I do not receive market data

amusleh
21 Feb 2022, 09:01

Hi,

Did you sent the logon message first and did you received back the response?

If you are logged on then do you receive any error message after sending the market data message?

jordigh81
22 Feb 2022, 11:33

RE:

amusleh said:

Hi,

Did you sent the logon message first and did you received back the response?

If you are logged on then do you receive any error message after sending the market data message?

Hello, thank you for your reply. Yes, I receive the loggon message, and being logged in, I do not receive any response when requesting market data.

amusleh
23 Feb 2022, 09:18

Hi,

If your message format is invalid or has some missing fields you will receive an error message back from server.

Did you received any error response after sending the request?

jordigh81
23 Feb 2022, 12:35

Hello,

I don't get any error message, but I also don't manage to send the message I want. I just send this:

ToApp: FIX.4.4:demo.ctrader.3449248->cServer

And I get response fromAdmin:

fromAdmin: FIX.4.4:demo.ctrader.3449248->cServer

I will keep trying.

jordigh81
24 Feb 2022, 11:54

I get this logon message, but I still cannot send the market data request.

toAdmin 8=FIX.4.4☺9=88☺35=A☺34=1☺49=demo.ctrader.3449248☺52=20220224-09:52:20.000☺56=cServer☺98=0☺108=30☺141=Y☺10=085☺
fromAdmin: FIX.4.4:demo.ctrader.3449248->cServer
logged in

jordigh81
24 Feb 2022, 12:31

Trying it this way, I don't even get an error message.

          message = fix44.Message()
          header = message.getHeader()
          header.setField(fix.BeginString(fix.BeginString_FIX44))
          header.setField(fix.MsgType(fix.MsgType_MarketDataRequest))
          header.setField(fix.TargetCompID("cTrader"))
          header.setField(fix.SenderCompID("demo.ctrader.3449248"))
          header.setField(fix.SenderSubID("QUOTE"))
          
          message.setField(fix.MDReqID(str(self.genReqID())))
          message.setField(fix.SubscriptionRequestType(fix.SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES))
          message.setField(fix.MDUpdateType(fix.MDUpdateType_INCREMENTAL_REFRESH))
          message.setField(fix.MarketDepth(0))
          message.setField(fix.NoRelatedSym(1))
          message.setField(fix.Symbol("EURUSD"))
          message.setField(fix.NoMDEntryTypes(1))
          message.setField(fix.MDEntryType(fix.MDEntryType_BID))
          fix.Session.sendToTarget(message, self.sessionID)

ToApp: FIX.4.4:demo.ctrader.3449248->cServer

fromAdmin: FIX.4.4:demo.ctrader.3449248->cServer

amusleh
25 Feb 2022, 09:31

Hi,

Most probably your message miss some fields, or there is something wrong with your code.

I can't help you as we don't have a Python sample for FIX right now, I tested on our .NET samples and it was working fine.

We will develop a Python sample for our FIX API very soon.

jordigh81
02 Mar 2022, 13:17

RE:

amusleh said:

Hi,

Most probably your message miss some fields, or there is something wrong with your code.

I can't help you as we don't have a Python sample for FIX right now, I tested on our .NET samples and it was working fine.

We will develop a Python sample for our FIX API very soon.

Hello again, the message I generate with my script is:

8=FIX.4.4☺9=129☺35=V☺34=2☺49=demo.ctrader.3449248☺50=QUOTE☺52=20220302-11:13:37.000☺56=CSERVER☺57=QUOTE☺55=2☺146=1☺262=1☺263=1☺264=1☺267=1☺269=0☺10=020☺

And the one that is sent is:

FIX.4.4:demo.ctrader.3449248->CSERVER.

I don't know if this can help to see what the error is, or to find out what part of the message may be missing.

Thanks.

amusleh
03 Mar 2022, 08:39

Hi,

Can you change the value of field 267 to 2? based on documentation it should be always set to 2.

We are developing now a Python package for our FIX API, it will be released soon.

jordigh81
04 Mar 2022, 11:09

RE:

amusleh said:

Hi,

Can you change the value of field 267 to 2? based on documentation it should be always set to 2.

We are developing now a Python package for our FIX API, it will be released soon.

Sorry for the delay in responding. I have tried what you indicated, but the same error persists.

This is the message that is created;

ToApp: 8=FIX.4.4☺9=129☺35=V☺34=2☺49=demo.ctrader.3449248☺50=QUOTE☺52=20220304-09:07:15.000☺56=CSERVER☺57=QUOTE☺55=2☺146=1☺262=1☺263=1☺264=1☺267=2☺269=0☺10=029☺

And this the one that is sent;

ToApp: FIX.4.4:demo.ctrader.3449248->CSERVER.

The response is;

fromAdmin: FIX.4.4.4:demo.ctrader.3449248->CSERVER

jordigh81
04 Mar 2022, 12:51

RE: RE:

jordigh81 said:

amusleh said:

Hi,

Can you change the value of field 267 to 2? based on documentation it should be always set to 2.

We are developing now a Python package for our FIX API, it will be released soon.

Sorry for the delay in responding. I have tried what you indicated, but the same error persists.

This is the message that is created;

ToApp: 8=FIX.4.4☺9=129☺35=V☺34=2☺49=demo.ctrader.3449248☺50=QUOTE☺52=20220304-09:07:15.000☺56=CSERVER☺57=QUOTE☺55=2☺146=1☺262=1☺263=1☺264=1☺267=2☺269=0☺10=029☺

And this the one that is sent;

ToApp: FIX.4.4:demo.ctrader.3449248->CSERVER.

The response is;

fromAdmin: FIX.4.4.4:demo.ctrader.3449248->CSERVER

I hadn't noticed, in the previous message I think there may be an error in the 10 CheckSum field. Could it be?

amusleh
04 Mar 2022, 15:07

Hi,

Most probably you are calculating the checksum incorrectly, that's the only reason that server is not responding at all.

We will release our Python FIX API package very soon and it has all you need, with samples.

Please wait for the release in next 1-2 weeks.