Is the public feed on test working?

Added by Viktor about 1 year ago

Can either Nordnet or any other user confirm that the public feed is working as expected on the test environment? I get the following directly after subscribing to 'depth' on ERIC B (m: 11, i: '101')

{ main: { i: '101',
m: 11,
tick_timestamp: 1562061894312,
bid1: 89.34,
bid_volume1: 969,
bid_orders1: 4,
ask1: 89.9,
ask_volume1: 9912,
ask_orders1: 1,
bid2: 88.8,
bid_volume2: 150000,
bid_orders2: 1,
ask2: 89.98,
ask_volume2: 10000,
ask_orders2: 1,
bid3: 88.7,
bid_volume3: 13029,
bid_orders3: 1,
ask3: 0,
ask_volume3: 0,
ask_orders3: 0,
bid4: 0,
bid_volume4: 0,
bid_orders4: 0,
ask4: 0,
ask_volume4: 0,
ask_orders4: 0,
bid5: 0,
bid_volume5: 0,
bid_orders5: 0,
ask5: 0,
ask_volume5: 0,
ask_orders5: 0 },
support: {} }

The tick_timestamp is from 2'nd of July and even if I place orders at ask-prices and I can't purchase anything there when placing orders. It just doesn't feel right. The format {main: ..., support: ...} is not the specified {type: ..., data: ...} either.
Would love to hear from anyone that can confirm that the feed is either working or not working.


Replies (13)

RE: Is the public feed on test working? - Added by Nordnet_Support about 1 year ago

Could you provide a complete log of all commands sent and data received?

/H

RE: Is the public feed on test working? - Added by Mark 12 months ago

I get the same thing.
List of alle commands:
Run the python example from git
Then send this cmd: {"cmd":"subscribe", "args":{"t":"price", "i":"101", "m":11}}

Same with this cmd: {"cmd":"subscribe", "args":{"t":"depth", "i":"1158", "m":14}}

Result: {"cmd":"subscribe", "args":{"t":"price", "i":"101", "m":11}}
<< Sending cmd to feed: {'cmd': 'subscribe', 'args': {'t': 'price', 'i': '101', 'm': 11}}

JSON udpates from public feed

{
"data": {
"ask": 89.9,
"ask_volume": 9912,
"bid": 89.34,
"bid_volume": 969,
"close": 87.58,
"high": 89.34,
"i": "101",
"last": 89.34,
"last_volume": 22,
"low": 89.04,
"m": 11,
"open": 89.04,
"tick_timestamp": 1562061894312,
"trade_timestamp": 1562061894312,
"turnover": 1035175.3,
"turnover_volume": 11608,
"vwap": 89.17
},
"type": "price"
}
1562061894312 is july 2nd

RE: Is the public feed on test working? - Added by Micke 12 months ago

Same here, orders placed through REST API does not seem to get inserted in the book.
Any update on this @Nordnet Henrik?

RE: Is the public feed on test working? - Added by Micke 12 months ago

I'll add some info, since this clearly isn't working. Latest timestamp was 2:nd Juli 5 days ago (according to Marks post above). It was also 2:nd of July a month ago (Victors post), and it's still 2:nd of July today. Please reboot the system! ;-)

Steps to reproduce error that proves the price feed not working:

--- Subscribe to ERIC B
Subscribe call: {"cmd": "subscribe", "args": {"t": "price", "i": "101", "m": 11}}

Received:
b'{"type":"price","data":{"i":"101","m":11,"trade_timestamp":1562061894312,"tick_timestamp":1562061894312,"bid":89.34,"bid_volume":969,"ask":89.90,"ask_volume":9912,"close":87.58,"high":89.34,"last":89.34,"last_volume":22,"low":89.04,"open":89.04,"vwap":89.17,"turnover":1035175.30,"turnover_volume":11608}}\n'

--- Now I place a sell order from the Swagger API frontend.
--- I set the price to 89.5, which should be between current bid/ask.
--- I get the following on my private feed:
private feed:
b'{"type":"order","data":{"volume":10.0,"price":{"value":89.5,"currency":"SEK"},"volume_condition":"NORMAL","order_id":1343591,"tradable":{"market_id":11,"identifier":"101"},"validity":{"type":"DAY","valid_until":1570635300000},"accno":xxxxxxx,"side":"SELL","modified":1570611388863,"activation_condition":{"type":"NONE"},"order_state":"LOCAL","action_state":"INS_PEND"}}\n'

private feed:
b'{"type":"order","data":{"order_id":1343591,"tradable":{"market_id":11,"identifier":"101"},"accno":xxxxxxx,"modified":1570611388902,"order_state":"ON_MARKET","action_state":"INS_CONF"}}\n'

private feed:
b'{"type":"order","data":{"order_id":1343591,"tradable":{"market_id":11,"identifier":"101"},"accno":xxxxxxx,"modified":1570611388909,"traded_volume":10.0,"order_state":"DELETED","action_state":"DEL_PUSH"}}\n'

private feed:
b'{"type":"trade","data":{"accno":xxxxxxx,"order_id":1343591,"trade_id":"S65063-20191009","tradable":{"market_id":11,"identifier":"101"},"price":{"value":91.28,"currency":"SEK"},"volume":10.0,"side":"SELL","counterparty":"XCLR","tradetime":1570611388910}}\n'

--- Looks like I got filled at 91.28! Strange, since bid is 89.34 and ask is 89.90.
--- I don't get anything in my price feed, but if I unsubscribe and subscribe again I get:
Subscribe call: {"cmd": "subscribe", "args": {"t": "price", "i": "101", "m": 11}}

Received:
b'{"type":"price","data":{"i":"101","m":11,"trade_timestamp":1562061894312,"tick_timestamp":1562061894312,"bid":89.34,"bid_volume":969,"ask":89.90,"ask_volume":9912,"close":87.58,"high":89.34,"last":89.34,"last_volume":22,"low":89.04,"open":89.04,"vwap":89.17,"turnover":1035175.30,"turnover_volume":11608}}\n'

--- Huh, the trade timestamp didn't change?
--- It appears that the data that the feed pushes is separate from the paper exchange where we place our trades. Any ideas?

RE: Is the public feed on test working? - Added by Alexander 12 months ago

Same here, I also subscribed to FING B - 11:4870 - and got the same 2nd-of-July-only record:

{'cmd': 'subscribe', 'args': {'t': 'price', 'm': 11, 'i': '4870'}}
{
    "data": {
        "ask": 0.0,
        "ask_volume": 0,
        "bid": 0.0,
        "bid_volume": 0,
        "close": 12.0,
        "high": 0.0,
        "i": "4870",
        "last": 0.0,
        "last_volume": 0,
        "low": 0.0,
        "m": 11,
        "open": 0.0,
        "tick_timestamp": 1562049900010,
        "trade_timestamp": 1558915200000,
        "turnover": 0.0,
        "turnover_volume": 0,
        "vwap": 0.0
    },
    "type": "price" 
}

Unfortunately, this is blocking testing and setting up of the system before production. Can you do something with it, guys?

RE: Is the public feed on test working? - Added by Nordnet_Support 12 months ago

We known about the issue, and we are working on getting it fixed.

RE: Is the public feed on test working? - Added by Micke 11 months ago

Just checking in - any news on the problem here? It's very hard to do any testing when this is not working properly. An estimate on when it can be running again?

Thanks!

RE: Is the public feed on test working? - Added by Geir 9 months ago

Hej, det verkar fortfarande inte fungera. Någon som får det att fungera?

/BitMaestro

RE: Is the public feed on test working? - Added by Nordnet_Support 9 months ago

Hej Geir,

Vad är det du försöker göra? Och vad får du för svar?

RE: Is the public feed on test working? - Added by Bianca 9 months ago

Hey, it's still not working.

RE: Is the public feed on test working? - Added by Nordnet_Support 8 months ago

We have resolved recent issues. Please try again.

RE: Is the public feed on test working? - Added by Joacim 8 months ago

Seems like its still problems, anyone getting updates from the public feed on anything?

RE: Is the public feed on test working? - Added by Nordnet_Support 5 months ago

It might have been an issue previously. I have not managed to reproduce this.

Reply to this thread again if this is still an issue.

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