|
Re: is this a valid MAMDA update message
Hi Dmitri,
Looks like an illegal message to me – it’s trying to add an entry to a price level with zero size.
Cheers,
Frank
FRANK QUINN
Principal Engineer - EMEA
Vela Trading
Hi Dmitri,
Looks like an illegal message to me – it’s trying to add an entry to a price level with zero size.
Cheers,
Frank
FRANK QUINN
Principal Engineer - EMEA
Vela Trading
|
By
Frank Quinn <fquinn@...>
·
#1959
·
|
|
Re: discarded data dictionary request
Thanks Damian,
Yes, referring to the data dictionary file made them working, my bad, I naively trusted to the "bookticker --help" output :-/.
My focus is recap messages and how different order book
Thanks Damian,
Yes, referring to the data dictionary file made them working, my bad, I naively trusted to the "bookticker --help" output :-/.
My focus is recap messages and how different order book
|
By
Dmitri Fedorov <dfedorov.solace@...>
·
#1958
·
|
|
Re: discarded data dictionary request
From a really (really) quick glance at the source, I don’t think the BookPublisher code is handling dictionary requests itself. You can probably get ‘bookticker’ to work by using the same
From a really (really) quick glance at the source, I don’t think the BookPublisher code is handling dictionary requests itself. You can probably get ‘bookticker’ to work by using the same
|
By
Damian Maguire <dmaguire@...>
·
#1957
·
|
|
discarded data dictionary request
Hi all,
I'm testing the QPID bridge with bookpublisher and bookticker, but it seems that the dialog between them is stuck at the data dictionary request.
This is the command lines:
> bookpublisher -v
Hi all,
I'm testing the QPID bridge with bookpublisher and bookticker, but it seems that the dialog between them is stuck at the data dictionary request.
This is the command lines:
> bookpublisher -v
|
By
Dmitri Fedorov <dfedorov.solace@...>
·
#1956
·
|
|
Re: order book price level number of entries
Thank you Damian,
I don't want to bring it up just based on the code analysis.
Let's see if I'd be able to come up with a test case that demonstrates different behaviour that is triggered by this
Thank you Damian,
I don't want to bring it up just based on the code analysis.
Let's see if I'd be able to come up with a test case that demonstrates different behaviour that is triggered by this
|
By
Dmitri Fedorov <dfedorov.solace@...>
·
#1955
·
|
|
is this a valid MAMDA delete message
Hi all,
Is this a valid MAMDA delete message, please (non-relevant fields
Hi all,
Is this a valid MAMDA delete message, please (non-relevant fields
|
By
Dmitri Fedorov <dfedorov.solace@...>
·
#1954
·
|
|
is this a valid MAMDA update message
Hi all,
Is this a valid MAMDA update message, please (non-relevant fields
Hi all,
Is this a valid MAMDA update message, please (non-relevant fields
|
By
Dmitri Fedorov <dfedorov.solace@...>
·
#1953
·
|
|
Re: order book price level number of entries
Hey Dmitri,
There's probably someone who can clarify better, but I believe the difference is the 'mNumEntries' is the total number of entries which the data feed has reported is part of the book, but
Hey Dmitri,
There's probably someone who can clarify better, but I believe the difference is the 'mNumEntries' is the total number of entries which the data feed has reported is part of the book, but
|
By
Damian Maguire <damian.j.maguire@...>
·
#1952
·
|
|
order book price level number of entries
Hi,
I'm working on a performance issue with the Solace proprietary OpenMAMA bridge processing MAMDA messages and I've come across this:
void MamdaOrderBookPriceLevel::setNumEntries (mama_u32_t
Hi,
I'm working on a performance issue with the Solace proprietary OpenMAMA bridge processing MAMDA messages and I've come across this:
void MamdaOrderBookPriceLevel::setNumEntries (mama_u32_t
|
By
Dmitri Fedorov <dfedorov.solace@...>
·
#1951
·
|
|
Re: RFC for Extended MAMA Date Time
Look good for Solace.
Regards,
Dmitri Fedorov
Software Architect
Solace
Ottawa, ON Canada
Solace Corporation accepts no liability for the content of thisemail, or for the consequences of any actions
Look good for Solace.
Regards,
Dmitri Fedorov
Software Architect
Solace
Ottawa, ON Canada
Solace Corporation accepts no liability for the content of thisemail, or for the consequences of any actions
|
By
Dmitri Fedorov <dfedorov.solace@...>
·
#1950
·
|
|
Re: RFC for Extended MAMA Date Time
Hi Dmitri.
Honestly you should have reviewed it by now. The RFC review period is supposed to be 2 weeks and it has been almost a month now so it remains closed.
In saying that if you want to suggest
Hi Dmitri.
Honestly you should have reviewed it by now. The RFC review period is supposed to be 2 weeks and it has been almost a month now so it remains closed.
In saying that if you want to suggest
|
By
Frank Quinn <fquinn.ni@...>
·
#1949
·
|
|
Re: MAMDA recap message format
T
hanks Frank,
The two different recap messages are from the same subscription at different points in time.
I've looked at updates coming it, they don't look like the recap messages at all. None of
T
hanks Frank,
The two different recap messages are from the same subscription at different points in time.
I've looked at updates coming it, they don't look like the recap messages at all. None of
|
By
Dmitri Fedorov <dfedorov.solace@...>
·
#1948
·
|
|
Re: RFC for Extended MAMA Date Time
Hi Frank, can I have one more week for that please?
Regards,
Dmitri Fedorov
Software Architect
Solace
Ottawa, ON Canada
Solace Corporation accepts no liability for the content of thisemail, or for the
Hi Frank, can I have one more week for that please?
Regards,
Dmitri Fedorov
Software Architect
Solace
Ottawa, ON Canada
Solace Corporation accepts no liability for the content of thisemail, or for the
|
By
Dmitri Fedorov <dfedorov.solace@...>
·
#1947
·
|
|
Re: RFC for Extended MAMA Date Time
Hi Folks,
As there have been no changes requested for this RFC, I will now consider it closed and approved. Thank you all for your attention in reviewing this.
Cheers,
Frank
Hi Folks,
As there have been no changes requested for this RFC, I will now consider it closed and approved. Thank you all for your attention in reviewing this.
Cheers,
Frank
|
By
Frank Quinn <fquinn.ni@...>
·
#1946
·
|
|
Re: MAMDA recap message format
Hi Dmitri,
Best place to start would be for the updates coming in. Odds are you'll find these fields are getting populated from the data source containing each delta rather than from within MAMDA
Hi Dmitri,
Best place to start would be for the updates coming in. Odds are you'll find these fields are getting populated from the data source containing each delta rather than from within MAMDA
|
By
Frank Quinn <fquinn.ni@...>
·
#1945
·
|
|
MAMDA recap message format
Hi all,
I'm investigating an issue in a Solace proprietary product that uses an instance of MamdaOrderBookListener to keep track of orders and to populate recap messages.
During the investigation I've
Hi all,
I'm investigating an issue in a Solace proprietary product that uses an instance of MamdaOrderBookListener to keep track of orders and to populate recap messages.
During the investigation I've
|
By
Dmitri Fedorov <dfedorov.solace@...>
·
#1944
·
|
|
Re: RFC for Extended MAMA Date Time
Returning an error sounds fine to me.
Returning an error sounds fine to me.
|
By
Tom Doust
·
#1943
·
|
|
Re: RFC for Extended MAMA Date Time
Good question… the approach we had planned on taking was to allow accessors to be called and return an error if an extended value was requested via a function which doesn’t support extended
Good question… the approach we had planned on taking was to allow accessors to be called and return an error if an extended value was requested via a function which doesn’t support extended
|
By
Frank Quinn <fquinn@...>
·
#1942
·
|
|
Re: RFC for Extended MAMA Date Time
One question, (and I haven’t fully thought this through), is there any need to be able to determine at runtime, given a mamaDateTime object, whether it contains an extended value?
Tom
One question, (and I haven’t fully thought this through), is there any need to be able to determine at runtime, given a mamaDateTime object, whether it contains an extended value?
Tom
|
By
Tom Doust
·
#1941
·
|
|
Re: RFC for Extended MAMA Date Time
Hi,
This looks good for JPMChase, we will be able to support our securities before 1970 and far into the future.
Thanks,
Reed.
Hi,
This looks good for JPMChase, we will be able to support our securities before 1970 and far into the future.
Thanks,
Reed.
|
By
Alpert, Reed <reed.alpert@...>
·
#1940
·
|