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Date/Time: Sat, 23 Nov 2024 09:29:18 +0000



Post From: Sierra Fix connection

[2024-11-21 08:41:35]
Marco Tortoli - Posts: 6
Hello,
I managed, but it seems i am getting only messageType = 3 (Heartbeat) with empty body

LogonRequest:
ProtocolVersion: 8
ClientName: "MyTradingApp"

Logon response:
ProtocolVersion: 8
Result: LOGON_SUCCESS
ResultText: "Logon successful. Compression not supported."
ServerName: "SC HistoricalDataServer"
OrderCancelReplaceSupported: 1
HistoricalPriceDataSupported: 1
MarketDepthIsSupported: 1
OneHistoricalPriceDataRequestPerConnection: 1

Logon successful. Proceeding to fetch historical data...
HistoricalPriceDataRequest: Symbol: "EURUSD"
RecordInterval: INTERVAL_1_DAY
StartDateTime: 1731271135232
EndDateTime: 1732135135235
MaxDaysToReturn: 30
UseZLibCompression: 1


Debugging Output Console:

Buffer says 4316 //Holding all the data
messageType 3 // Header messageType
messageSize 4

But if i try to parse the Object, in this case the Heartbeat, is just Empty, since messageBody
contains just 0 data

Heartbeat heartbeat = Heartbeat.parseFrom(messageBody);

Debugging to see the Header i have
04 00 03 00 04 00 03 00 04 00 03 00 04 00 03 00 04........
in the MessageBody
00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 ........

It doesn't look i am receiving something described here: DTC Messages and Procedures: Historical Price Data


Please can you help me on that?