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Date/Time: Thu, 13 Feb 2025 22:51:41 +0000



Post From: DTC server sends unnecessary SECURITY_DEFINITION_RESPONSE messages

[2020-12-22 22:05:23]
User41727 - Posts: 124
When I am sending a MARKET_DATA_REQUEST of type "snapshot" for a valid symbol, the server first responds with a huge number of SECURITY_DEFINITION_RESPONSE messages for completely unrelated symbols, ostensibly every one that has an active RT subscription to the data service. Only afterwards does it send the correct MARKET_DATA_SNAPSHOT.

Is this the expected behaviour? Because according to the specification:

If the Client has subscribed to a valid symbol, the Server will respond immediately with a MARKET_DATA_SNAPSHOT message, providing as many of the message fields as possible.

And if this is expected, then is there a way to avoid this, as it creates huge, and entirely unnecessary, overhead?

SC version: 2208