Is the public feed on test working?

Added by Viktor 12 months 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 11 months 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 10 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 10 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 10 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 10 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 10 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 9 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 8 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 8 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 7 months ago

Hey, it's still not working.

RE: Is the public feed on test working? - Added by Nordnet_Support 7 months ago

We have resolved recent issues. Please try again.

RE: Is the public feed on test working? - Added by Joacim 7 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 4 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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