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terryww2
13 Feb 2019, 09:48
With Roboforex we're experiencing also strange connection interrupts. From our logs:
1. "the telecommunication link error is detected: closed by the counterpart"
2. "Cannot logon: after sending the initial Logon message the telecommunication link error is detected (Connection reset by peer : System error code = 104"
Since we don't see this kind of disconnects with other brokers using cTrader's FIX connection, we were wondering if you can help us with the investigation.
Kind regards
@terryww2
terryww2
11 Feb 2019, 15:01
Hi,
in cTrader look for settings (usually lower left corner). There should be a section called FIX API. Click on it and you should get all the needed info. The password should be in your email. If it's not, you can just reset the FIX API password in the FIX API section in cTrader settings.
Kind regards
@terryww2
terryww2
08 Feb 2019, 21:27
Hi,
what we observe with other brokers (using the cTrader platform) is:
1. once subscribed, even if we pull the cable from the server (and force client reconnect), we observe that the stream continues with sequence numbers where left off. Perhaps our conclusion that if a server drops the connection the same would happen as if the client disconnects was not correct?
2. the connection is not closed 1x/day (as e.g. expected from classical exchanges for the "end of day procedure") - we can connect to a broker for a whole trading Week without having to reconnect i.e. having huge sequence numbers e.g. InSeqNum=201281422. Is this expected with cTrader?
So this opens a few questions about the integration with cTrader's FIX API:
Is there any trading schedule or are the markets simply open Mon 12:00AM till FR 12:00AM? When are the connections dropped/disconnected (if at all)?
Also we're not sure if this is expected behavior with Roboforex. Perhaps we were too optimistic integrating with cTrader and thinking one integration will work for multiple brokers? What differences between borkers using cTrader can we expect?
Kind regards
@terryww2
terryww2
09 Jan 2019, 11:27
Hi,
I changed the credentials, thanks for the hint! So using the example app (connecting to the SSL ports):
8=FIX.4.4|9=144|35=V|49=fxpig.1000540|56=CSERVER|57=QUOTE|50=3006156|34=3|52=20190109-09:13:39|262=EURUSD:WDqsoT|263=1|264=0|265=1|267=2|269=0|269=1|146=1|55=1|10=203|
8=FIX.4.4|9=130|35=W|34=3|49=CSERVER|50=QUOTE|52=20190109-09:13:19.917|56=fxpig.my_acc_no|57=3006156|55=1|268=2|269=0|270=1.14638|269=1|270=1.14643|10=179|
So 35=W returns only best bid/ask with volumes, not the whole orderbook.
Now if I connect to the port my broker gave me (not a SSL port), then I get 268=0 and rarely 268=2 (in the evenings CET time).
Kind regards
@terryww2
terryww2
08 Jan 2019, 19:04
Hi,
the example app is crashing all the time on me (Win10, latest VisualStudio Enterprise). On clicking the "Logon" button under "Price Stream" only the "Fix Message Send:" field gets populated. Nothing else happens after waiting for 2min. Clicking any other button after Logon, crashes the app.
In my own app I'm observing now that for 55=2 and 55=3 I get 268=2.
1. I expected the whole orderbook snapshot but only the top bid/ask prices with volume is sent. Is this expected?
1.1 If that's so how can the orderbook be reconstructed or is the quote stream just for showing activity of market participants?
2. 55=1 still returns 268=0. Any suggestions for next steps?
3. I'm going through a couple of 35=X messages and I only see new and deleted orders. Trades on the platform are not propagated?
Kind regards
@terryww2
terryww2
08 Jan 2019, 11:55
RE:
Panagiotis Charalampous said:
Hi terryww2,
Does this happen every time you sent a 35=W? Can you reproduce with the example application?
Best Regards,
Panagiotis
Hi,
thank you for the quick reply! Hm... I think you mean "Does this happen every time you sent a 35=V?" not "35=W" (based on https://www.onixs.biz/fix-dictionary/4.4/msgType_W_87.html and the example in cTraderFixApi_v2.15.1.pdf). So I expected that when I send 35=V I'd get as first response 35=W where I'd see the orderbook snapshot followed by 35=X responses. It happens every time, yes (I tried with 55=1 and 55=2).
Sorry but where can I find the example app?
Kind regards
@terryww2
terryww2
07 Jan 2019, 20:32
RE:
Hi,
I'm having the same problem (268=0) and going through the Rules of engagement, I'm stuck. I'd really appreciate any input:
OUT 20190107-17:27:02.833858000 8=FIX.4.49=13035=V49=xxx56=CSERVER34=250=Quote57=QUOTE52=20190107-17:27:02.833262=123263=1264=0267=2269=0269=1146=155=110=111
IN 20190107-17:27:02.867548300 8=FIX.4.49=9235=W34=249=CSERVER50=QUOTE52=20190107-17:27:02.893 56=xxx57=Quote55=1268=010=161
Kind regards
@terryww2
terryww2
22 Nov 2018, 10:51
Thanks for the quick reply. I can confirm - I checked the same market on the same 2 brokers with the same chart settings again and I couldn't reproduce the issue.
I wasn't aware that I had to refresh the chart. If anything similar happens again, I'll make sure to refresh it before contacting support.
Thanks!
@terryww2
terryww2
15 Feb 2019, 16:27
Do you offer any collocation serivces for institutional/professional investors? If not is there a list of servers so we could measure the latency ourselves and choose the server with the lowest? How do your other high volume clients solve this kind of issues?
@terryww2