Hi

I'm getting errors with ReqWatch messages. Using 5.2.6 IQFeed Client.

We were setting the protocol to 5.0

objLevelOne.SetProtocol("5.0");

And setting required fields to:

private const string reqFields = "Last, Last Size, Message Contents, High, Low, Open, Close, Ask, Ask Size, Bid, Bid Size, Most Recent Trade Conditions, Most Recent Trade Market Center";

And this week, that stopped working - it's giving the message

"LevelOne_OnErrorMsg()
- Error message is E,Last Size is not a valid fieldset field.,"

OK - so we figured maybe we needed to go to a later protocol, so we tried this:

objLevelOne.SetProtocol("5.2");
private string reqFields = "Last, Incremental Volume, Message Contents, High, Low, Open, Close, Ask, Ask Size, Bid, Bid Size, Most Recent Trade Conditions, Most Recent Trade Market Center";

And now it complains that "Message Contents" is not there.

Which gives us an interesting issue - Message Contents previously told us which type of L1 message this was - a ask, bid or trade (a,b,C).

With that removed - we have no idea how to process L1 (Time & Sales) messages - we don't know if a message is a bid/ask or trade.

Any idea what we are missing here?

Thanks

Pete

Good morning,

Just remove the space between the comma and Message Contents and I think you will be ok.

Tim

Thanks Tim

So I'm back to setting protocol 5.0 and I took the spaces out.

Now I have L1 data coming in - but I don't see the message types in there

Q,@ESM18,22,2610.50,3,0.001150527,1974,1,2611.75,2608.50,2610.50,2610.75,10,9,183,,3.25,18:02:57t,2884080,2609.75,2607.50,0.25,,2607.50,,0,,,,,03/28/2018,,2610.50,06/15/2018,,,3,0,,,-0.25,-0.25,0.75,1,0.001244972,,12,2,78,2730613,,0.00,0.00,0.00,0.00,1013,18:02:57,18:02:57,,271419800,,03/28/2018,43,43,43,18:02:57,,


No more 'C', 'a', 'b' and 'ba' types coming through. This is with client 5.2.7.0

These issues seem to have come about since upgrading my client - has the feed changed?

Thanks

Pete
Edited by jigsawtrading on Mar 28, 2018 at 05:11 PM

Good morning,

I replied to an email earlier, but I think the issue here is that your protocol is not getting set correctly. The fields you are reporting are the default fieldsets for protocol 4.9, not 5.0. My email contained some ideas on how to troubleshoot this by using the L1 logging available in our diagnostics app.

The 5.2.7.0 version has been out for awhile and I am not aware of any open issues or changes, but if this continues to be an issue, just get us a copy of the log with the L1 logging enabled, and we can certainly take a look and track down whatever the source of the problem is.

Tim