HDX,MQF BO,5

 
2009-02-20 23:44:22,2.10,1.68,1.68,1.97,308,0,
2009-02-19 23:44:22,2.22,1.94,2.22,1.94,176,0,
2009-02-18 23:44:22,2.36,2.09,2.12,2.09,225,0,
2009-02-17 23:44:22,2.36,2.04,2.04,2.14,298,0,
2009-02-13 23:44:22,3.20,3.10,3.20,3.19,52234,0,
!ENDMSG!,

 
2009-02-20 23:44:22,2.10,1.68,1.68,1.97,308,495,
2009-02-19 23:44:22,2.22,1.94,2.22,1.94,176,415,
2009-02-18 23:44:22,2.36,2.09,2.12,2.09,225,369,
2009-02-17 23:44:22,2.36,2.04,2.04,2.14,298,215,
2009-02-13 23:44:22,3.20,3.10,3.20,3.19,52234,2332,
!ENDMSG!,

SOS,MQF; 

SOS,MSFT; 

MQF VW 59491810 OCT 2007 P 17.5

MQF VW MSFT OCT 2007 P 17.5

ERROR! !NONE!

!ENDMSG!
!ERROR! Invalid symbol.

!ENDMSG!

ERROR! !NONE!

!ENDMSG!

• Open a socket connection to 9100


• Send a request (I used 'HD,MSFT,10;' for this case)


• Read 0 to N-1 bytes where N is the number of bytes in the response message


• Close the socket (with data still available to be read)

// Execute this code after connecting to IQConnect.exe
for(int nIndex=0; nIndex < 10; ++nIndex)
{
    ThreadLeakTest();
}

/**
 * Connects to the historical quote feed at port 9100.
 *
 * @param s     Reference to a SOCKET instance used to
 *              maintain the socket connection.
 *
 * @returns True if socket connected, False otherwise
 */
bool ConnectToHistorical(SOCKET& s)
{
    sockaddr_in addr;
    bool        bConnected = false;

    // set the address to localhost:9100
    addr.sin_family = AF_INET;                                  
    addr.sin_port = htons(9100);
    addr.sin_addr.S_un.S_addr = inet_addr("127.0.0.1");
    memset(&addr.sin_zero, 0, sizeof(addr.sin_zero));

    // connect to the server
    if (connect(s,(struct sockaddr*)&addr,sizeof(addr))==0)
    {   
        bConnected = true;
    }

    return bConnected;
}



/**
 * Opens a new socket for each history request and doesn't read all of the data
 * before closing the socket.  This tends to leave sockets open in the
 * iqconnect.exe application which shows up as an excessive number of threads
 * in the Windows task manager.
 */
void ThreadLeakTest()
{
    const size_t uTEMP_SIZE         = 1024*16;
    SOCKET       sHistoricalSocket;
    char         achTemp[uTEMP_SIZE];

    // Create a socket and attach to the historical data feed
    sHistoricalSocket = socket(AF_INET,SOCK_STREAM,0);

    if (sHistoricalSocket != INVALID_SOCKET) 
    {
        if ( !ConnectToHistorical(sHistoricalSocket) )
        {
            cerr << "Unable to connect to historical socket" << endl;
            return;
        }


        // Request data over the historical port
        strncpy(achTemp,"HD,MSFT,10;",uTEMP_SIZE);
        send(sHistoricalSocket, achTemp, strlen(achTemp), 0);

        // As of this morning at 2006-04-10 08:28, there will be 652 bytes 
        // in the response message.

        // Wait 1 second for data to come in
        Sleep(1000);

        // Retrieve up to 100 bytes of the 652-byte response
        (void)recv(sHistoricalSocket,achTemp,100,0);


        // Close the history socket
        closesocket(sHistoricalSocket);
    }
}

TX> HD,[Symbol],[Days];
RX> Time Stamp, High, Low, Open, Close, Volume, OpenInterest<CR><LF>
      . . . 
RX> Time Stamp, High, Low, Open, Close, Volume, OpenInterest<CR><LF>
<CR><LF>!ENDMSG!<CR><LF>

TX> HD,MSFT,10,[Request-Sequence];
RX> !BEGIN_MSG!  Request Sequence<CR><LF>
RX> Time Stamp, High, Low, Open, Close, Volume, OpenInterest<CR><LF>
      . . . 
RX> Time Stamp, High, Low, Open, Close, Volume, OpenInterest<CR><LF>
<CR><LF>!ENDMSG!<CR><LF>