Hello

I was wondering what's the best way to have multiple market data feeds from multiple exchanges.

Users may have access to none or all exchanges, depending on the configuration on the auth/auth server.

Scenario A: Using metadata provider
If we implement this logic in the metadata provider, and the user sends 10 items from Exchange A and 1 item from Exchange B, and if he doesn't have access to the Exchange B anymore, the metadata provider would reject the entire request, and no info will be shown on the user's screen because of 1 item. So, I think this is not suitable, unless I'm missing something.

Senario B: Using application logic
When the users enters the applications and requests it's saved table items in the database, the system must detect if he still has access to those items. If not, mark them as "not available" and do not send them on the LS requests.

I don't know if there's a cleaver way to make that, at this moment it looks that only scenario B is ok.

Could you please provide us more information about it?

Thanks in advance,