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Spelunk has contributed to 6 posts out of 21195 total posts
(0.03%) in 5,562 days (0.00 posts per day).
20 Most recent posts:
It happens 100% of the time. No symbols need to be watched. The dynamic fieldsets requested have to be different on the three sockets.
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" );
Thanks for the confirmation. I'll just live without dynamic fields on the second socket until it's fixed.
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'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.
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.
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