DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Apr 11, 2016 08:15 AM
Msg. 2 of 3
Good morning.
I tried replicating your issue, but either it is not happening for me or I am not looking in the right place.
In the 4.9 protocol I show : F,WINJ16,42,,,52515,38115,,,,,,,,,,,,,,,,,,IBOVESPA MINI STOCK INDEX APRIL 2016,,,,,,,,,,, , ,,0,0,0,,33.05,8,66,03/30/2016,01/26/2016,,,,,,04/13/2016,,,WIN, P,WINJ16,42,50995,588,0.011665047,43619,1,51145,50600,50995,51000,19,1,,,545,,201118,50600,50407,5,,50407,,0,,,,,04/11/2016,,50995,04/13/2016,,,588,0,,,5,-5,395,1,0.010687322,,0,0,2,375022,,,,,,17149,09:04:38,09:04:37,,121416,,04/08/2016,66,66,66,09:04:36,66, Q,WINJ16,42,50995,588,0.011665047,43619,1,51145,50600,50995,51000,12,4,,,545,09:04:36b,201118,50600,50407,5,,50407,,0,,,,,04/11/2016,,50995,04/13/2016,,,588,0,,,5,-5,395,1,0.010687322,,0,0,2,375022,,,,,,17149,09:04:38,09:04:38,,121416,,04/08/2016,66,66,66,09:04:36,66,
For 5.2 I get :
F,WINJ16,42,,,52515,38115,,,,,,,,,,,,,,,,,,IBOVESPA MINI STOCK INDEX APRIL 2016,,,,,,,,,,,,,,,0,0,,33.05,8,66,03/30/2016,01/26/2016,,,,,,04/13/2016,,,WIN, P,WINJ16,50995,3,09:06:05.708000,66,44193,50990,3,50995,6,50600,51145,50600,50407,ba,01, Q,WINJ16,50995,3,09:06:05.708000,66,44193,50990,6,50995,4,50600,51145,50600,50407,ba,01,
Prices with trailing zeros appear to be displaying for me as well. Q,WINJ16,51020,2,09:08:07.991000,66,46483,51015,15,51025,19,50600,51145,50600,50407,ba,01, Q,WINJ16,51100,5,09:14:09.651000,66,54591,51095,16,51105,19,50600,51145,50600,50407,v,01,
Data also appears to be there on history requests for 5.2
2016-04-11 08:00:41.863000,50600,1,911,53000,50600,326,C,66,01, 2016-04-11 08:00:41.863000,50600,1,910,53000,50600,325,C,66,01, 2016-04-11 08:00:41.863000,50600,3,909,53000,50600,324,C,66,01,
Could you maybe enable all L1 logging long enough to get me sample of what you are seeing there? Then I can try to recreate what you are doing and hopefully replicate your problem and fix it.
Tim
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