Market Data Subscription [35=V] just stops randomly

Created at 24 Sep 2019, 00:13
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WI

wiktor.kisielewski

Joined 10.09.2019

Market Data Subscription [35=V] just stops randomly
24 Sep 2019, 00:13


Hello again,

I have an issue with Market Data Subscription. Im sending a [35=V] message:

8=FIX.4.4|9=129|35=V|49=icmarkets.3540639|56=CSERVER|34=2|52=20190923-21:02:46.665|50=QUOTE|262=2|263=1|264=1|265=1|146=1|55=1|267=2|269=0|269=1|10=031

after this I do recive an expected response from server:

8=FIX.4.4|9=121|35=W|34=2|49=CSERVER|50=QUOTE|52=20190923-21:02:46.765|56=icmarkets.3540639|55=1|268=2|269=0|270=1.0993|269=1|270=1.0994|10=252

and the price subscription seems to be established, then Im reciving same messages [35=W] with price data updated. Exactly as it should be working, but after some time (like a minute or two in most cases) comes an empty response (or meybe no response at all) and everything crashes :/

What may be the problem here?

Best regards,

Wiktor


@wiktor.kisielewski
Replies

PanagiotisCharalampous
24 Sep 2019, 08:22

Hi Wiktor,

Do you send heartbeats to keep the connection alive?

Best Regards,

Panagiotis


@PanagiotisCharalampous

wiktor.kisielewski
24 Sep 2019, 08:49

RE:

Panagiotis Charalampous said:

Hi Wiktor,

Do you send heartbeats to keep the connection alive?

Best Regards,

Panagiotis

Hi,

No i do not send them, thought heartbeats are only needed in TRADE connection and unnecessary in QUOTE.

I will add them and let you know if it helped.

Thanks for the answer, btw it seems like we are the only ones posting in this FIX subforum. I appreciate your help a lot!

Wiktor


@wiktor.kisielewski

wiktor.kisielewski
24 Sep 2019, 09:26

RE:

Update:

It works now, heartbeats solved the problem.

Thanks again!


@wiktor.kisielewski