Posted: Dec 16, 2013 @ 01:21 PM             Msg. 1 of 5

Hi I can request subscription data from the FAST server but updates stop after 90 seconds. I also notice that I’m not receiving Heartbeat (type 62) messages from the server. (and so not sending any back). I'm haven't changed the default heartbeat interval (set in the logon message at 30 seconds).

I'm using OpenFAST. Do I need to manually generate Heartbeat responses or re-request the data?

Message History:
I send two MarketDataRequest messages
MarketDataRequest -> {59, V, 1, 1, 1, 0, null, null, null, [ [MDEntries -> {0}] [MDEntries -> {1}] ], [ [Instruments -> {GE, 201503, null, CME, FXXXXS}] ]}
MarketDataRequest -> {59, V, 2, 0, 1, 0, null, null, null, [ [MDEntries -> {0}] [MDEntries -> {1}] ], [ [Instruments -> {GE, 201603, null, CME, FXXXXS}] ]}
And get the data returned
MarketDataSnapshotFullRefresh -> {2, W, 1, [ [MDEntries -> {0, 99.535, 2960, 20131216, 172606000, null}] [MDEntries -> {1, 99.54, 22272, null, null, null}] ]}
MarketDataSnapshotFullRefresh -> {2, W, 2, [ [MDEntries -> {0, 98.745, 7964, 20131216, 172553000, null}] [MDEntries -> {1, 98.75, 1326, null, null, null}] ]}
I cancel the second update
MarketDataRequest_Cancel -> {57, V, 2, 2}
And continue to get updates on the subscribed message
MarketDataSnapshotFullRefresh -> {2, W, 1, [ [MDEntries -> {0, 99.535, 2960, 20131216, 172606000, null}] [MDEntries -> {1, 99.54, 22205, null, null, null}] ]}
MarketDataSnapshotFullRefresh -> {2, W, 1, [ [MDEntries -> {0, 99.535, 3044, 20131216, 172606000, null}] [MDEntries -> {1, 99.54, 22205, null, null, null}] ]}
MarketDataSnapshotFullRefresh -> {2, W, 1, [ [MDEntries -> {0, 99.535, 3084, 20131216, 172606000, null}] [MDEntries -> {1, 99.54, 22205, null, null, null}] ]}
……… updates continue until ………
MarketDataSnapshotFullRefresh -> {2, W, 1, [ [MDEntries -> {0, 99.535, 2841, 20131216, 172724000, null}] [MDEntries -> {1, 99.54, 30123, null, null, null}] ]}
MarketDataSnapshotFullRefresh -> {2, W, 1, [ [MDEntries -> {0, 99.535, 2842, 20131216, 172724000, null}] [MDEntries -> {1, 99.54, 29889, null, null, null}] ]}
MarketDataSnapshotFullRefresh -> {2, W, 1, [ [MDEntries -> {0, 99.535, 2842, 20131216, 172724000, null}] [MDEntries -> {1, 99.54, 29886, null, null, null}] ]}

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Michael Hall

Posted: Dec 20, 2013 @ 05:59 PM             Msg. 2 of 5

OpenFAST doesn't have built-in support of heartbeats.

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Victor Vins
Lead Software Developer

Posted: Dec 31, 2013 @ 06:54 AM             Msg. 3 of 5

Does the test FAST API send heartbeats?

I check for them but I have never received a message of type 62 from the FAST server. My app is set up to respond to a heartbeat with a type 52 message.

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Michael Hall

Posted: Dec 31, 2013 @ 07:44 AM             Msg. 4 of 5

Correction, my app is set up to respond with a type 62 (Heartbeat) message.

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Michael Hall

Posted: Jan 03, 2014 @ 04:35 PM             Msg. 5 of 5

Hello. Our server sends heartbeat if there is no any message during heartbeat interval. Your application shouldn't wait for Heartbeat to reply to it

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Victor Vins
Lead Software Developer