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Date/Time: Fri, 29 Nov 2024 14:54:50 +0000

Possible issue with big values

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[2016-05-17 16:52:47] #1 [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?
0x Thank you

[2016-05-18 06:01:27] #2 [Go To First Post]
DTC Engineering - Posts: 320
These represent unset fields. Refer to: http://www.sierrachart.com/index.php?page=doc/doc_DTCMessageDocumentation.php#UnsetMessageFields http://www.sierrachart.com/index.php?page=doc/doc_DTCMessages_MarketDataMessages.php#Messages-MARKET_DATA_SNAPSHOT http://www.sierrachart.com/index.php?page=doc/doc_DTCMessages_TradingRelatedMessages.php#Messages-ORDER_UPDATE
0x Thank you

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