dxfeed websockets API Not Respecting FEED_SETUP Message

[avil-jc01]

Hello,

I am debugging my dxfeed client, and keep running into this stubborn issue. I am unable to reproduce exactly; running the same code multiple times results in either a successful FEED_SETUP or an unsuccessful one depending on the day/hour.

I am trying to send the following FEED_SETUP message:

{'type': 'FEED_SETUP', 'channel': 1, 'acceptAggregationPeriod': 0.0, 'acceptDataFormat': 'FULL', 'acceptEventFields': {'Quote': ['eventType', 'eventSymbol', 'eventTime', 'sequence', 'timeNanoPart', 'bidTime', 'bidExchangeCode', 'bidPrice', 'bidSize', 'askTime', 'askExchangeCode', 'askPrice', 'askSize']}}

However, I keep getting back

{"type":"FEED_CONFIG","channel":1,"dataFormat":"COMPACT","aggregationPeriod":0.0}

, where acceptDataFormat is not respected. My parser is based only on the FULL dataset; COMPACT won't work for me. Why does the API not respect my FEED_SETUP message?

[avil-jc01]

I can post the full exchange if necessary - this is the version string I'm using:

"version":"1.0-1.0.0-20240320-140337"

[voros1]

I'm also getting this issue, and have no solution. Worse, I sometimes get FULL. I've been using dxlink since middle of last summer, and this issue seems new within the past couple of weeks.

[Fyzu]

Please share which endpoint do you use?

[avil-jc01]

Hi @Fyzu - happy to continue the discussion in the other issue. I have the same as the other commenter - same endpoint and everything.

[avil-jc01]

closing as dupe