How to handle MsgSecNum (tag 34) while requesting market data
How to handle MsgSecNum (tag 34) while requesting market data
19 Sep 2019, 11:19
Hello again,
Im looking for a way to menage MsgSecNum (tag 34) while requesting market data in a loop.
Im sending 35=V message and im reciving 35=W response exactly as expected, but it happens only once.
I wish to loop market data reguest every X miliseconds, and the only problem is tag 34 (it should increase every time it loops i guess). Of course I could add "1" to the prev MsgSecNum every time loop repeats itself, yet I have a feeling that this is not the best way to do it. After a long conection the value of MsgSecNum will be huge.
Should I reset MsgSecNum sometimes, if so then how often?
Maybe I should make a new connection every X loops?
Or maybe there is some smart way to do it?
Thanks in advance,
Wiktor
PanagiotisCharalampous
19 Sep 2019, 11:31
Hi Wiktor,
You can reset the sequence number whenever you want using 35=4. Check the documentation.
Best Regards,
Panagiotis
@PanagiotisCharalampous