Ryan
-Interested User-
Posts: 14
Joined: May 17, 2012
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Posted: Jan 8, 2015 11:40 AM
Msg. 1 of 4
I'm looking to implement a "retrieve missing data on loss of connection" functionality. Before I went any further with debugging, I wanted to know if it was possible to simultaneously watch a Level1 stream and retrieve historical data (same account, same computer).
Thanks
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Jan 8, 2015 12:48 PM
Msg. 2 of 4
Yes, you can make historical requests at the same time as being subscribed to level 1 data.
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Ryan
-Interested User-
Posts: 14
Joined: May 17, 2012
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Posted: Jan 15, 2015 04:02 PM
Msg. 3 of 4
Thanks for your response, Steve.
I have been able to accomplish the majority of the functionality that I stated above. However, I seem to have received data out of order or duplicated. I've attached my log file.
"Add to hold" messages are from Level 1 connection. "Adding history" messages are from historical socket.
In summary, I find the following:
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!ENDMSG! | Line 25 "data.segment.1" (14:31:23.285 - 14:31:23.288) | Ending Line 44 "data.segment.2" (14:31:23.289 - 14:31:47.099) | Ending Line 460 !ENDMSG! | Line 461 "data.segment.1" (14:31:23.285 - 14:31:23.288) | Ending Line 478 !ENDMSG! | Line 479
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Nothing related to the historical socket after Line 479. I've requested the messages in descending order, so I assume the "data.segment.1" ending on Line 44 is the duplicate. Any idea about the 17 duplicated transactions in "data.segment.1"?
Much appreciated, Ryan
File Attached: response_log.zip (downloaded 1253 times)
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Ryan
-Interested User-
Posts: 14
Joined: May 17, 2012
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Posted: Jan 20, 2015 11:10 AM
Msg. 4 of 4
I'm still not sure as to the precise answer to my issue, but it appears to involve the use of socket.ReceiveAsync method. I've switched to a synchronous method and the historical retrieval is working well. But I'm not sure if it was the async method in general, or the logic within.
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