Joined: Mar 2, 2015
Posted: Mar 2, 2015 10:53 PM
Msg. 1 of 3
I have subscribed to receive a symbol over Level 1 TCP/IP and it's all working OK until i certain time where i seem to receive incomplete data. E.g. I receive 8 fields in the update message when i subscribed to 10.
When IQFeed sends an update message for a symbol should i expect all the fields that i subscribed to at once? Or could the update been broken up into multiple messages? I'm currently assuming all at once but i suspect that it's the later.
Joined: Apr 25, 2006
Posted: Mar 2, 2015 11:32 PM
Msg. 2 of 3
All messages will be sent with 10 fields, but it is possible to receive an incomplete message due to TCP/IP breaking up the send, and when that occurs you need to save off the partial message and marry it to the data in the next packet. I believe all of our level one examples should illustrate how to handle that, but let me know if you have questions on it, or if what I mention here does not sound like what you are seeing.