I am suscribing to multiple channels of Polygon using the StreamConn.register() function of the alpaca-trade-api client SDK. I would like to know if its more efficient to connect to each channel individually, or to connect to multiple channels and use a regular expression.
In other words, is it better to do
conn.register("Q.MSFT", on_quote) conn.register("Q.AAPL", on_quote)
or use a regular expression like:
The docs don’t suggest any preferable way.