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Date/Time: Tue, 13 Nov 2018 04:50:43 +0000


Time&Sales Window problem

Support Request:
[2017-04-14 17:36:10]
norvik - Posts: 46
Hi,

I am developing connector for SC to MoscowExchange (MOEX) with DTC protocol.

All SC windows, charts, MarketDepthWindow, TradingDOM window represent correct data from server.
T&S window is showing trades, but I can not see BestBidSize and BestAskSize, this values always are zeros, and if checked "ShowBid&AskRecords" I also can't see this records.

I sending from server to SC:
first DTC::s_MarketDepthFullUpdate20 data,
then DTC::s_MarketDepthUpdateLevel data and DTC::s_MarketDataUpdateTrade when trade event.

This is part of my log from test client I code for debugging (SC receive the same data)

Fri Apr 14 20:10:45 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57107.000000; NEW QUANTITY = 88;
Fri Apr 14 20:10:45 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57074.000000; NEW QUANTITY = 10;
Fri Apr 14 20:10:45 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 5;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57069.000000; NEW QUANTITY = 14;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 255;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 5;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57107.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 250;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57107.000000; NEW QUANTITY = 88;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 255;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 5;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57107.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 250;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57107.000000; NEW QUANTITY = 88;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 255;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57059.000000; NEW QUANTITY = 5;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57078.000000; VOLUME = 50;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57078.000000; VOLUME = 2;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57078.000000; VOLUME = 2;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57078.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57108.000000; NEW QUANTITY = 66;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57080.000000; VOLUME = 2;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57080.000000; VOLUME = 2;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57080.000000; VOLUME = 2;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57080.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57109.000000; NEW QUANTITY = 230;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57082.000000; VOLUME = 7;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57082.000000; VOLUME = 25;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57082.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57110.000000; NEW QUANTITY = 301;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57083.000000; VOLUME = 7;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57083.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57111.000000; NEW QUANTITY = 35;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57085.000000; VOLUME = 20;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57085.000000; VOLUME = 2;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57085.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57112.000000; NEW QUANTITY = 14;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57086.000000; VOLUME = 12;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57086.000000; VOLUME = 2;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57086.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57113.000000; NEW QUANTITY = 4;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57087.000000; VOLUME = 2;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57087.000000; VOLUME = 5;
Fri Apr 14 20:10:46 2017 [INFO]: BUY TRADE MESSAGE: AT_ASK;DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57087.000000; VOLUME = 2;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57087.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57114.000000; NEW QUANTITY = 14;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57049.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 81;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57088.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57049.000000; NEW QUANTITY = 2;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57060.000000; NEW QUANTITY = 41;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:46.0; PRICE = 57090.000000; NEW QUANTITY = 12;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57059.000000; NEW QUANTITY = 255;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57059.000000; NEW QUANTITY = 5;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57114.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57079.000000; NEW QUANTITY = 2;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57113.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57088.000000; NEW QUANTITY = 250;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57112.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57081.000000; NEW QUANTITY = 2;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57069.000000; NEW QUANTITY = 12;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57106.000000; NEW QUANTITY = 34;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57059.000000; NEW QUANTITY = 255;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL DELETE MESSAGE: DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57088.000000; NEW QUANTITY = 0;
Fri Apr 14 20:10:46 2017 [INFO]: AT_ASK:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE INSERT:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57112.000000; NEW QUANTITY = 14;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57075.000000; NEW QUANTITY = 30;
Fri Apr 14 20:10:46 2017 [INFO]: AT_BID:DEPTH LEVEL INSERT UPDATE MESSAGE: CASE UPDATE:DATE TIME = 2017.4.14 20:10:47.0; PRICE = 57059.000000; NEW QUANTITY = 5;


What may be the reason of such problem?
Date Time Of Last Edit: 2017-04-14 17:43:32
[2017-04-16 09:43:45]
DTC Engineering - Posts: 270
In this message:
https://dtcprotocol.org/index.php?page=doc/DTCMessages_AuthenticationConnectionMonitoringMessages.php#Messages-LOGON_RESPONSE

You need to set this to 1:
MarketDepthUpdatesBestBidAndAsk
Date Time Of Last Edit: 2017-04-16 09:45:16
[2017-04-17 06:35:32]
norvik - Posts: 46
Thaks a lot, everything works fine now!

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