DTC Protocol Discussion Forum

Date/Time: Fri, 29 Nov 2024 16:28:34 +0000

Post From: Possible issue with big values

[2016-05-17 16:52:47] Link To Thread - Link To Post [Go To First Post]
onnb - Posts: 662
Context Latest SC 1414 CQG FIX with AMP SC being used as a server Symbols in test, AUDUSD, USDCAD, ZB, CL, ES We are experiencing bad data coming from some of the messages. This does not happen all the time but it does happen often enough. See image from our log below. You will see that the value for LastTradePrice is very big. This also happens with OrderUpdate events in the fields LastFillQuantity, RemainingQuantity and others. See screenshot from our log where we printed the value we received https://dl.dropboxusercontent.com/u/9913454/tmp/dtc-bad-data-message.png We are still investigating on our end, but thought to ask if you have you ever encountered something like this?