DTC Protocol Discussion Forum

Date/Time: Fri, 29 Nov 2024 15:54:45 +0000

Post From: Mismatch in size of struct received over network to whats expected

[2021-03-08 14:13:20] Link To Thread - Link To Post [Go To First Post]
User369349 - Posts: 4
Hi, I am developing a DTC C++ client with binary encoding. Here is the sequence I have. I send LOGON_REQUEST, get LOGON_RESPONSE back. I send MARKET_DATA_REQUESTrequest and gotMARKET_DATA_SNAPSHOT response. After this I expect trade and bid/ask updates and have coded the support for these structures in the client. These are the issues I have, can you please help? 1. I am not getting any MARKET_DATA_UPDATE_TRADE type from server. 2. I do receive the type MARKET_DATA_UPDATE_TRADE_WITH_UNBUNDLED_INDICATOR_2 struct, but size coming from network is 27, where as the size for the struct defined in DTCProtocol.h is 40. I am reading the first 2 bytes for size and next 2 for type and then the data based on size. Integer_1 is set to 0x80000 in logon request. 3. Basically I need trade updates with milliseconds timestamp after I subscribe to a symbol. Thank you