Hello, everyone, my application encountered a strange problem on July 2nd, feed data is stopped at about 9:26 EST and re-continued at about 9:39 EST, which makes quote data of the starting 8 minutes of that market day lost.
Let me explain my application logic first. At 4:00 EST, my application will start request chain records starting with 0#UNIVERSE.NB and batch subscribe all rics from the results of the above chain records. The app will continue receive UpdateMsg until at 9:29, when it will force unsubscribe all rics and re-subscribe them again. (The app does so because of one day of last year, we subscribed .IXIC at pre-market open time but receives no data when market open. So add such force unsubscribe and re-subscribe logic). I contact the feed data team about the proble, but they found no reason.
The difference betweeen that strange day and normal day I can notice is:
On normal days, if I re-subscribe at 9:29, seen from stdout log of OnStatusMsg callback, I can found such logs:
onStatusMsg: [2020-07-09 21:29:20 240495][23779:139987978176256] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-09 21:29:22 258829][23779:139987978176256] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-09 21:29:22 685333][23779:139987978176256] Item Name: KLR_t.NB Service Name: ELEKTRON_DD Item State: Closed / Suspect / Not found / 'The record could not be found' onStatusMsg: [2020-07-09 21:29:24 277349][23779:139987978176256] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-09 21:29:26 289616][23779:139987978176256] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.'
such 'Batch request acknowledged.' messages are printed in 21:29. But on that strange day, I found such logs continues from
onStatusMsg: [2020-07-02 21:29:18 676818][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-02 21:29:20 677285][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-02 21:29:22 677726][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-02 21:29:24 677971][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-02 21:29:26 678170][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-02 21:29:28 678555][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' ... onStatusMsg: [2020-07-02 21:33:28 735769][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-02 21:33:30 736099][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-02 21:33:32 736463][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' ... onStatusMsg: [2020-07-02 21:40:41 880045][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-02 21:40:43 898048][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.' onStatusMsg: [2020-07-02 21:40:45 903138][26493:140211614574336] Service Name: ELEKTRON_DD Item State: Closed / Ok / None / 'Batch request acknowledged.'
Such acknowledge message is far more than normal days, 300 versus 5. So what's the possible reason for that quote delay ? From the acknowledge message, May I suspect the trep is too slow to respond to my subscription? Any suggestion is appreciated, thank you.
