Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Wish List »Echo original request with response
Author Topic: Echo original request with response (1 messages, Page 1 of 1)

EspressoE
-Interested User-
Posts: 30
Joined: Mar 8, 2006


Posted: Mar 16, 2006 11:58 PM          Msg. 1 of 1
This may apply to more than the history requests, but that's where I've run into this problem first.

When requesting history data, I will often process a batch of files to back-fill data. To speed up this process, I keep the socket open and go through a lot of request data, read response sequences. If something goofy happens (like getting two !ENDMSG! tokens for one request), it is possible for my software to read the first !ENDMSG! token and think that it's done. The next request would be made and then the second !ENDMSG! would be read and mistakenly matched up with the second request. (Note that the double !ENDMSG! problem is already scheduled to be fixed, but I feel there is still a need for a beginning-of-response token).

There are many ways to solve this, but I feel the most robust way would be to echo the original request back as the start of the requested data. Another possibility would be to add an additional field to the original request that will be passed back at the beginning of the data transmission. That would make it possible to be backwards compatible with the current implementation.

Current Implementation

TX> HD,[Symbol],[Days];
RX> Time Stamp, High, Low, Open, Close, Volume, OpenInterest<CR><LF>
. . .
RX> Time Stamp, High, Low, Open, Close, Volume, OpenInterest<CR><LF>
<CR><LF>!ENDMSG!<CR><LF>


Proposed Implementation with user-defined request sequence field. If the Request Sequence field is not provided, then the current functionality remains.

TX> HD,MSFT,10,[Request-Sequence];
RX> !BEGIN_MSG! Request Sequence<CR><LF>
RX> Time Stamp, High, Low, Open, Close, Volume, OpenInterest<CR><LF>
. . .
RX> Time Stamp, High, Low, Open, Close, Volume, OpenInterest<CR><LF>
<CR><LF>!ENDMSG!<CR><LF>



If this isn't clear, let me know and I'll try to explain some more...

P.S. This is similar in concept to the thread http://forums.iqfeed.net/index.cfm?page=topic&topicID=830

Edited by EspressoE on Mar 17, 2006 at 01:48 PM
 

 

Time: Wed January 26, 2022 1:18 AM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003