Market Data Snapshot/Full Refresh generates no response

Created at 18 Aug 2017, 02:18
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AL

ales.sobotka@gmail.com

Joined 17.08.2017

Market Data Snapshot/Full Refresh generates no response
18 Aug 2017, 02:18


Hi, 

We have the following situation:

1) We establish Logon connection (we receive confirmation)

2) Then we send Market Data Snapshot.Full Refresh yet get no response whatsoever

3) After approx 20 or so secs we get Heartbeat request so it means the communication channel is still OK

Details of the request are below:

8=FIX.4.4|9=138|35=V|34=3|49=icmarkets.3289384|50=QUOTE|52=20170817-21:27:03.885|56=CSERVER|57=QUOTE|146=1|55=1|262=1|263=1|264=1|265=1|267=2|269=0|269=1|10=098|

Any advice is much welcome ! 

Thank you in advance, Alex


@ales.sobotka@gmail.com
Replies

sand
18 Aug 2017, 03:37

The order of the tags in the message maybe a reason sometimes.
Especially the tags:
146=1|55=1|267=2|269=0|269=1
must be in that sequence, with the tags 262-265 before them.
as in the example from the manual.

I think the nearest to the tags-order of the manual's example the better.

6.3. Market Data Request
For spots
Request
8=FIX.4.4|9=131|35=V|49=theBroker.12345|56=CSERVER|34=3|52=20170117-
10:26:54|50=QUOTE|262=876316403|263=1|264=1|265=1|146=1|55=1|267=2|269=0|269=1|10=094|

https://www.spotware.com/pdf/cTraderFixApi_v2.12.pdf

If the above does not work another reason maybe that the time-stamp in tag 52 goes without milliseconds.


@sand

#EOL
18 Aug 2017, 18:34

Agree with the tag order.

Also, if you use any FIX framework, check it's log. Probably you receive Reject message that is suppressed by it.


@#EOL