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» Multiple Summary Messages for Options
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| Author | Topic: Multiple Summary Messages for Options (5 messages, Page 1 of 1) |
 JDonovan -Interested User- Posts: 24 Joined: Feb 11, 2007 |
Posted: Feb 11, 2007 05:58 PM
Msg. 1 of 5
Hi there. Using version 4.2.0.7 and using only TCP/IP methods.
I am receiving 2 summary messages for option requests. The first is generally blank with the exception of the symbol and maybe 2 other fields present and the second is the message with all the information appropriately filled in. I can do this with any option, setting the interest with something like: Symbol="IBM BA"; csData.Format("w%s\n\r", Symbol); Sent=Socket->Send(csData, csData.GetLength()); I don't receive the duplicate messages with equities or indexes, just options (have not tried on futures yet). Is this a bug or does the first message have some meaning? Only have had the API for about a week now so I apologize if this has been gone over elsewhere. I saw something about it for equities, and about that being fixed but not about option requests... Thanks in advance, - Jeff |
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JDonovan -Interested User- Posts: 24 Joined: Feb 11, 2007 |
Posted: Feb 11, 2007 06:01 PM
Msg. 2 of 5
final note - This is so consistent I can easilly work around it by just capturing both summaries and thowing away the first (which is exactly what I am doing now)....just a bit of bandwidth waste if the first message doesnt mean anything.
- Jeff |
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005 
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Posted: Feb 12, 2007 08:53 AM
Msg. 3 of 5
This is definately a bug. I will look into it.
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
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Posted: Feb 14, 2007 09:33 AM
Msg. 4 of 5
Just a followup on this, this issue has been identified and will be resolved in the next version of IQFeed.
This issue does not only affect options. It can affect all data types. It is most prevelant when dealing with delayed data and/or options. There is not an external bandwith increase with this issue. The extra Summary message is being generated by IQFeed (as opposed to being sent from the server). |
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JDonovan -Interested User- Posts: 24 Joined: Feb 11, 2007 |
Posted: Feb 15, 2007 10:28 AM
Msg. 5 of 5
Great and thanks for the follow up. That makes perfect sense as I have the problems with the options, it's the one area I have set to delayed feed (i'm just a developer).
I actually did run across a situation in on of our apps that the dup message does cause problems. The solution was to properly identify the summary as invalid. The one field I found consistently missing for options is the Strike Price. If the summary is invalid (for an option quote) the Strike will be missing, otherwise it will be present. While yea, there are many other fields missing, that was the one I could see missing each and every time for options, other fields seem to be filled in randomly in the invalid summary. Anyway thanks for the note! - Jeff |
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