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thomasr has contributed to 1 posts out of 21196 total posts
(0.00%) in 6,666 days (0.00 posts per day).
20 Most recent posts:
I have been looking at some .NET code a customer has been using as part of a daily batch process and have been testing this with the IQFeed 4.1.1.1 client.
It was my understanding from the IQFeed documentation, that the <CR><LF>!ENDMSG!<CR><LF> message would signify an end-of-message when using the socket interface to retrieve historical data.
However - when attempting to get data for the symbol 'BUYY' - a symbol from the downloadable symbols list, the following message is returned:
!ERROR! !NONE!
!ENDMSG!
!ERROR! Invalid symbol.
!ENDMSG!
This suggests that there can be (in theory) any number of !ENDMSG! strings returned in response to a historical data lookup. The existing code used does not cater for this, and the only work arounds I can see are:
1 - Identify another 'No more data to be received' indicator (API call possibly ?)
2 - Rewrite the .NET socket client class to open and close the socket for every request (Not very efficient use of the socket interface)
3 - Use some form of timer to try and ensure that the buffer will no longer be fed data from the IQFeed client (Not very pretty way around)
The 'error' has not crept up before, so I am unclear as to whether this message format is a new addition.
Regards,
Thomas
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