I had been waiting for the various problems with the 4.X series to shake out before upgrading, but this comment in the 4.1.1.1 announcement:

persuaded me that the time to upgrade has arrived. (By the way, this seems to contradict earlier statements that previous versions of IQFeed would continue to operate...)

Sure enough, now that I've upgraded, I'm running into problems. The main one is that after connecting successfully, and subscribing to a handful of symbols, I get a summary record for each and a few update records for each. Then I get a second set of KEY and CONNECTED records, and after that point I no longer receive any updates.

Has anyone else seen behavior like this?

Allen

Allen, I haven't came across this issue as of yet.

Does it happen every time? or is it random?

Can you tell me the commands you are sending to IQConnect?

Also, Have you tried turning on Logging to see if there is anything there that would explain this?

Hi, Steve. I have an update on this one, though not enough information to claim a solution yet.

Yes, it happens every time.

The second set of key-exchange messages appears to be due to a difference in the behavior of the S,CONNECT message between V2.X and V4.X. I can't prove this conclusively (because at the moment I can't downgrade to V2.X to check the old behavior), but I do have old logs from my app so I'm pretty sure which messages have been exchanged between the app and IQConnect.

It seems that in V2.X, if IQConnect is already connected, sending an S,CONNECT message has no effect. However, in V4.X, it triggers the key exchange again.

I doubt this is responsible for the failure to receive update messages. I think the Level II port problem I mentioned in my other message is more likely to be related to the cause, but I haven't been able to test that yet.

Allen

The resending of the S,CONNECT is the reason you are no longer able to recieve Update messages.

The reason the new Key exchanges are comming through is that currently, everytime you send a S,CONNECT message, IQConnect is reestablishing the connection for Level1 Data to the server. This is essentially unwatching all of the symbols you are currently watching and starting the connection all over again as though you restarted IQFEED. I do not believe this is the intended functionality and will look into it further.

Ah, that makes sense. I didn't notice that the watchlist had been cleared; I was looking for the cause of the problem in a different area.

My code sends the S,CONNECT as part of error recovery that it needed with the earlier versions of IQConnect. I'll fix it so that it avoids the redundant S,CONNECT or re-establishes the watchlist for the new versions.

Let's hear what other developers say, but as far as I'm concerned it might be useful to leave the behavior as it is in 4.X. It could be valuable to have a simple way to force IQConnect to reinitialize completely.

Thanks!
Allen

My previous wording isn't completely accurate as to what is going on behind the scenes. This behavior isn't actually clearing the old watchlist. It simply has the appearance of doing so. You can verify this by looking at the stats dialog and see that the old symbols are not actually being unwatched.

I see. Well, I'll make sure that my fix works whether or not the watchlist is cleared.

Thanks,
Allen