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Date/Time: Fri, 29 Nov 2024 14:53:00 +0000

Time&Sales Window problem

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[2017-04-14 17:36:10] #1 [Go To First Post]
norvik_ - Posts: 106
Hi, I am developing connector for SC to MoscowExchange (MOEX) with DTC protocol. All SC windows, charts, MarketDepthWindow, TradingDOM window represent correct data from server. T&S window is showing trades, but I can not see BestBidSize and BestAskSize, this values always are zeros, and if checked "ShowBid&AskRecords" I also can't see this records. I sending from server to SC: first DTC::s_MarketDepthFullUpdate20 data, then DTC::s_MarketDepthUpdateLevel data and DTC::s_MarketDataUpdateTrade when trade event. This is part of my log from test client I code for debugging (SC receive the same data) Fri Apr 14 20:10:45 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57107.000000; NEW QUANTITY = 88; Fri Apr 14 20:10:45 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57074.000000; NEW QUANTITY = 10; Fri Apr 14 20:10:45 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 5; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57069.000000; NEW QUANTITY = 14; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 255; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 5; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57107.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 250; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57107.000000; NEW QUANTITY = 88; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 255; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 5; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57107.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 250; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57107.000000; NEW QUANTITY = 88; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 255; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 5; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57078.000000; VOLUME = 50; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57078.000000; VOLUME = 2; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57078.000000; VOLUME = 2; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57078.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57108.000000; NEW QUANTITY = 66; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57080.000000; VOLUME = 2; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57080.000000; VOLUME = 2; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57080.000000; VOLUME = 2; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57080.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57109.000000; NEW QUANTITY = 230; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57082.000000; VOLUME = 7; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57082.000000; VOLUME = 25; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57082.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57110.000000; NEW QUANTITY = 301; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57083.000000; VOLUME = 7; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57083.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57111.000000; NEW QUANTITY = 35; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57085.000000; VOLUME = 20; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57085.000000; VOLUME = 2; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57085.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57112.000000; NEW QUANTITY = 14; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57086.000000; VOLUME = 12; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57086.000000; VOLUME = 2; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57086.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57113.000000; NEW QUANTITY = 4; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57087.000000; VOLUME = 2; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57087.000000; VOLUME = 5; Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57087.000000; VOLUME = 2; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57087.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57114.000000; NEW QUANTITY = 14; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57049.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 81; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57049.000000; NEW QUANTITY = 2; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57060.000000; NEW QUANTITY = 41; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57090.000000; NEW QUANTITY = 12; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57059.000000; NEW QUANTITY = 255; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57059.000000; NEW QUANTITY = 5; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57114.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57079.000000; NEW QUANTITY = 2; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57113.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57088.000000; NEW QUANTITY = 250; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57112.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57081.000000; NEW QUANTITY = 2; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57069.000000; NEW QUANTITY = 12; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57106.000000; NEW QUANTITY = 34; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57059.000000; NEW QUANTITY = 255; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57088.000000; NEW QUANTITY = 0; Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57112.000000; NEW QUANTITY = 14; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57075.000000; NEW QUANTITY = 30; Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57059.000000; NEW QUANTITY = 5; What may be the reason of such problem? Date Time Of Last Edit: 2017-04-14 17:43:32
0x Thank you

[2017-04-16 09:43:45] #2 [Go To First Post]
DTC Engineering - Posts: 320
In this message: https://dtcprotocol.org/index.php?page=doc/DTCMessages_AuthenticationConnectionMonitoringMessages.php#Messages-LOGON_RESPONSE You need to set this to 1: MarketDepthUpdatesBestBidAndAsk Date Time Of Last Edit: 2017-04-16 09:45:16
1x Thank you

[2017-04-17 06:35:32] #3 [Go To First Post]
norvik_ - Posts: 106
Thaks a lot, everything works fine now!
0x Thank you

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