Joined: Jan 20, 2015
Posted: Dec 28, 2015 02:09 PM
Msg. 1 of 10
We run an application which subscribes to depth data for hundreds of stocks. Recently, DTN has inconsistently been telling us that certain symbols are not found.
The problem started last week, but was fine by the time trading hours began. Today the problem persisted into market hours.
Our code worked for a year with no delay between the requests to watch the stocks. We added a delay today which helped a little.
The symbols we get the "not found" message for are not consistent and retrying a symbol will work about half of the time.
We run on Linux through WINE where DTN's depth application works consistently.
Here's an example for TIGR where it worked on the fifth try. Before the '|' character is our internal timestamp.
Edited by eporter on Dec 28, 2015 at 02:12 PM