pwave
-Interested User-
Posts: 17
Joined: Feb 20, 2015
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Posted: Feb 27, 2015 02:09 AM
Msg. 1 of 7
Hello, I wanted to clarify my understanding of the API. I have some questions as follows:
1. If IQConnect is already connected to the servers since another app (say DTN.IQ) initiated the connection and is watching some symbols via its own watch list, then I presume that my app (to be clear, "my app" is an app being developed by me for some proprietary processing) does not need to connect to IQConnect on the admin port and register the product ID and so on and issue the "S,CONNECT" command. Correct?
2. I presume in above case, my app which is interested in just symbol trades, can simply connect to the Level 1 port on startup, issue a tSYMBOL command for all symbols of interest and start acting on messages received. Correct?
3. When my app issues a "S,UNWATCH ALL" command, I presume that since DTN.IQ may still be watching symbols, the symbol data continues to stream between the servers and DTN.IQ. In other words, symbol data continues to follow between IQ servers and IQConnect as long as there is at least one app watching the symbol. Correct?
Thanks.
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Feb 27, 2015 08:09 AM
Msg. 2 of 7
Good morning,
1. It is not required, but it is important from the side of troubleshooting any issues down the line. 2. True 3. Correct, each socket connection to level one is individual to itself, and the unwatch all only unwatches the symbols on that specific connection.
Tim
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pwave
-Interested User-
Posts: 17
Joined: Feb 20, 2015
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Posted: Feb 27, 2015 10:28 AM
Msg. 3 of 7
Tim, thank you clearing my confusion on #1. While the API documents call for app to register via admin port, quite a few of the sample apps provided do not do that and on startup they simply connect to the port of interest and do whatever it is they need to do. I will take your advice on adding that registration functionality for purposes of troubleshooting issues down the line even though at the moment I do not know how that helps with troubleshooting. Regards.
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pwave
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Posts: 17
Joined: Feb 20, 2015
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Posted: Feb 27, 2015 11:40 AM
Msg. 4 of 7
I wanted to understand the clock used in the timestamps in LastTimeMS and MostRecentTradeTimeMS fields. The API documentation says "provided by excchange or 3rd party".
1. Who is the "3rd party"? Is that CTS and UTP for equities?
2. Presuming "3rd party" is CTS/UTP, there seem to be at least 3 choices for the timestamp provider: (a) exchange clock, (b) CTS/UTP clock, (c) DTN server clock. Whose clock is being used for the timestamps?
Thanks.
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Feb 27, 2015 12:45 PM
Msg. 5 of 7
It is the exchange desk that marks the time, as it is the actual time of the trade occurring. The times are not representative of the time it was broadcast to or from our servers.
All time stamps are presented in EST throughout the system.
Tim
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pwave
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Posts: 17
Joined: Feb 20, 2015
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Posted: Mar 1, 2015 12:16 PM
Msg. 6 of 7
A correction to the API spec: the description on dynamic fields sets in API help page DynamicFieldsets.html at the bottom says that fieldset customization results in response S,CURRENT UPDATE FIELDNAMES,Symbol,Last,Percent Change,Change,<CR><LF>. I am finding that this to be <LF> terminated and not <CR><LF> terminated.
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Mar 1, 2015 11:20 PM
Msg. 7 of 7
That appears consistent with what the sample apps are firing off as well. I'll look at double checking that and getting it and any other <CR> issues addressed.
Thanks.
Tim
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