kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004
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Posted: Jun 1, 2005 07:43 AM
Msg. 1 of 8
Using the new beta DLL. TCP/IP history requests for yesterday's minutebars. Done this morning around 0730h for top 900 naz symbols. Roughly 1/3 returned "!NONE!"+blankline+"!ENDMSG!".
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kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004
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Posted: Jun 2, 2005 07:51 AM
Msg. 2 of 8
Today, there were no "!NONE!" results to my history requests. I tried both old and new connectors.
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kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004
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Posted: Jun 7, 2005 12:54 AM
Msg. 3 of 8
This evening, around 9:30 PST, history requests for top 900 Nasdaq symbols returned 450 as !NONE!.
I used the new beta connector.
Is there something significant about the time of day that affects this? Each request was asking for 2 days of 1 minutebar data to ensure getting today's tradng data.
I reran the job 1 hour later and things worked fine.
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DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004
DTN Market Access, LLC.
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Posted: Jun 7, 2005 09:56 AM
Msg. 4 of 8
How many days of minute data did you request when you saw the problem? The !NONE! message is sent when history data was not received. Thanks!
Natalie
Natalie Hannan DTN Market Access, LLC.
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DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004
DTN Market Access, LLC.
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Posted: Jun 7, 2005 10:10 AM
Msg. 5 of 8
Sorry, I see that you are requesting 2 days of data. How long does your process take to run? Thanks!
Natalie Hannan DTN Market Access, LLC.
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kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004
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Posted: Jun 7, 2005 12:38 PM
Msg. 6 of 8
I usually ignore it while it is running, so the execution time is a guess. About 30 - 40 min.
Here's a zip file of the request commands and responses. The "CTL,.." stuff is my own control info. 64.69.78.24\tmp\h050606a.zip
Thanks for looking at this.
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DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004
DTN Market Access, LLC.
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Posted: Jun 7, 2005 04:49 PM
Msg. 7 of 8
Can you email the zip file to developer support? Thanks for your patience!
Natalie
Natalie Hannan DTN Market Access, LLC.
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kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004
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Posted: Jun 9, 2005 12:49 AM
Msg. 8 of 8
Today, at 0830pm - 0900pm PST, a minutebar history pull worked fine. It was asking for one day and got today's data (050608).
At 0930pm PST I reran the job, asking for 2 days of data and most of the symbols failed with a !NONE!. I got the same results manually from the C++ History Socket demo. I.e, asking for 2 days got nothing, but asking for 3 days got 050607 only, missing the 050608 for what is by now yesterday and of course none for 050609 which hasn't happened yet.
At 1045pm PST I reran the job again and it worked fine. It asks for 2 days and gets 050608 as expected.
So, all this looks like interference from some end-of-day processing. If you know what times to avoid, I'll follow your lead. Otherwise, trial and error will rule. ###
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