taa_dtn
-DTN Evangelist-
Posts: 154
Joined: May 7, 2004
|
Posted: Feb 5, 2006 08:09 PM
Msg. 1 of 2
More comments from my upgrade to 4.1.1.1...
It appears that sometime during the upgrade from the 2.X series to the 4.X series, IQConnect began sending an !ENDMSG! message after error messages during historical data lookups. This is an incompatible change: In the old releases, you need to stop processing as soon as you receive an error; in the new releases, you have to continue processing until you handle the !ENDMSG!, otherwise it sits in the socket buffer and is misinterpreted as the reply to the next historical data request. This is extremely important if you make a bunch of history requests in a row and there's a non-negligible chance that a symbol has changed (!ERROR! Invalid symbol) or has no trades for the day (!ERROR! !NONE!) because it can throw off the results for all subsequent history requests.
The new error message format is described correctly in the documentation, and is mentioned in the release notes. However, the release notes don't mention the additional !ENDMSG!.
Allen
|