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» missing .ffff in forex realtime feed
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| Author | Topic: missing .ffff in forex realtime feed (10 messages, Page 1 of 1) |
 zane -Interested User- Posts: 18 Joined: Aug 28, 2016 |
Posted: Sep 21, 2016 05:46 PM
Msg. 1 of 10
why? ;)
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006 
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Posted: Sep 22, 2016 08:51 AM
Msg. 2 of 10
Which contributor is that? I could not find anything online matching that designation.
Maybe we have it renamed to something else. Let me know and I will ask around. Tim |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Sep 22, 2016 08:56 AM
Msg. 3 of 10
Someone else was thinking that you might be asking about subseconds. So if that was the question, it is simply that the exchange does not send the time stamps with that level of precision to us, or anyone to my knowledge.
Hopefully one of the answers helps! Tim |
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zane -Interested User- Posts: 18 Joined: Aug 28, 2016 |
Posted: Sep 22, 2016 09:11 AM
Msg. 4 of 10
Tim,
Sorry, I should have given a bit more information. I'm using the FXCM forex feed. The IQFeed Watch Quote application displays time having millisecond precision, which I assume is coming from the feed and not being fabricated by the application. Zane |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Sep 22, 2016 09:24 AM
Msg. 5 of 10
Sorry, yes we have millisecond, but not microsecond.
Are you maybe not using the default protocol for your level one connection instead of a newer one? The old protocols just supported second only, that would explain why your app may not be seeing it, if that is the question? Tim |
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zane -Interested User- Posts: 18 Joined: Aug 28, 2016 |
Posted: Sep 22, 2016 09:27 AM
Msg. 6 of 10
Hi Tim,
I believe I'm correctly selecting the current protocol, the server is returning: S,CURRENT PROTOCOL,5.2, Zane |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Sep 22, 2016 09:30 AM
Msg. 7 of 10
Are you setting it for each connection?
Here are my results in a telnet to port 5009. How are yours different? S,SET PROTOCOL,5.2 S,CURRENT PROTOCOL,5.2, S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Time,Most Recent Trade Market Center,Total Volume,Bid,Bid Size,Ask,Ask Size,Open,High,Low,Close,Message Contents,Most Recent Trade Conditions wEURUSD.FXCM F,EURUSD.FXCM,4A,,,,,,,,,,,,,,,,,,,,,,FXCM EUR USD Spot,,,,,,,,,,,,,,,15,5,,,16,74,,,,,,,,,,,,,, P,EURUSD.FXCM,1.12459,1,10:29:01.808000,74,152593,1.12459,,1.12462,,1.11864,1.12572,1.11848,1.11851,Cbaohlcv,01, Q,EURUSD.FXCM,1.12459,1,10:29:02.751000,74,152594,1.12459,,1.12461,,1.11864,1.12572,1.11848,1.11851,Cba,01, Tim |
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zane -Interested User- Posts: 18 Joined: Aug 28, 2016 |
Posted: Sep 22, 2016 09:46 AM
Msg. 8 of 10
Tim,
I think we're getting to the crux of the problem. I believe the docs indicate that the protocol should be set on the admin port (9300). When, instead, I use 5009 things seem to be working differently, in a good way (iow I now see the expected resolution). Is that all there is to it? Zane |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Sep 22, 2016 10:09 AM
Msg. 9 of 10
Yes, each connection needs to have its protocol set individually. We didn't want people to have to upgrade their apps all at once, this allows people to run both protocols side by side during testing if they choose. Sorry for the confusion though in the docs. I'll take a look at them.
Tim |
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zane -Interested User- Posts: 18 Joined: Aug 28, 2016 |
Posted: Sep 22, 2016 10:12 AM
Msg. 10 of 10
Tim,
Thanks. The docs really could use some work. :) Zane |
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