As long as you can consume the data fast enough, you can consume the entire US equities universe of trades, NBBO quotes and aggregates in one WebSocket connection. US Stocks Trades: Average ~2000 messages per second Quotes: Average ~8000 messages per second Currencies Quotes: Average of ~400 messages per second Crypto Trades: Average ~45 messages per second L2 Quotes: Average ~600 messages per second L1 Quotes: Average ~200 messages per second Options Trades: Average ~ 300 messages per second Quotes: Average ~ 300,000 messages per second It is important to keep in mind that each message can contain multiple events.