Request Sizing
Best Practices for request interval size and duration
Making large requests is often times inefficient and can lead to out of memory errors. Below we will go through the recommended date range limit for each type of resolution / asset class. Keeping responses to requests under 1 million ticks is the best practice. Going over the recommended date range may cause client or server side out of memory errors.
| Asset Class | Resolution | Recommended Date Range |
|---|---|---|
| Stock | Tick-Level | 1-day |
| Option | Tick-level | 1-week; 1-day for highly liquid tickers like AAPL / SPX / SPY |
| Any | 100ms | 1-week |
| Any | 1000ms | 1-month |
| Any | EOD | 1-month |