I have stopped receiving data on some of the symbols for which I requested a 'watch' after a few days. Is this known to happen from time to time?

As soon as I opened a separate telnet session and entered "wBEURUSD" I started receiving data again; both in the new session and my original one.

So I have two questions:
1.) Is this known to happen from time to time (any idea how often/likely) ?
AND
2.) Can I prevent this drying up of data by periodically requesting a watch, i.e. sending "wBEURUSD" multiple times throughout the day? Will this open many streams? Or is there a more elegant way of circumventing my problem?

I have also considered the possibility that there was no data coming from the market, and that I just happened to start my second session as the first ticks started coming in, but this is Forex we're talking about, and it has happened once before, exaclty as I described here. Not likely!!

Any help would be greatly appreciated
Ilan

This is not something that has been reported previously in this form. However there have been similar reports like it.

From what you have reported, It would seem as though reissuing the watch periodicly would actually "solve/bypass" the issue.

As far as tracking this down, can you provide a bit more information about what your app does?

For example: How many symbols do you watch usually? Is it always the same symbols? Are they all forex symbols? Does it happen more frequently than "after a few days"?

Thanks Steve

It is an app that runs 24/7 on all Barclays Forex symbols. I have only noticed this twice, probably about a week or two ago for the first time. The previous time all my symbols disappeared, however this time all except BAUDUSD stopped coming through. So it doesn't seem to be an all-or-nothing scenario.

So how often can I re-issue the watch command? Will it not allocate any additional resources or open any additional streams every time I issue the watch? Can I do it every minute for every symbol? I'm afraid that if I don't, there is still the possibility that I may lose ticks again in a week's time.

Thanks for your assistance.
Ilan

It shouldn't cause any extra resources to be allocated. In fact, now that I think about it, it may not work at all.

the command you are going to want to use is a force. For example, issuing fBAUDUSD will force a fundamental record to be sent from the server.

As far as "How often", keep in mind that this is somewhat of a "double-edged sword". I mentioned that similar issues have been reported in the past, however, I have never been able to duplicate these issues internally even when running the same app as the person reporting them. This leads me to believe that these issues are caused, at least in part, by an unstable connection to the servers. Issuing a new watch command, or even a force every minute on every symbol will drasticly increase your bandwidth requirements to the server which would actually make your issue worse if this is a connection issue.

Ideally, You would want to be able to detect when this is happening and only issue the requests then on the approprite symbols but of course, this doesnt actually prevent it from happening but rather "handles" when it does.

I believe that reissuing the commands every minute is going quite a bit overboard, however I suspect that you will need to play around with it for a bit to see what works best for you.

In the meantime, I will check into this as well.

I agree with you, I think a reissue every minute is hectic overkill, but my problem is that I can only know that the feed dried up for a symbol in retrospect, when it is after the fact. My main worry is that the feed dries up for a while, but somehow wakes up again, which will leave me with a gap in my data. Anyway, all this is not important. I will take what you suggest, and have a serious design/brain storm about it. I ultimately want my app to 'handle' it when things go wrong, as you say. I'm sure there is a good way to solve this.

Thanks for your help.
Ilan

Just thought I should mention that I have seen something similar. I have two apps that watch 1300 symbols on the NASDAQ and NYSE. Occasionally I have noticed a single symbol stops receiving data. I only notice this when I have an open position for that specific symbol so I don't know how widespread it is.
During market hours, I track all symbols and issue an unwatch/watch for any symbol that appears to be stuck.