IQFeed vertion 4.5 has a bug using the dynamic fieldsets on
multiple sockets.

OpenSocket 1 To Level1 socket
OpenSocket 2 To Level1 socket

Set Selected Fields on Socket1
Set Selected Fields on Socket2

Msgs from socket1 are correct
Msgs from socket2 contain two messages for each update
the full update and the selected dynamic fields update.

When IQConnect receives a Summary or Fundamental message from the server, it is sent out to all clients connected. This is not new functionality.

I believe what you are seeing is a change as a result of a bug that existed in 4.4.0.3.

In 4.4.0.3, some summary messages were getting the fieldset applied to them incorrectly (Summary messages should always be a complete recordset). That bug was fixed so that now, in 4.5.0.5, every summary message is sent with the full fieldset.

When you connect a second client and issue a watch on the same symbol as you are currently watching on a previous client connection, you get a new summary and fundamental message in both windows.

subsequent messages (Update messages) should only have the correct fieldset applied to each and you should not receive duplicate messages.

Does that coincide with what you are seeing?

I'm referring to the update messages which are duplicated. One watched security on a socket gets two different Q, ... one with the dynamic field sets and the other with all fields.

I did not see the same behavior. At what point in your above description of the problem do you watch the symbols?

I watch the symbols after the dynamic fields are set. Here is some sampe code.
The rtSocket will return single Q messages while the quoteSocket will return 2
for each update.


m_rtSocket.OpenSocket( L"127.0.0.1", IQ_STREAM_PORT );
m_quoteSocket.OpenSocket( L"127.0.0.1", IQ_STREAM_PORT );

//define fields to be returned from RT sockets
m_rtSocket.m_skt.SendMsg( "S,SELECT UPDATE FIELDS,Symbol,Last,Total Volume,Incremental Volume,Last Trade Time,Last Trade Date\r\n");
m_quoteSocket.m_skt.SendMsg( "S,SELECT UPDATE FIELDS,Symbol,Last,Incremental Volume,Bid,Ask,Bid Size,Ask Size\r\n" );

m_rtSocket.m_skt.SendMsg( "w@NQH9\r\n" );
m_quoteSocket.m_skt.SendMsg( "w@NQH9\r\n" );

I can now duplicate this internally.

As a workaround until fixed, it appears that if you issue your fieldset and watch on the first socket prior to opening the second socket, that everything works as expected.

Thanks for the confirmation. I'll just live without dynamic fields on the second socket until it's fixed.

I tested the bug fix with version 4.6.0.7 but see another bug using the dynamic fieldsets.
It appears when three sockets have their dynamic fields defined, Iqconnect pops up an error dialog saying "the parameter is incorrect".

Sample code to reproduce:

m_rtSocket.OpenSocket( L"127.0.0.1", IQ_STREAM_PORT );
m_rtDSocket.OpenSocket( L"127.0.0.1", IQ_STREAM_PORT );
m_quoteSocket.OpenSocket( L"127.0.0.1", IQ_STREAM_PORT );

m_rtSocket.m_skt.SendMsg( "S,SELECT UPDATE FIELDS,Symbol,Last,Total Volume,Incremental Volume,Last Trade Time,Last Trade Date\r\n" );
m_rtDSocket.m_skt.SendMsg( "S,SELECT UPDATE FIELDS,Symbol,Last,Total Volume\r\n" );
m_quoteSocket.m_skt.SendMsg( "S,SELECT UPDATE FIELDS,Symbol,Last,Incremental Volume\r\n" );

With initial testing, I have not been able to reproduce this.

Does it happen 100% for you? Does the error pop up as soon as you send the last Select command or do you have to watch a symbol first?

It happens 100% of the time. No symbols need to be watched. The dynamic fieldsets requested have to be different on the three sockets.

Sorry for the delay Spelunk. I'm not sure what I was doing different before but I was able to duplicate this today. We are looking into this.

What is the status of this bug?

I'm using IQFeed version 4.6.0.7 with MarketDelta, and with a program I've written. My program uses the socket feed and dynamic datasets. I get a "Parameter is Incorrect" error and message box every day - the first time after the equities market opens at 9:30 that I switch the symbol on a chart in MarketDelta. I also get it at various times throughout the day when I switch symbols on a chart. When I get this error, MarketDelta stops its data feed from IQFeed, and I have to restart the feed and re-download the ticks up to that point. My program doesn't seem to be affected. But it's a really annoying problem that I sure hope gets fixed soon. It's no fun to have a bunch of charts stop working at 9:30:15, and have the charting program (MarketDelta) take 30-90 seconds to recover from the problem.

Jim

I upgraded to 4.6.1.0; same problem.

Sorry for the delay. Assuming the bug you are experiencing is the same as the issue being reported in this thread, the current status is "in development and it should be resolved in a future release. Unfortunately, I don't have more information currently.

However, the way you have described it might indicate that it is a different issue. I will try to duplicate the issue using Market Delta to see if I can confirm this.