Public feed again

Added by Andreas over 7 years ago

Hi,

Our system has been running for several days without problems. But when I now restarted it we immediately started getting much less ticks on the PUBLIC feed. Look at this sample:

--> BEFORE RESTART - ROUGHLY ONE TICK PER SECOND

2011-10-04 10:28:55 - Incoming public feed of type price: {"cmd":"price","args":{"i":"120","m":11,"t":"price","trade_timestamp":"2011-10-04 10:26:30" [...]
2011-10-04 10:28:55 - Incoming public feed of type price: {"cmd":"price","args":{"i":"101","m":11,"t":"price","trade_timestamp":"2011-10-04 10:28:55" [...]
2011-10-04 10:28:56 - Incoming public feed of type price: {"cmd":"price","args":{"i":"120","m":11,"t":"price","trade_timestamp":"2011-10-04 10:26:30" [...]
2011-10-04 10:28:57 - Incoming public feed of type price: {"cmd":"price","args":{"i":"101","m":11,"t":"price","trade_timestamp":"2011-10-04 10:28:57" [...]
2011-10-04 10:28:58 - Incoming public feed of type price: {"cmd":"price","args":{"i":"101","m":11,"t":"price","trade_timestamp":"2011-10-04 10:28:58" [...]
2011-10-04 10:28:59 - Incoming public feed of type price: {"cmd":"price","args":{"i":"101","m":11,"t":"price","trade_timestamp":"2011-10-04 10:28:59" [...]
2011-10-04 10:29:01 - Incoming public feed of type price: {"cmd":"price","args":{"i":"101","m":11,"t":"price","trade_timestamp":"2011-10-04 10:29:00" [...]
2011-10-04 10:29:02 - Incoming public feed of type price: {"cmd":"price","args":{"i":"101","m":11,"t":"price","trade_timestamp":"2011-10-04 10:29:02" [...]
2011-10-04 10:29:03 - Incoming public feed of type price: {"cmd":"price","args":{"i":"101","m":11,"t":"price","trade_timestamp":"2011-10-04 10:29:03" [...]
2011-10-04 10:29:04 - Incoming public feed of type price: {"cmd":"price","args":{"i":"101","m":11,"t":"price","trade_timestamp":"2011-10-04 10:29:04" [...]
2011-10-04 10:29:05 - Incoming public feed of type price: {"cmd":"price","args":{"i":"120","m":11,"t":"price","trade_timestamp":"2011-10-04 10:26:30" [...]
2011-10-04 10:29:06 - Incoming public feed of type price: {"cmd":"price","args":{"i":"120","m":11,"t":"price","trade_timestamp":"2011-10-04 10:26:30" [...]
2011-10-04 10:29:08 - Incoming public feed of type price: {"cmd":"price","args":{"i":"120","m":11,"t":"price","trade_timestamp":"2011-10-04 10:26:30" [...]
2011-10-04 10:29:09 - Incoming public feed of type price: {"cmd":"price","args":{"i":"120","m":11,"t":"price","trade_timestamp":"2011-10-04 10:26:30" [...]

--> RESTART AT 10.34

--> AFTER RESTART - MUCH FEWER TICKS, ROUGHLY ONE EVERY 5TH SECOND

2011-10-04 10:44:00 - Incoming public feed of type price: {"cmd":"price","args":{"i":"81","m":11,"t":"price","trade_timestamp":"2011-10-04 10:42:57" [...]
2011-10-04 10:44:02 - Incoming public feed of type price: {"cmd":"price","args":{"i":"81","m":11,"t":"price","trade_timestamp":"2011-10-04 10:42:57" [...]
2011-10-04 10:44:21 - Incoming public feed of type price: {"cmd":"price","args":{"i":"81","m":11,"t":"price","trade_timestamp":"2011-10-04 10:42:57" [...]
2011-10-04 10:44:22 - Incoming public feed of type price: {"cmd":"price","args":{"i":"81","m":11,"t":"price","trade_timestamp":"2011-10-04 10:42:57" [...]

Is there any explanation to this or is it a coincidence?


Replies (2)

RE: Public feed again - Added by Nordnet Simon over 7 years ago

I think it is a coincidence. I executed a test suit in the external test system that entered one order per second in ERIC B (i:101 m:11) that test suite ended around 10:30 (it was executed 1000 times). So after that the order book in ERIC B become silent. I started one again exactly now. I should last for 1000 seconds (if I don't run into trouble or out of fake money). So you should be able to see the changes.

Except for the periods where NasdaqOMX is doing performance tests the volumes on the test markets are changing a lot.

RE: Public feed again - Added by Andreas over 7 years ago

Ok, thank you very much

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