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Date/Time: Mon, 20 May 2024 13:48:19 +0000



Post From: Teletrader Data issue

[2017-06-22 13:39:00]
tobi - Posts: 351
I've sent Teletrader the link to this thread. Here is their answer:
We assume the topic discussed on the forum is most likely related to the latest release of the TeleTrader Market Data Server that occurred during the weekend.

Namely, with this release, Quote response and Subscription response have been changed for some data feeds and are now sending volume fids (F_VOLUME, F_BID_VOLUME,F_ASK_VOLUME) as doubles instead of integers.

As you may or may not know, the fids in the fid list can have different types. We will never extend this list with new, unknown fid types, but it is possible that types will vary (which is what happened with the latest release over the weekend).

I would advise you check the implementation that handles the fid types on your side, as we expect this is the root of the problem.

Also note that volumes in the time series responses will never be changed, so you should not experience any issues with the historic quotes. (Judging by the comments on the forum, you already noticed that there are no issues with the historic data).

Hope this helpsā€¦ Let us know if you need additional assistanceā€¦

Is there anything further to do on my side?