You could implement your ALL_TRADED item as only listing the stock-specific item names of the traded stocks;
your client could get quote data for those items by second-level subscriptions driven by the ALL_TRADED item contents.

This seems quite complicated, but, thanks to your delay, you can now take advantage of the MultiMetapush table support, introduced with the newly released Lightstreamer 3.5, which does just the above.

This support is available for the Web Client Library and the Flex Client Library, both for visual and nonvisual tables.
These libraries also take care of optimizing the process of performing many second-level subscriptions in short time.