There is still malformed data. One thing I forgot to mention in my earlier posts, that is the occurrence of this malformed data is noticed when subscribed to FULL (184 bytes) for many INSTRUMENTS (100-150) at once. lesser the number of subscribed S…
@sujith Another point to note to validate its not client issue is, the timestamp starts from 64th byte which is getting recognised properly, but the BuyQuantity, SellQuantity started from 24th byte position. so if it is client side problem there wil…
@sujith seems like its not an issue with the client application. I am still examining it, but just to share an intermediate update on this, I found there are malformed packets received. As you are aware, websockets are very easy part of this data st…
@sujith
Its built using C (Not C++ or C#) codes. Data streaming is okay, but somehow data being received is corrupted at some points. I mentioned the hex dump so that you could understand first 12 bytes received are completely fine, but the rest of…
I am sorry for the inconvenience, I did mention 20 bytes, its actually first 12 bytes (Token, LastPrice and LastQuantity marked in BOLD). Here is the snapshot of HEX representation of 3 consecutive packets received for the particular token. I just f…
