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Direct MessagesDate/Time: Sat, 27 Apr 2024 12:32:45 +0000
MARKET_DEPTH_REJECT Subscribing again to market depth using a different symbol ID
View Count: 801
| [2019-10-22 23:29:55] |
| uM8137 - Posts: 180 |
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In SC 1996, over the DTC API, my DTC client is subscribing to ZTZ9-CBOT (on the rithmic data feed), and I'm getting MARKET_DEPTH_REJECT messages... even though I have the Symbol Settings for ZT?#-CBOT set to RecordMarketDepth=yes. It seems to happen every 10 minutes or so. From my dtc client's logs: 2019-10-22 18:54:08.93 -0400 EDT client sees typ=121/MARKET_DEPTH_REJECT, val='&DTC_PB.MarketDepthReject{SymbolID: 0x3, RejectText: "Subscribing again to market depth using a different symbol ID", }' 2019-10-22 19:04:08.938 -0400 EDT client sees typ=121/MARKET_DEPTH_REJECT, val='&DTC_PB.MarketDepthReject{SymbolID: 0x3, RejectText: "Subscribing again to market depth using a different symbol ID", }' 2019-10-22 19:14:09.026 -0400 EDT client sees typ=121/MARKET_DEPTH_REJECT, val='&DTC_PB.MarketDepthReject{SymbolID: 0x3, RejectText: "Subscribing again to market depth using a different symbol ID", }' Is there something I can be doing to avoid these rejects? Should I be using a different symbol for depth data, per the message? I do see depth being received. Can these be ignored? Thanks! |
| [2019-10-22 23:36:44] |
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Is not the problem obvious to you? What does the reject message indicate? It should be so obvious what the problem is. Do we really have to explain this?
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-10-22 23:36:59
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| [2019-10-23 00:04:29] |
| uM8137 - Posts: 180 |
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Please keep your manners polite and stay calm and civil. What is obvious to the developers, intimately familiar with internals, is not obvious to everyone.[1] I would not have asked if I knew the answer. The messsage, because it uses the gerand "subscribing", tells me that SierraChart is internally subscribing again to something with a different ID, which is irrelevant to me. But perhaps the message is just grammatically incorrect, and thus confusing. Is it telling me that *I* should re-subscribe with a different ID? In this case, please correct message to say "Subscribe again...", rather than "Subscribing again", which seems to convey what SC is doing. Please confirm or elaborate. It is unclear why my client's symbol ID, which is chosen by my client, could be incorrect--as this choice is supposed to be left to me for my internal reference. It is not clear why the program would care what number my client would choose. Are there particular numbers that are verboten? [1] This is a well known cognitive bias, termed "the curse of knowledge". Wikipedia defines it as, "When better-informed people find it extremely difficult to think about problems from the perspective of lesser-informed people" and cites Ackerman MS, ed. (2003). Sharing expertise beyond knowledge management (online ed.). Cambridge, Massachusetts: MIT Press. p. 7. ISBN 9780262011952. https://en.wikipedia.org/wiki/List_of_cognitive_biases Date Time Of Last Edit: 2019-10-23 00:27:06
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| [2019-10-23 22:40:49] |
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It is your DTC client which is subscribing again, using a different Symbol ID. You only need to subscribe once to the market depth data if you are not unsubscribing.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-10-23 22:41:18
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| [2019-10-29 18:41:05] |
| uM8137 - Posts: 180 |
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For anyone else in the future who gets this error: The likely issue is that you wanted a depth snapshot but were re-subscribing to depth instead. The difference is that after you are already subscribed, you want to say MarketDepthRequest{ RequestAction: SNAPSHOT, ... } rather than MarketDepthRequest{
RequestAction: SUBSCRIBE, ... } |
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