API 4.2.2.16. Получение данных для @ES#@CMEMINI. StockSharp

API 4.2.2.16. Получение данных для @ES#@CMEMINI

3/7/2014

vk37

События Connector.SecuritiesChanged и Connector.NewTrades для этого инструмента не срабатывают. Для других инструментов (INDU.X@DJ, DAX.X@EUREX, XG#@EUREX, например) работают нормально. Предполагаю, что из-за наличия символа @ в коде инструмента. Пробовал задавать SecurityIdGenerator таким образом:

Code

    using StockSharp.Algo;
    using StockSharp.BusinessEntities;

    public class IqFeedSecurityIdGenerator : SecurityIdGenerator
    {
        public override string GenerateId(string secCode, ExchangeBoard board)
        {
            // генерация идентификатора вида CODE--BOARD 
            return secCode + "--" + board.Code;
        }
    }

Результат не изменился: события не срабатывают. Данные от IQ, судя по логам, приходят:

Code

2014-03-07 11:52:23,705 [23] INFO  - Подключение
2014-03-07 11:52:23,790 [31] INFO  - 00:00:00.000 | IQFeedTrader    | Connect
2014-03-07 11:52:25,336 [31] DEBUG - 00:00:00.000 | IQFeedTrader    | BP:Connect,T=2014.03.07 11:52:24.960,Error=
2014-03-07 11:52:25,336 [31] INFO  - 11:52:24.960 | IQFeedTrader    | StartExport
2014-03-07 11:52:25,336 [31] INFO  - 11:52:24.988 | LookupFeed      | Request: S,SET PROTOCOL,5.0
2014-03-07 11:52:25,336 [31] INFO  - 11:52:24.989 | Level1Feed      | Request: S,SET PROTOCOL,5.0
2014-03-07 11:52:25,336 [31] INFO  - 11:52:25.010 | Level2Feed      | Request: S,SET PROTOCOL,5.0
2014-03-07 11:52:25,336 [31] INFO  - 11:52:25.011 | Level1Feed      | Request: S,SELECT UPDATE FIELDS,Symbol,Exchange ID,Last Market Center,Bid Market Center,Ask Market Center,Open Interest,Open,High,Low,Close,Bid,Bid TimeMS,Bid Size,Ask,Ask TimeMS,Ask Size,TickID,Last Trade Date,Last TimeMS,Last,Last Size,Total Volume,Number of Trades Today,VWAP,Decimal Precision,Market Open,Message Contents
2014-03-07 11:52:25,336 [31] INFO  - 11:52:25.015 | LookupFeed      | Request: SLM
2014-03-07 11:52:25,336 [31] DEBUG - 11:52:25.017 | IQFeedMarketDataMessageAdapter | S,KEY,99999
2014-03-07 11:52:25,336 [31] DEBUG - 11:52:25.017 | IQFeedMarketDataMessageAdapter | E,Account not authorized for Level II,
2014-03-07 11:52:25,336 [31] DEBUG - 11:52:25.017 | IQFeedMarketDataMessageAdapter | S,CURRENT PROTOCOL,5.0
2014-03-07 11:52:25,337 [31] DEBUG - 11:52:24.960 | IQFeedTrader    | BP:MarketDataError,T=2014.03.07 11:52:25.024,Error=Account not authorized for Level II
2014-03-07 11:52:25,337 [31] DEBUG - 11:52:25.025 | IQFeedMarketDataMessageAdapter | S,CURRENT PROTOCOL,5.0,
2014-03-07 11:52:25,337 [31] ERROR - 11:52:25.024 | IQFeedTrader    | System.InvalidOperationException: Account not authorized for Level II
2014-03-07 11:52:25,338 [31] DEBUG - 11:52:25.031 | IQFeedMarketDataMessageAdapter | S,SERVER CONNECTED
2014-03-07 11:52:25,338 [31] DEBUG - 11:52:25.031 | IQFeedMarketDataMessageAdapter | S,IP,66.112.156.181 60004,66.112.156.218 60002,66.112.156.210 60009,66.112.156.210 60001,66.112.156.213 60005,66.112.156.213 60012,66.112.156.200 60003,66.112.156.209 60015,66.112.156.218 60050,66.112.156.210 60014,66.112.156.211 60016,66.112.156.209 60018
2014-03-07 11:52:25,338 [31] DEBUG - 11:52:25.031 | IQFeedMarketDataMessageAdapter | S,CUST,real_time,66.112.156.115,60007,U3727bqLB,5.1.0.3,0, RUSSFL NYMEX EUREXNDX EUREX CME-LTD CBOENDX DJNDX ,,500,QT_API,,
2014-03-07 11:52:25,338 [31] DEBUG - 11:52:25.031 | IQFeedMarketDataMessageAdapter | S,CURRENT PROTOCOL,5.0,
2014-03-07 11:52:25,338 [31] DEBUG - 11:52:25.031 | IQFeedMarketDataMessageAdapter | S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade TimeMS,Most Recent Trade Market Center,Total Volume,Bid,Bid Size,Ask,Ask Size,Open,High,Low,Close,Message Contents,Most Recent Trade Conditions
2014-03-07 11:52:25,338 [31] DEBUG - 11:52:25.031 | IQFeedMarketDataMessageAdapter | S,CURRENT UPDATE FIELDNAMES,Symbol,Exchange ID,Last Market Center,Bid Market Center,Ask Market Center,Open Interest,Open,High,Low,Close,Bid,Bid TimeMS,Bid Size,Ask,Ask TimeMS,Ask Size,TickID,Last Trade Date,Last TimeMS,Last,Last Size,Total Volume,Number of Trades Today,VWAP,Decimal Precision,Market Open,Message Contents
2014-03-07 11:52:25,338 [31] DEBUG - 11:52:25.031 | IQFeedMarketDataMessageAdapter | 1,NGM,Nasdaq Global Market,
2014-03-07 11:52:25,338 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 2,NCM,National Capital Market,
2014-03-07 11:52:25,338 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 3,OTC,Nasdaq other OTC,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 4,OTCBB,Nasdaq OTC Bulletin Board,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 5,NASDAQ,Nasdaq,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 6,NYSE_MKT,NYSE MKT (Equities and Bonds),
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 7,NYSE,New York Stock Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 8,CHX,Chicago Stock Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 9,PHLX,Philadelphia Stock Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 10,NSX,National Stock Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 11,NYSE_ARCA,NYSE Archipelago,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 12,BX,Boston Stock Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 13,CBOE,Chicago Board Options Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 14,OPRA,OPRA System,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 15,NASD_ADF,Nasdaq Alternate Display facility,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 16,ISE,International Stock Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 17,BOX,Boston Options Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 18,BATS,Better Alternative Trading System,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 19,NTRF,Nasdaq Trade Reporting Facility,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 20,PBOT,Philadelphia Board Of Trade,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 21,NGSM,Nasdaq Global Select Market,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 22,CANTOR,Cantor Fitzgerald Exchange Treasury Funds,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 23,C2,CBOE C2 Options Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 24,NYSE_TRF,NYSE Trade Reporting Facility,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 25,EDGA,Direct Edge A,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 26,EDGX,Direct Edge X,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 27,DTN,DTN,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 28,BYX,BATS Y Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 29,RUSSELL-FL,Russell Investments (Fee-Liable),
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 30,CBOT,Chicago Board Of Trade,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 31,DJ,Dow Jones (CBOT),
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 32,CFE,CBOE Futures Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 33,KCBOT,Kansas City Board Of Trade,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 34,CME,Chicago Mercantile Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 35,MGE,Minneapolis Grain Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 36,NYMEX,New York Mercantile Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 37,COMEX,Commodities Exchange Center,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 38,ICEFU,International Commodities Exchange Futures US,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 39,NYLUS,NYSE LIFFE US,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 40,CME-FL,CME Indexes (Fee Liable),
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 42,CBOTMINI,Chicago Board Of Trade Mini Sized Contracts,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 43,CMEMINI,Chicago Mercantile Exchange Mini Sized Contracts,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 44,USFE,US Futures Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 45,NYMEXMINI,Commodities Exchange Center Mini Sized Contracts,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 46,GREENX,The Green Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 47,CLEARPORT,New York Mercantile Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 48,COMEXMINI,New York Mercantile Exchange Mini Sized Contracts,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 50,TSE,Toronto Stock Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 51,MSE,Montreal Stock Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 52,CVE,Canadian Venture Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 53,WSE,Winnipeg Stock Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 54,ICEFC,International Commodities Exchange Futures Canada,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 55,MX,Montreal Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 60,MDEX,Bursa Malaysia Derivatives,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 61,ICEFI,International Commodities Exchange Futures Derivatives,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 62,LME,London Metals Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 63,ICEFE,International Commodities Exchange Futures Europe,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 64,ASXCM,ASX24 Commodities Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 65,DME,Dubai Mercantile Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 66,BMF,Brazilian Mercantile & Future Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 67,SGX,Singapore International Monetary Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 68,EUREX,European Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 69,NYLED,NYSE LIFFE Equity and Index Derivatives,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 70,NYLID,NYSE LIFFE Interest Rate Derivatives,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 71,NYLCD,NYSE LIFFE Commodities,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 72,TULLETT,Tullett Liberty (Forex),
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 73,BARCLAYS,Barclays Bank (Forex),
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 74,FXCM,Forex Capital Markets,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 75,WTB,Warenterminborse Hannover,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 76,MGKB,MGE-KCBOT (InterCommodity Spreads),
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 77,MGCB,MGE-CBOT (InterCommodity Spreads),
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 78,TENFORE,Tenfore Systems,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 79,NYDME,NYMEX-DME (InterCommodity Spreads),
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 80,PSX,Philadelphia Stock Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 81,TGE,Tokyo Grain Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 82,TOCOM,Tokyo Commodities Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 83,SAFEX,South African Futures Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 84,EEXP,European Energy Exchange - Power,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 85,EEXN,European Energy Exchange - Natural Gas,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 86,EEXE,European Energy Exchange - Emission Rights,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 87,EEXC,European Energy Exchange - Coal,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 88,MIAX,Miami International Securities Exchange,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 89,KBCB,KCBOT-CBOT (InterCommodity Spreads),
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 90,PK_SHEETS,Pink Sheets - No Tier,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 91,PK_QXPREM,Pink Sheets - OTCQX - PremierQX Tier,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 92,PK_QXPRIME,Pink Sheets - OTCQX - PrimeQX Tier,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 93,PK_IQXPREM,Pink Sheets - OTCQX - International PremierQX Tier,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 94,PK_IQXPRIME,Pink Sheets - OTCQX - International PrimeQX Tier,
2014-03-07 11:52:25,339 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 95,PK_OTCQB,Pink Sheets - OTCBB Pink Sheets dually Quoted Tier,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 96,PK_BBONLY,Pink Sheets - OTCBB Only Tier,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 97,PK_CURRENT,Pink Sheets - Current Tier,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.035 | IQFeedMarketDataMessageAdapter | 98,PK_LIMITED,Pink Sheets - Limited Tier,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 99,PK_NOINFO,Pink Sheets - No Information Tier,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 100,PK_GREY,Pink Sheets - Grey Market Tier,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 101,PK_YL_SHEETS,Yellow Sheets,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 102,PK_PR_SHEETS,Partner Sheets,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 103,PK_GL_SHEETS,Global Sheets,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 104,PK_NYSE,Pink Sheets - NYSE Listed,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 105,PK_NASDAQ,Pink Sheets - NASDAQ Listed,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 106,PK_NYSE_AMEX,Pink Sheets - NYSE AMEX Listed,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 107,PK_ARCA,Pink Sheets - ARCA Listed,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 108,NYSE_AMEX,NYSE AMEX Options Exchange,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 109,GLOBEX_RT,CME GLOBEX Group Authorization,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 110,CME_GBX,Chicago Mercantile Exchange (GLOBEX),
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 111,CBOT_GBX,Chicago Board Of Trade (GLOBEX),
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 112,NYMEX_GBX,New York Mercantile Exchange (GLOBEX),
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 113,COMEX_GBX,Commodities Exchange Center (GLOBEX),
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 114,DME_GBX,Dubai Mercantile Exchange (GLOBEX),
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 115,RUSSELL,Russell Investments,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 116,BZX,BATS Z Exchange,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 117,CFTC,US Commodity Futures Trading Commission,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 118,USDA,US Department of Agriculture,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 119,WASDE,World Supply and Demand Estimates Report,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 120,GRNST,Grain Stock Report,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 121,GEMINI,ISE Gemini Options Exchange,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 122,ARGUS,Argus Energy,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 123,RACKS,Racks Energy,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 124,SNL,SNL Energy,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 125,RFSPOT,Refined Fuels Spots Exchange,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 126,EOXNGF,EOX Live Natural Gas Forward Curve,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 127,EOXPWF,EOX Live Power Forward Curve,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | 128,EOXCOR,EOX Live Correlations,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.036 | IQFeedMarketDataMessageAdapter | !ENDMSG!,
2014-03-07 11:52:25,340 [31] INFO  - 11:52:25.040 | LookupFeed      | Request: SST
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.040 | IQFeedMarketDataMessageAdapter | 1,EQUITY,Equity,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.044 | IQFeedMarketDataMessageAdapter | 2,IEOPTION,Index/Equity Option,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.044 | IQFeedMarketDataMessageAdapter | 3,MUTUAL,Mutual Fund,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.044 | IQFeedMarketDataMessageAdapter | 4,MONEY,Money Market Fund,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 5,BONDS,Bond,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 6,INDEX,Index,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 7,MKTSTATS,Market Statistic,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 8,FUTURE,Future,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 9,FOPTION,Future Option,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 10,SPREAD,Future Spread,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 11,SPOT,Spot,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 12,FORWARD,Forward,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 13,CALC,DTN Calculated Statistic,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 16,FOREX,Foreign Monetary Exchange,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 17,ARGUS,Argus Energy,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 18,PRECMTL,Precious Metals,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 19,RACKS,Racks Energy,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 20,RFSPOT,Refined Fuel Spot,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 21,ICSPREAD,Inter-Commodity Future Spread,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 22,STRATSPREAD,Strategy Spread,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 23,TREASURIES,Treasuries,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 24,SWAPS,Interest Rate Swap,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 25,MKTRPT,Market Reports,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 26,SNL_NG,SNL Natural Gas,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | 27,SNL_ELEC,SNL Electricity,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.045 | IQFeedMarketDataMessageAdapter | !ENDMSG!,
2014-03-07 11:52:25,340 [31] DEBUG - 11:52:25.024 | IQFeedTrader    | BP:Connect,T=2014.03.07 11:52:25.045,Error=
2014-03-07 11:52:25,577 [23] INFO  - Запуск SaveManager
2014-03-07 11:52:25,810 [23] INFO  - 11:52:25.597 | LookupFeed      | Request: SBF,s,@ES#,t,1 8 11,#42742359#
2014-03-07 11:52:25,810 [23] DEBUG - 11:52:25.646 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:27
2014-03-07 11:52:26,319 [23] DEBUG - 11:52:26.072 | IQFeedMarketDataMessageAdapter | #42742359#,@ES#,43,8,E-MINI S&P 500 MARCH 2014,
2014-03-07 11:52:26,320 [23] DEBUG - 11:52:25.045 | IQFeedTrader    | BP:Security,T=2014.03.07 11:52:26.078,Sec=S#:@ES#@CMEMINI, Native:
2014-03-07 11:52:26,320 [23] DEBUG - 11:52:26.089 | IQFeedMarketDataMessageAdapter | #42742359#,!ENDMSG!,
2014-03-07 11:52:26,320 [23] DEBUG - 11:52:26.078 | IQFeedTrader    | BP:SecurityLookupResult,T=2014.03.07 11:52:26.091,Orig=42742359
2014-03-07 11:52:26,320 [23] DEBUG - 11:52:26.091 | IQFeedTrader    | BP:SecurityLookupResult,T=2014.03.07 11:52:26.251,Orig=42742360
2014-03-07 11:52:26,320 [23] DEBUG - 11:52:26.251 | IQFeedTrader    | BP:SecurityLookupResult,T=2014.03.07 11:52:26.251,Orig=42742361
2014-03-07 11:52:26,321 [23] INFO  - 11:52:26.257 | Level1Feed      | Request: w@ES#
2014-03-07 11:52:26,321 [23] INFO  - 11:52:26.258 | Level1Feed      | Request: w@ES#
2014-03-07 11:52:26,322 [23] DEBUG - 11:52:26.251 | IQFeedTrader    | BP:MarketData,T=2014.03.07 11:52:26.258,Sec=S#:@ES#@CMEMINI, Native:,Types=Level1,IsSubscribe=True,TransId=0,OrigId=0
2014-03-07 11:52:26,322 [23] INFO  - 11:52:26.258 | IQFeedTrader    | Инструмент @ES#@CMEMINI зарегистрирован на получение рыночных данных для Level1.
2014-03-07 11:52:26,322 [23] DEBUG - 11:52:26.258 | IQFeedTrader    | BP:MarketData,T=2014.03.07 11:52:26.258,Sec=S#:@ES#@CMEMINI, Native:,Types=Trades,IsSubscribe=True,TransId=0,OrigId=0
2014-03-07 11:52:26,322 [23] INFO  - 11:52:26.258 | IQFeedTrader    | Инструмент @ES#@CMEMINI зарегистрирован на получение рыночных данных для Trades.
2014-03-07 11:52:26,820 [25] DEBUG - 11:52:26.510 | IQFeedMarketDataMessageAdapter | F,@ES#,22,,,1881.00,1511.50,,,,,,,,,,,,,,,,,,E-MINI S&P 500 MARCH 2014,,,,,,,,,,, , ,,0,12,2,,11.04,8,43,03/06/2014,03/18/2013,,,,,,03/21/2014,,,ES,
2014-03-07 11:52:26,820 [25] DEBUG - 11:52:26.510 | IQFeedMarketDataMessageAdapter | P,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:25.638,11,1879.00,02:52:25.638,274,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,Cbasohlc,
2014-03-07 11:52:26,820 [25] DEBUG - 11:52:26.669 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:28
2014-03-07 11:52:27,833 [23] DEBUG - 11:52:27.660 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:29
2014-03-07 11:52:28,834 [35] DEBUG - 11:52:28.644 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:30
2014-03-07 11:52:29,854 [24] DEBUG - 11:52:29.647 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:31
2014-03-07 11:52:30,357 [23] DEBUG - 11:52:30.181 | IQFeedMarketDataMessageAdapter | Q,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:31.527,14,1879.00,02:52:25.638,274,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,b,
2014-03-07 11:52:30,870 [25] DEBUG - 11:52:30.661 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:32
2014-03-07 11:52:31,887 [25] DEBUG - 11:52:31.645 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:33
2014-03-07 11:52:32,896 [35] DEBUG - 11:52:32.651 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:34
2014-03-07 11:52:33,897 [ 6] DEBUG - 11:52:33.651 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:35
2014-03-07 11:52:34,911 [24] DEBUG - 11:52:34.662 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:36
2014-03-07 11:52:35,929 [23] DEBUG - 11:52:35.645 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:37
2014-03-07 11:52:36,929 [25] DEBUG - 11:52:36.645 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:38
2014-03-07 11:52:37,943 [23] DEBUG - 11:52:37.552 | IQFeedMarketDataMessageAdapter | Q,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:38.915,12,1879.00,02:52:25.638,274,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,b,
2014-03-07 11:52:37,943 [23] DEBUG - 11:52:37.662 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:39
2014-03-07 11:52:38,949 [ 6] DEBUG - 11:52:38.648 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:40
2014-03-07 11:52:39,450 [ 6] DEBUG - 11:52:39.303 | IQFeedMarketDataMessageAdapter | Q,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:40.662,13,1879.00,02:52:25.638,274,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,b,
2014-03-07 11:52:39,957 [25] DEBUG - 11:52:39.646 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:41
2014-03-07 11:52:40,977 [ 6] DEBUG - 11:52:40.660 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:42
2014-03-07 11:52:41,477 [ 6] DEBUG - 11:52:41.335 | IQFeedMarketDataMessageAdapter | Q,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:40.662,13,1879.00,02:52:42.699,278,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,a,
2014-03-07 11:52:41,979 [23] DEBUG - 11:52:41.663 | IQFeedMarketDataMessageAdapter | T,20140307 02:52:43
2014-03-07 11:52:42,480 [23] DEBUG - 11:52:42.160 | IQFeedMarketDataMessageAdapter | Q,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:43.523,12,1879.00,02:52:42.699,278,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,b,
2014-03-07 11:52:42,480 [23] DEBUG - 11:52:42.160 | IQFeedMarketDataMessageAdapter | Q,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:43.523,12,1879.00,02:52:43.523,280,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,a,
2014-03-07 11:52:42,480 [23] DEBUG - 11:52:42.160 | IQFeedMarketDataMessageAdapter | Q,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:43.523,7,1879.00,02:52:43.523,280,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,b,
2014-03-07 11:52:42,480 [23] DEBUG - 11:52:42.160 | IQFeedMarketDataMessageAdapter | Q,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:43.524,5,1879.00,02:52:43.523,280,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,b,
2014-03-07 11:52:42,480 [23] DEBUG - 11:52:42.160 | IQFeedMarketDataMessageAdapter | Q,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:43.524,4,1879.00,02:52:43.523,280,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,b,
2014-03-07 11:52:42,480 [23] DEBUG - 11:52:42.180 | IQFeedMarketDataMessageAdapter | Q,@ES#,22,43,43,43,3148142,1876.25,1880.25,1876.25,1876.25,1878.75,02:52:43.547,5,1879.00,02:52:43.523,280,18031459,03/07/2014,02:52:25.006,1878.75,5,30473,10261,,2,1,b,

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IQFeed

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