mclskan
12 Sep 2016, 11:37

Yes I thought the same Thank you very much for your assistance guys.

mclskan
12 Sep 2016, 11:33

RE: RE:

rmssf said:

mclskan said:

Is there a way I can get multiple currency data besides just one ?

 

In the same session or in separate sessions?

 

in the code I send can I somehow add new instrument there or I can copy paste and do for second instrument also?

I can probably copy paste and get the second instrument also but is there a chance with just one marketdatarequest I can get 2 instrument in one message.

mclskan
12 Sep 2016, 11:09

Is there a way I can get multiple currency data besides just one ?

mclskan
12 Sep 2016, 10:53

RE:

rmssf said:

Your code above is subscribing to market depth (full book):

MarketDepth marketDepth = new MarketDepth(0);

 

To subscribe to spot only (top of book):

MarketDepth marketDepth = new MarketDepth(1);

 

Yes now I get the spot. But maybe this error is because of fxpro I am not sure. 

Can you guys add me to skype also to communicate in detail. My skype is legand1234

Its is very hard to find people who know fix protocol.

mclskan
12 Sep 2016, 10:19

RE:

rmssf said:

I just tried using your code without any modification, it works fine and still without seeing field 272.

It must be something you have there upstream.

It seems because of weekend I didnt recieve any price data. I recieve it now but the issue is I recieve a lot of bid and ask. It is market depth probably but I didnt want that in the code as I stated.

I dont know which price is real price now.

mclskan
11 Sep 2016, 20:22

RE: RE:

   This is the request

            MDReqID mdReqID = new MDReqID("EURUSD");
            SubscriptionRequestType subType = new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES);
            MarketDepth marketDepth = new MarketDepth(0);
            QuickFix.FIX44.MarketDataRequest message = new QuickFix.FIX44.MarketDataRequest(mdReqID, subType, marketDepth);

            message.SetField(new MDUpdateType(1));
            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group1 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group1.Set(new MDEntryType('0'));
            message.AddGroup(group1);

            QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup group2 = new QuickFix.FIX44.MarketDataRequest.NoMDEntryTypesGroup();
            group2.Set(new MDEntryType('1'));
            message.AddGroup(group2);

            QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup symbolGroup = new QuickFix.FIX44.MarketDataRequest.NoRelatedSymGroup();
            symbolGroup.SetField(new Symbol("1"));
            message.AddGroup(symbolGroup);

rmssf said:

Ok you must be requesting market depth then.

But I'm not seeing field 272 in the server response in my case.

Have you already tried market spot instead of depth and is it working?

rmssf said:

You should have received MarketDataSnapshotFullRefresh (W) and not MarketDataIncrementalRefresh (X).

What subscription type have you used? It must be SNAPSHOT_PLUS_UPDATES (1).

Rui