Support Board
Date/Time: Fri, 29 Nov 2024 08:48:56 +0000
Post From: [Programming Help] Successful login and subscription to DTC, but I'm getting no data back
| [2023-02-27 17:03:27] |
| RuBYGlyPh - Posts: 8 |
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Hi. As the title states, I've successfully connected to the server via websocket, but I'm getting no data back. Symbol is 'NQH23_FUT_CME' I haven't subscribed to paid CME live data but I'm assuming that I should still be getting back delayed data. If I'm wrong about this, please let me know. request login json: {"Type": 1, "ProtocolVersion": 8, "HeartbeatIntervalInSeconds": 30, "ClientName": "Client"} subscription json: {"Type": 101, "RequestAction": 1, "SymbolID": symbol_id, "Symbol": 'NQH23_FUT_CME', "MarketDataTransmissionInterval": 0} (symbol_id = int(hashlib.sha1(symbol.encode('utf-8')).hexdigest(), 16) % 4294967295) messages I am getting: 1/ {"Type":2,"ProtocolVersion":8,"Result":1,"Integer_1":0,"MarketDepthUpdatesBestBidAndAsk":0,"TradingIsSupported":1,"OCOOrdersSupported":1,"OrderCancelReplaceSupported":1, "SecurityDefinitionsSupported":1,"HistoricalPriceDataSupported":0,"ResubscribeWhenMarketDataFeedAvailable":0,"MarketDepthIsSupported":1,"OneHistoricalPriceDataRequestPerConnection":0, "BracketOrdersSupported":1,"UsesMultiplePositionsPerSymbolAndTradeAccount":0,"MarketDataSupported":1,"ResultText":"Connected to SC DTC Protocol server. Service=scdataallservices|SymbolSettings=scdataallservices", "ReconnectAddress":"","ServerName":"SC DTC Server. Build=44963M","SymbolExchangeDelimiter":""} 2/ {"Type":104,"F":[2147483647,0,0,0,0,0,0,0,0,0,0,0,0,0,1677515711,0,0,0,0,0]} 3/ {"Type":507,"RequestID":110000000,"MinPriceIncrement":0.25,"PriceDisplayFormat":2,"CurrencyValuePerIncrement":5,"IsFinalMessage":1,"SecurityExpirationDate":1679011200,"OpenInterest":257878, "RolloverDate":1678924800,"IsDelayed":1,"Symbol":"NQH23-CME","Description":"E-MINI NASDAQ 100 FUTURES NQ Mar 2023","UnderlyingSymbol":"NQ","ExchangeSymbol":"NQH23","Currency":"USD"} 4/ {"Type":507,"RequestID":110000000,"IsFinalMessage":1,"Symbol":"NQH23_FUT_CME","Currency":""} 5/ {"Type":3,"F":[0,1677516806,0,0,0,0,1677516805752333,0,1343,0,0,2130706433]} 6/ Connection to remote host was lost. types meaning: const uint16_t LOGON_REQUEST = 1; const uint16_t LOGON_RESPONSE = 2; const uint16_t HEARTBEAT = 3; const uint16_t MARKET_DATA_REQUEST = 101; const uint16_t MARKET_DATA_SNAPSHOT = 104; const uint16_t SECURITY_DEFINITION_RESPONSE = 507; Could you please help me with what I'm doing wrong? Thank you. Date Time Of Last Edit: 2023-02-27 17:13:01
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