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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Level 2 returning "U" messages.
Author Topic: Level 2 returning "U" messages. (4 messages, Page 1 of 1)

MV_opt
-Interested User-
Posts: 19
Joined: Jun 3, 2020


Posted: Jul 6, 2020 03:07 AM          Msg. 1 of 4
Hi,

Just starting to look at Level 2 again and am getting "U" messages being sent through. These are not in the spec so I'm wondering if I am doing something wrong.

If I connect to MSFT this is what I get back (note that I am doing this at 4am NYC time).

I appreciate any help

MV.

U,MSFT,STXG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,WABR,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,IEXX,0.,0.,0,0,99:99:99,2020-07-02,20,52,153,99:99:99,F,F,
U,MSFT,BOSX,0.,0.,0,0,99:99:99,2020-07-02,20,52,12,99:99:99,F,F,
U,MSFT,NEED,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,SSUS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,KING,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,INTL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,RAJA,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,PUMA,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,LEHM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,BMOC,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,BATS,200.,209.75,300,100,18:00:18,2020-07-02,20,52,18,18:00:18,T,T,
U,MSFT,WEDB,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,NSDQ,209.22,209.68,47,48,04:02:22,2020-07-06,20,52,5,04:02:16,T,T,
U,MSFT,MZHO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,BARD,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,VIRT,0.,0.,0,0,99:99:99,2020-07-06,20,52,5,99:99:99,F,F,
U,MSFT,KEYB,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,DADA,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,ADAM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,SGAS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,PIPR,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,JEFF,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,GTSM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,CINN,0.,0.,0,0,99:99:99,2020-07-02,20,52,10,99:99:99,F,F,
U,MSFT,WSEA,0.,0.,0,0,99:99:99,2020-07-06,20,52,5,99:99:99,F,F,
U,MSFT,CHXE,0.,0.,0,0,99:99:99,2020-07-02,20,52,8,99:99:99,F,F,
U,MSFT,LEER,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,CSTI,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,MAXM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,STFL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,NATL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,NITE,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,CTDL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,XGWD,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,RBCM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,AMEX,0.,0.,0,0,99:99:99,2020-07-02,20,52,6,99:99:99,F,F,
U,MSFT,EDGA,0.,0.,0,0,99:99:99,2020-07-02,20,52,25,99:99:99,F,F,
U,MSFT,EDGX,206.5,206.74,500,100,19:59:40,2020-07-02,20,52,26,19:59:40,T,T,
U,MSFT,CANT,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,ETMM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,BATY,0.,0.,0,0,99:99:99,2020-07-02,20,52,28,99:99:99,F,F,
U,MSFT,MSCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,GSCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,WCHV,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,WBLR,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,VERT,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,RHCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,SPHN,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,ARCX,208.33,209.5,300,200,04:02:16,2020-07-06,20,52,11,04:02:16,T,T,
U,MSFT,SOHO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,SUFI,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,IMCC,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,JPMS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,AEXG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,FLTG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,PHLX,0.,0.,0,0,99:99:99,2020-07-02,20,52,80,99:99:99,F,F,
U,MSFT,JSSF,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,UBSS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,COWN,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,MLCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,CDRG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,TSSM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,OHOS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,ARCX,208.33,209.5,200,200,04:02:24,2020-07-06,20,52,11,04:02:24,T,T,
U,MSFT,ARCX,209.,209.5,100,200,04:02:24,2020-07-06,20,52,11,04:02:24,T,T,
U,MSFT,NSDQ,208.6,209.68,40,48,04:02:24,2020-07-06,20,52,5,04:02:16,T,T,
U,MSFT,NSDQ,209.23,209.68,47,48,04:02:24,2020-07-06,20,52,5,04:02:16,T,T,

MV_opt
-Interested User-
Posts: 19
Joined: Jun 3, 2020


Posted: Jul 6, 2020 03:08 AM          Msg. 2 of 4

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019


Posted: Jul 8, 2020 04:10 PM          Msg. 3 of 4
Most likely you are not sending an S,SET PROTOCOL. Summary messages used to be specified as "U" instead of "Z" in the default protocol of 4.9, which is the default protocol.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

MV_opt
-Interested User-
Posts: 19
Joined: Jun 3, 2020


Posted: Jul 8, 2020 05:36 PM          Msg. 4 of 4
Doh - thanks for that.
 

 

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