Dss extraction marketDepth, format errors

marko.drews

Hi Im using Dss to extract market depth data. It seems to work fine until after many successful batches of data received, format errors occur. please have a look at the logoutput:

[15:57:54 DBG] Dss ReadRawExtractionResponse line read:

"DEBYF1,Market Price,2020-01-08T07:26:20.019568103Z,+1,Normalized LL2,44.65,1,1,44.75,2,1,44.5,5,1,44.95,3,2,44.42,1,1,45.1,1,1,44.1,1,1,45.2,3,1,44.05,1,1,45.32,2,1,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,"

[15:57:54 DBG] Dss ReadRawExtractionResponse ResultObjectDictionary after lineread: "{\r\n\t#RIC: DEBYF1,\r\n\tDomain: Market Price,\r\n\tDate-Time: 2020-01-08T08:26:20.0195681+01:00,\r\n\tGMT Offset: 1,\r\n\tType: Normalized LL2,\r\n\tL1-BidPrice: 44.65,\r\n\tL1-BidSize: 1,\r\n\tL1-BuyNo: 1,\r\n\tL1-AskPrice: 44.75,\r\n\tL1-AskSize: 2,\r\n\tL1-SellNo: 1,\r\n\tL2-BidPrice: 44.5,\r\n\tL2-BidSize: 5,\r\n\tL2-BuyNo: 1,\r\n\tL2-AskPrice: 44.95,\r\n\tL2-AskSize: 3,\r\n\tL2-SellNo: 2,\r\n\tL3-BidPrice: 44.42,\r\n\tL3-BidSize: 1,\r\n\tL3-BuyNo: 1,\r\n\tL3-AskPrice: 45.1,\r\n\tL3-AskSize: 1,\r\n\tL3-SellNo: 1,\r\n\tL4-BidPrice: 44.1,\r\n\tL4-BidSize: 1,\r\n\tL4-BuyNo: 1,\r\n\tL4-AskPrice: 45.2,\r\n\tL4-AskSize: 3,\r\n\tL4-SellNo: 1,\r\n\tL5-BidPrice: 44.05,\r\n\tL5-BidSize: 1,\r\n\tL5-BuyNo: 1,\r\n\tL5-AskPrice: 45.32,\r\n\tL5-AskSize: 2,\r\n\tL5-SellNo: 1,\r\n\tL6-BidPrice: 0,\r\n\tL6-BidSize: 0,\r\n\tL6-BuyNo: 0,\r\n\tL6-AskPrice: 0,\r\n\tL6-AskSize: 0,\r\n\tL6-SellNo: 0,\r\n\tL7-BidPrice: 0,\r\n\tL7-BidSize: 0,\r\n\tL7-BuyNo: 0,\r\n\tL7-AskPrice: 0,\r\n\tL7-AskSize: 0,\r\n\tL7-SellNo: 0,\r\n\tL8-BidPrice: 0,\r\n\tL8-BidSize: 0,\r\n\tL8-BuyNo: 0,\r\n\tL8-AskPrice: 0,\r\n\tL8-AskSize: 0,\r\n\tL8-SellNo: 0,\r\n\tL9-BidPrice: 0,\r\n\tL9-BidSize: 0,\r\n\tL9-BuyNo: 0,\r\n\tL9-AskPrice: 0,\r\n\tL9-AskSize: 0,\r\n\tL9-SellNo: 0,\r\n\tL10-BidPrice: 0,\r\n\tL10-BidSize: 0,\r\n\tL10-BuyNo: 0,\r\n\tL10-AskPrice: 0,\r\n\tL10-AskSize: 0,\r\n\tL10-SellNo: 0\r\n}"

[15:57:56 DBG] Extraction response "{\r\n\tElapsedTime: PT1.5986465S,\r\n\tRequest: \"Method: GET, RequestUri: 'https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/RawExtractionResults('0x072de556d4c6ba26')/$value', Version: 1.1, Content: <null>, Headers:\r\n{\r\n\t\t\r\n Range: bytes=1599488-\r\n Authorization: Token _YHe6Dqvt8XdzVRC8H8z_kTqlYaUChTAXXUC3O74EOZm9TMa4mCG22nJVsBsZlQGOpdja3CgQOJt8_zJ_jp0cDl0VrkF8c0jqi4UhfxBGdar8oJ8x12GsVHDVUIO0vd_CO9RX6qSPBnA5fbbjrRANE_LhdKhml3D-yyGyY87WW1nEMC_zXeqYa1d5hnNUHou9-eQeGHBB0lddT2_dqp4Yj6MrIY0kxyx0ymb7FlH1hbdN9kNroo9_lqqj93xR5JW_6uP-CRYE5g7zwQpldUSkaTnz6Th5qU1fT_szyOY1JSg\r\n X-Client-Session-Id: 553b9a19-463f-482f-9869-3f444a1990f6\r\n X-Client-Version: restapiv1.13.3.142.64\r\n OData-Version: 4.0;NetFx\r\n OData-MaxVersion: 4.0;NetFx\r\n Accept: application/json; odata.metadata=minimal\r\n Accept-Charset: UTF-8\r\n User-Agent: Thomson\r\n User-Agent: Reuters\r\n User-Agent: OData\r\n User-Agent: Client\r\n User-Agent: 13.3.142.0\r\n Prefer: respond-async\r\n Request-Id: |985c1a55-445584462fbf3808.9.\r\n Accept-Encoding: gzip\r\n Accept-Encoding: deflate\r\n\r\n\t}\",\r\n\tResponse: \"StatusCode: 206, ReasonPhrase: 'Partial Content', Version: 1.1, Content: System.Net.Http.HttpConnectionResponseContent, Headers:\r\n{\r\n\t\t\r\n Cache-Control: no-cache\r\n Pragma: no-cache\r\n Server: Microsoft-IIS/7.5\r\n X-Client-Session-Id: 553b9a19-463f-482f-9869-3f444a1990f6\r\n X-Request-Execution-Correlation-Id: CiD/9024214/McWwAA.072de7fa4c86ba33/RA\r\n X-App-Id: Custom.RestApi\r\n X-App-Version: 14.1.98.64\r\n Date: Mon, 20 Jul 2020 13:57:56 GMT\r\n Content-Length: 7274132\r\n Content-Type: text/plain\r\n Content-Range: bytes 1599488-8873619/8873620\r\n Expires: -1\r\n\r\n\t}\"\r\n}"

[15:57:56 DBG] Dss ReadRawExtractionResponse line read:

"DEBYF1,Market?{??(??\u0014?S?\"\u001B\u0001_?}???(6?"

[15:57:56 DBG] Dss ReadRawExtractionResponse ResultObjectDictionary after lineread: "{\r\n\t#RIC: DEBYF1,\r\n\tDomain: \"Market?{\r\n\t\t??(??\u0014?S?\"\"\u001B\u0001_?\r\n\t}???(6?\"\r\n}"

[15:57:56 ERR] error parsing: "DEBYF1,Market?{??(??\u0014?S?\"\u001B\u0001_?}???(6?"

[15:57:56 DBG] Dss ReadRawExtractionResponse line read:

"c\u001F?`F?Q?x"

[15:57:56 DBG] Dss ReadRawExtractionResponse ResultObjectDictionary after lineread: "{\r\n\t#RIC: c\u001F?`F?Q?x\r\n}"

[15:57:56 ERR] error parsing: "c\u001F?`F?Q?x"

[15:57:56 DBG] Dss ReadRawExtractionResponse line read:

"v\u0013$"

[15:57:56 DBG] Dss ReadRawExtractionResponse ResultObjectDictionary after lineread: "{\r\n\t#RIC: v\u0013$\r\n}"

[15:57:56 ERR] error parsing: "v\u0013$"

[15:57:56 DBG] Dss ReadRawExtractionResponse line read:

"\u00039?}?\u0014~?;???W??w\u0014a\u0017D???'?a`G?Y^uf?s??\u0010\u001C^? n? ?ZP?\u0005??w.?\u0018H#Y\u001F\"?z\u0008????\u0001%\u0006????~\u0006? 6?"

[15:57:56 DBG] Dss ReadRawExtractionResponse ResultObjectDictionary after lineread: "{\r\n\t#RIC: \"\u00039?\r\n}?\u0014~?;???W??w\u0014a\u0017D???'?a`G?Y^uf?s??\u0010\u001C^? n? ?ZP?\u0005??w.?\u0018H#Y\u001F\"\"?z\u0008????\u0001%\u0006????~\u0006? 6?\"\r\n}"

[15:57:56 ERR] error parsing: "\u00039?}?\u0014~?;???W??w\u0014a\u0017D???'?a`G?Y^uf?s??\u0010\u001C^? n? ?ZP?\u0005??w.?\u0018H#Y\u001F\"?z\u0008????\u0001%\u0006????~\u0006? 6?"

marko.drews

Hi @Gurpreet, yeah sorry, I didnt mention in this post. Im using dotnet sdk of DSS.

I tried to download the data line by line as shown in the examples. After some trouble I changed it to read the entire Block before parsing the data. Now it works, thanks a lot!

Gurpreet

Hi @marko.drews,

It is not clear from your question why you are getting format error. Are you using DSS .NET SDK? If not which language and library is it. Maybe you should try to download the data completely before trying to parse it out. I do see a Partial Content message in the log - have you downloaded all the chunks and concatenated them before parsing?