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Date/Time: Fri, 29 Nov 2024 14:46:55 +0000

How to Post a Message for Support

Post From: DTC message responses issues

[2020-11-20 10:42:45]
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RobinhoodFR - Posts: 13
Hi guys!

I am using the DTC protocol and it is working fine. However I have some issues:

1. Fields missing in some message responses from the dtc server

For instance, when making a "SymbolsForExchangeRequest":

https://www.dtcprotocol.org/index.php?page=doc/DTCMessages_SymbolDiscoverySecurityDefinitionsMessages.php#Messages-SECURITY_DEFINITION_RESPONSE

The DTC client do not receive a complete response, that is to say, for all the fields names listed in the link above. I give you an example, with the symbol AAPL:

{"Type":507,"RequestID":3,"SecurityType":2,"MinPriceIncrement":0.009999999776482582,"PriceDisplayFormat":2,"CurrencyValuePerIncrement":0.009999999776482582,"IsFinalMessage":1,"HasMarketDepthData":0,"Symbol":"AAPL","ExchangeSymbol":"AAPL","Currency":""}

As you can see, field such as "exchange" are missing.

2. Incoherent response from the dtc server

For instance, when making an "ExchangeListRequest":

https://www.dtcprotocol.org/index.php?page=doc/DTCMessages_SymbolDiscoverySecurityDefinitionsMessages.php#Messages-EXCHANGE_LIST_REQUEST

The dtc client receive a list of exchange that I have not subscribed to, in my case, it returns: CBOT-CME-EUREX-MS_FOREX-COMEX-NYMEX (maybe delayed data included by defaut in the sc all data package?) whereas it should at least return: NYSE-NASDAQ-AMEX-BATS-CBOE

3. Incomplete message from the dtc server

I sometime receive binary messages which sometimes are not "complete". There is 2 cases. The first when I receive a part of the message that is not terminated. The second when I receive a part of the message that is not started. So encoding the message from binary to string does not lead to a full message started and terminated by "{" and "}" respectively.

For example I may receive:

{"Type":507,"RequestID":1,"MinPriceIncrement":0.00009999999747378752,"PriceDisplayFormat":5,"

And just after:

""CurrencyValuePerIncrement":0.00009999999747378752,"IsFinalMessage":0,"Symbol":"GBPCAD","Description":"British Pound / Canadian Dollar","ExchangeSymbol":"GBPCAD","Currency":"CAD"}"

Of course I can deal with that. But I want to be sure that in that case, the 2 (or maybe more?) partial successives messages are part of the same message. Could you confirm?

Thanks for your time and your answer!