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DTC Protocol Discussion Forum


Date/Time: Mon, 28 Nov 2022 02:35:51 +0000


[Locked] - Mismatch in size of struct received over network to whats expected

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[2021-03-08 14:13:20]
User369349 - Posts: 4
Hi,

I am developing a DTC C++ client with binary encoding. Here is the sequence I have.

I send LOGON_REQUEST, get LOGON_RESPONSE back.
I send MARKET_DATA_REQUESTrequest and gotMARKET_DATA_SNAPSHOT response.


After this I expect trade and bid/ask updates and have coded the support for these structures in the client.

These are the issues I have, can you please help?

1. I am not getting any MARKET_DATA_UPDATE_TRADE type from server.
2. I do receive the type MARKET_DATA_UPDATE_TRADE_WITH_UNBUNDLED_INDICATOR_2 struct, but size coming from network is 27, where as the size for the struct defined in DTCProtocol.h is 40. I am reading the first 2 bytes for size and next 2 for type and then the data based on size.
Integer_1 is set to 0x80000 in logon request.
3. Basically I need trade updates with milliseconds timestamp after I subscribe to a symbol.

Thank you
[2021-03-22 15:18:32]
DTC Engineering - Posts: 320
1. If you are receiving this message: MARKET_DATA_UPDATE_TRADE_WITH_UNBUNDLED_INDICATOR_2, then you would not receive MARKET_DATA_UPDATE_TRADE

2. We looked into this. 27 bytes is correct:

DTC::s_MarketDataUpdateTradeWithUnbundledIndicator2 size: 27

3. Yes you have this. This structure supports a microsecond timestamp: DTC::s_MarketDataUpdateTradeWithUnbundledIndicator2
Date Time Of Last Edit: 2021-03-22 15:18:47
[2021-03-26 11:48:11]
User369349 - Posts: 4
Thanks for the reply. I am interested in getting quote and trade updates. In that case setting the Integer_1 to the following value will be sufficient? Please confirm. Thank you.

logonRequest.Integer_1 = 0x8 | 0x100000;
[2021-04-21 08:57:44]
DTC Engineering - Posts: 320
For the most up-to-date market data messages, set Integer1 in the Logon Request message with the following flags using a bitwise or operator:

DTC_LOGON_REQUEST_INTEGER_1_SUPPORT_UNBUNDLED_TRADES = 0x4
DTC_LOGON_REQUEST_INTEGER_1_USE_MARKET_DEPTH_UPDATE_FLOAT_WITH_MS_MESSAGES = 0x80
DTC_LOGON_REQUEST_INTEGER_1_SUPPORT_MARKET_DEPTH_SNAPSHOT_LEVEL_FLOAT = 0x800
DTC_LOGON_REQUEST_INTEGER_1_SUPPORT_MARKET_DATA_UPDATE_TRADE_WITH_UNBUNDLED_INDICATOR_2 = 0x80000
DTC_LOGON_REQUEST_INTEGER_1_SUPPORT_MARKET_DATA_UPDATE_BIDASK_MICROSECOND_MESSAGE = 0x100000

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