows that can be resumed and audited.
3
Avoid reconnect storms
Use capped backoff and jitter after disconnects.
4
Track gaps
Treat gap messages as data-quality events and decide whether the downstream job can continue.
Rate limits
REST and account-level limit model.
Reliability guide
Handle data gaps and freshness checks.
Sizing A Stream
A stream’s effective cost is a function of symbol count, channel count, venue activity, replay speed, and downstream processing. Start with one symbol and one channel, then widen only after the consumer can keep up without message drops. If a replay job is meant to produce research output, record the window, speed, channel list, and gap events with the resulting file.Limit Review Checklist
Use this checklist before increasing channel count, replay speed, or connection count.
The checklist keeps a limit request tied to the client that has to consume the messages. A higher plan limit does not fix a consumer that drops messages or cannot write replay output in order.