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»Forums Index »IQFeed Developer »IQFeed Developer Support »Message Content Flags
Author Topic: Message Content Flags (8 messages, Page 1 of 1)

opttrade
-Interested User-
Posts: 16
Joined: Nov 7, 2016


Posted: Nov 19, 2018 11:43 AM          Msg. 1 of 8
Hi,
could you please explain me the message content flag a little bit deeper?

As far as I understand, when subscribing a symbol I get one summary message containing all requested fields and after that I get update messages containing only fields which changed.
When I start watching a symbol I would expect that all message content flags are set in the summary message for all conditions occured in that trading session till now.
But when I start watching a symbol during a trading session which is currently running the summary message (and also not update message) does never contain an "o" flag although it contains an open.
Does the "o" really only occur when you observe the open? I also would it expect in the summary message after the open signaling there is a valid open price in the summary.

br
Erich

DTN_Steve_S
-DTN Guru-
Posts: 2062
Joined: Nov 21, 2005


Posted: Nov 19, 2018 12:39 PM          Msg. 2 of 8
Slight correction here. The existence of the field flag in the Message Contents field does not necessarily indicate a change in value, simply that it was updated (sometimes with the same value).

In your scenario (initial snapshot summary message after having just sent a watch request), I would also expect the open flag to be set if the message had an open value populated.

If you watch pre-market open when the open field is still blank, the 'o' should populate in the trade message in which the open field populates.

Can you send me an example of this not happening (I just checked a few symbols and they all have had the 'o' in the Message Contents field)?

opttrade
-Interested User-
Posts: 16
Joined: Nov 7, 2016


Posted: Nov 19, 2018 01:27 PM          Msg. 3 of 8
Hi Steve,
thanks for the reply.
I just tried AAPL and AA a minute ago. Both have only "ba" in the summary message.

opttrade
-Interested User-
Posts: 16
Joined: Nov 7, 2016


Posted: Nov 19, 2018 02:24 PM          Msg. 4 of 8
Hi Steve,
strange - did there something change on your side?
I just rerun my test and AAPL and also AA is giving me now "Cbaohlcv" in the summary as expected - Why?

br
Erich

DTN_Steve_S
-DTN Guru-
Posts: 2062
Joined: Nov 21, 2005


Posted: Nov 19, 2018 02:31 PM          Msg. 5 of 8
No, nothing changed on our side.

One possible explanation is if you were watching these symbols on another connection to the feed during the previous test and not during the current test.

The Message Contents field is populated based on the last message received from the servers.

In the scenario where one connection is already watching the symbol, and a 2nd client connects and watches the same symbol, the summary message is generated locally on your machine (cause it already has all the data there). However, the Message contents on the summary message for the 2nd client is not re-generated and instead will contain whatever the values that apply to the most recent message received from the server for that symbol (so in your example, it was a bid/ask update).

opttrade
-Interested User-
Posts: 16
Joined: Nov 7, 2016


Posted: Nov 19, 2018 02:52 PM          Msg. 6 of 8
Hi Steve,
indeed, another program was connected to the feed.

But: I've a few programs working completly independend from each other - they don't know each other and are trading different strategies on different accounts.
Each of the programs opens a connection to the IQFeed and rely on the feed!

It's absolutly inaceptable that two different connections get differnet informations because the feed client says: hey, I've sent the open information allready to the other connections and because of that I don't give you the information...

Technically this leads to absurdity of accepting multiple connections.

This information is a big surprise to me and a showstopper in using IQFeed.

Any idea how to solve?

br
Erich

DTN_Steve_S
-DTN Guru-
Posts: 2062
Joined: Nov 21, 2005


Posted: Nov 20, 2018 05:22 AM          Msg. 7 of 8
The data in the fields themselves is still correct. It's only the Message Contents field that is misleading.

As a result, the solution/work around to this issue would be to ignore the message contents field on summary messages and check the fields manually (again, this is only necessary for summary messages).

opttrade
-Interested User-
Posts: 16
Joined: Nov 7, 2016


Posted: Nov 21, 2018 06:20 AM          Msg. 8 of 8
Hi Steve,
thanks for reply.

So in summary this means:

If connected by multiple connections:
  • In summary messages the values are correct but the "message content" may be wrong / incomplete when watching the same symbol via different connections. For example: if there is a value in Open then just the "o" is missing, but the open occured.
  • In update messages all connected connections will get the same values and same correct "message content".



If so, I think I can work around this, but please take in on your roadmap for the next update

Are there any other surprises waiting for me when using multiple connections?

br
Erich
 

 

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