Shrimp only lasts so long in the fridge. And while it is true that the cooked variety has a little bit longer of a shelf-life, you don't want to be taking any chances. According to the USDA ...
The shrimp roe is an optional iingredient, but it adds a lot of umami to the dish, and one jar will last a long time in the fridge. Fen si is also known as mung bean noodles or glass vermicelli.