Support Board
Date/Time: Thu, 21 Nov 2024 22:37:34 +0000
Post From: Data is not streaming real time.
| [2013-04-04 00:47:02] |
| bronsma58 - Posts: 17 |
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I just got off the phone with TT and this is the e-mail I was sent and was told to contact you guys with this information: "Thank you for calling CSC. To recap, we turned ON price logging on the Order Routing FIX Adapter that Andrew was connected to using his FIX Application. We then got Andrew to bring up new charts; CL Jun13 and HG May13. This was the output of the price loggings. Recv(04/04/2013-00:14:35.796)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=87 52=20130404-00:11:26 10=079 Send(04/04/2013-00:14:37.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=87 52=20130404-00:14:37.625 10=179 Recv(04/04/2013-00:15:05.812)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=88 52=20130404-00:11:56 10=083 Send(04/04/2013-00:15:07.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=88 52=20130404-00:15:07.625 10=178 Recv(04/04/2013-00:15:35.828)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=89 52=20130404-00:12:26 10=082 Send(04/04/2013-00:15:37.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=89 52=20130404-00:15:37.625 10=182 Recv(04/04/2013-00:16:05.828)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=90 52=20130404-00:12:56 10=077 Send(04/04/2013-00:16:07.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=90 52=20130404-00:16:07.625 10=172 Recv(04/04/2013-00:16:35.843)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=91 52=20130404-00:13:26 10=076 Send(04/04/2013-00:16:37.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=91 52=20130404-00:16:37.625 10=176 Recv(04/04/2013-00:17:05.859)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=92 52=20130404-00:13:56 10=080 Send(04/04/2013-00:17:07.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=92 52=20130404-00:17:07.625 10=175 Recv(04/04/2013-00:17:35.875)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=93 52=20130404-00:14:26 10=079 Send(04/04/2013-00:17:37.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=93 52=20130404-00:17:37.625 10=179 Recv(04/04/2013-00:18:05.890)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=94 52=20130404-00:14:56 10=083 Send(04/04/2013-00:18:07.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=94 52=20130404-00:18:07.625 10=178 Recv(04/04/2013-00:18:35.906)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=95 52=20130404-00:15:26 10=082 Send(04/04/2013-00:18:37.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=95 52=20130404-00:18:37.625 10=182 Recv(04/04/2013-00:19:05.921)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=96 52=20130404-00:15:56 10=086 Send(04/04/2013-00:19:07.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=96 52=20130404-00:19:07.625 10=181 Recv(04/04/2013-00:19:35.937)|8=FIX.4.2 9=54 35=0 49=AB0FIX 56=TT_PRICE 34=97 52=20130404-00:16:26 10=085 Send(04/04/2013-00:19:37.625)|8=FIX.4.2 9=00058 35=0 49=TT_PRICE 56=AB0FIX 34=97 52=20130404-00:19:37.625 10=185 As explained, we do not see any Market Data Requests (Tag 35=V) from the price loggings. All we saw were heartbeats (Tag 35=0). Craig has also confirmed that he has not received any reports from other traders who are actively routing orders via this FA. Andrew will be escalating this further with his FIX Application vendor. " |