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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Errors with ReqWatch - Last Size is not a valid fieldset field
Author Topic: Errors with ReqWatch - Last Size is not a valid fieldset field (4 messages, Page 1 of 1)

jigsawtrading
-Interested User-
Posts: 3
Joined: Sep 6, 2016


Posted: Mar 27, 2018 11:04 PM          Msg. 1 of 4
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

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Mar 28, 2018 07:52 AM          Msg. 2 of 4
Good morning,

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

Tim

jigsawtrading
-Interested User-
Posts: 3
Joined: Sep 6, 2016


Posted: Mar 28, 2018 04:01 PM          Msg. 3 of 4
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

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Mar 29, 2018 05:09 AM          Msg. 4 of 4
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
 

 

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