Hi All, I am planning to subscribe to nifty 500 stocks through web socket feed. Please let me know suggestions on following. 1. Binary data format or json messages - which is better? 2. If I use Json message format, can single web socket feed support this ? OR multiple web socket feeds are required ? 3. Planning to use simple MP_Q for queuing in the call back. I am expecting about 500 ticks per second (at least) during initial 5- 10 Mins of market open. Is this approach fine or do you suggest some other mechanism. Further processing would involve conversion of tick data into 1-Min OHLC, Data as a first step.
