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»Forums Index »IQFeed Developer »IQFeed Developer Support »SELECT UPDATE FIELDS
Author Topic: SELECT UPDATE FIELDS (7 messages, Page 1 of 1)

ericm
-DTN Evangelist-
Posts: 145
Joined: Mar 31, 2008


Posted: Apr 4, 2013 09:53 AM          Msg. 1 of 7
I am testing some new software on 5.0.0.9 and am having some problems with selecting the fields for P and Q records. I send the following command:

"S,SELECT UPDATE FIELDS,Symbol,Change,Total Volume,High,Low,Bid,Ask,Bid Size,Ask Size,Open Interest,Open,Delay,Last Trade Date,Market Open,TickID,Most Recent Trade,Most Recent Trade Size,Most Recent Trade TimeMS,Most Recent Trade Conditions,Message Contents,\r\n"

and get the following response:

"S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade TimeMS,Most Recent Trade Market Center,Total Volume,Bid,Bid Size,Ask,Ask Size,Open,High,Low,Close,Message Contents,Most Recent Trade Conditions"

1. Note that the following fields requested are not received:
Change, Open Interest, Delay, Last Trade Date, Market Open, and TickID.

2. The following fields were received but not requested:
Most Recent Trade Market Center, Close.

3. The fieldnames are in a different order from that requested.

My old software (running concurrently) uses 4.9 and is working correctly. Any ideas about where I might start looking for problems?

Eric

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Apr 4, 2013 10:18 AM          Msg. 2 of 7
Eric, when switching to protocol 5.0, the default fieldset you are using automatically changes and you get a S,CURRENT UPDATE FIELDNAMES message indicating the new default fieldset (which is the one you are saying you are getting as a response to your request).

So, if you are sending the following:

S,SET PROTOCOL,5.0\r\n
S,SELECT UPDATE FIELDS,Symbol,Change,Total Volume,High,Low,Bid,Ask,Bid Size,Ask Size,Open Interest,Open,Delay,Last Trade Date,Market Open,TickID,Most Recent Trade,Most Recent Trade Size,Most Recent Trade TimeMS,Most Recent Trade Conditions,Message Contents,\r\n

you can expect the following responses:

S,CURRENT PROTOCOL,5.0\n
S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade TimeMS,Most Recent Trade Market Center,Total Volume,Bid,Bid Size,Ask,Ask Size,Open,High,Low,Close,Message Contents,Most Recent Trade Conditions\n
S,CURRENT UPDATE FIELDNAMES,Symbol,Change,Total Volume,High,Low,Bid,Ask,Bid Size,Ask Size,Open Interest,Open,Delay,Last Trade Date,Market Open,TickID,Most Recent Trade,Most Recent Trade Size,Most Recent Trade TimeMS,Most Recent Trade Conditions,Message Contents,\n

My guess is that you are processing the first one and ignoring the second one (which is the one that will be using.

ericm
-DTN Evangelist-
Posts: 145
Joined: Mar 31, 2008


Posted: Apr 4, 2013 10:24 AM          Msg. 3 of 7
You are correct. Thanks, Eric

Eric

XoCe
-Interested User-
Posts: 9
Joined: Sep 19, 2013


Posted: Nov 19, 2013 12:59 PM          Msg. 4 of 7
Do I understand right, that one "S,CURRENT UPDATE FIELDNAMES" message is sent always, regardless of anything?
And if I want to send "S,SELECT UPDATE FIELDS" command I need to skip the first response and to process the second one only?

There is nothing about the first "S,CURRENT UPDATE FIELDNAMES" message in the documentation...

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 19, 2013 01:17 PM          Msg. 5 of 7
There are a couple of pages that help define the update messages. You may have an older copy of the documentation causing their omission, but they are also found at;

http://www.iqfeed.net/dev/api/docs/Level1viaTCPIP.cfm
http://www.iqfeed.net/dev/api/docs/DynamicFieldsets.cfm

S,CURRENT UPDATE FIELDNAMES,.... is sent when a protocol is changed and when a update fields command is issued. So the first will be from setting the protocol, where it goes to the 5.x default set, the second return is from your requested set of fields.

Tim

XoCe
-Interested User-
Posts: 9
Joined: Sep 19, 2013


Posted: Nov 19, 2013 02:43 PM          Msg. 6 of 7
Tim,
Thank you for your answer, now it's clear.

But if to be honest, I can't find no word about the case you have specified, that "S,CURRENT UPDATE FIELDNAMES,.... is sent when a protocol is changed". I have checked both of the links you have mentioned.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 19, 2013 02:48 PM          Msg. 7 of 7
I'll get an update made to the SET PROTOCOL documentation, thanks for letting us know.

Tim
 

 

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