Market Data message W received for only one symbol
Market Data message W received for only one symbol
10 Jul 2018, 12:17
Hi,
I have sent a market data subscription request message 'V' with list of 5 symbols, out of which I am receiving market data snapshot message only for one symbol.
Request message: I have highlighted the symbols part in the message.
8=FIX.4.49=16035=V34=249=fxpro.1016580252=20180710-09:09:29.68856=cServer57=QUOTE146=555=155=255=355=455=5262=MDR_2_509989390263=1264=1265=1267=2269=0269=110=121
Response message I am getting only for symbol 55=1
8=FIX.4.49=12035=W34=249=cServer50=QUOTE52=20180710-09:09:30.56856=fxpro.1016580255=1268=2269=0270=1.17176269=1270=1.1718110=173
Can you please help me identify the problem here?
Regards,
Pavan
Replies
pavan.deshpande
18 Jul 2018, 16:32
RE:
Panagiotis Charalampous said:
Hi Pavan,
Did you check if you get subsequent messages with quotes for the rest of the symbols? You should be getting one message per quote.
Best Regards,
Panagiotis
Hi,
Thanks for looking into it. But I have figured it out. After some more digging into the forum. I sent seperate market data request for each symbol and I started getting response for each of the symbol. But I am not sure why it is implementd this way, when MarketDataRequest message supports repeating group where in you can specify group of sumbols for subscription.
Regards,
Pavan
@pavan.deshpande
PanagiotisCharalampous
16 Jul 2018, 14:28
Hi Pavan,
Did you check if you get subsequent messages with quotes for the rest of the symbols? You should be getting one message per quote.
Best Regards,
Panagiotis
@PanagiotisCharalampous