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Streaming CHART_EQUITY response missing some symbols with dot

Open sbaldwin72 opened this issue 3 years ago • 0 comments

Some of the symbols with dots (e.g. BRK.B or MOG.A vs $VIX.X) are not returned in response during streaming. These same symbols work with quotes, history, and other non streaming api calls. This may just be the td-ameritrade side. I know there are ways to get around this with special characters like "" of which I use in storing to DB. Since all the other api functions work without using special characters thought I would open issue. Example below of which you will see BRK.B and MOG.A are in request, but not response.

20220109_22:10:12 - INFO Stream Tickers ['MSFT', 'BRK.B', 'MOG.A', '$DJI', '$SPX.X', '$COMPX', '$VXD.X', '$VIX.X', '$VXN.X']

2022-01-09 22:10:12,978:DEBUG:websockets.protocol:client > Frame(fin=True, opcode=1, data=b'{"requests": [{"service": "CHART_EQUITY", "requestid": 1, "command": "SUBS", "account": "removed", "source": "removed", "parameters": {"keys": "MSFT,BRK.B,MOG.A,$DJI,$SPX.X,$COMPX,$VXD.X,$VIX.X,$VXN.X", "fields": "1,2,3,4,5,6,7"}}]}', rsv1=False, rsv2=False, rsv3=False)

2022-01-09 22:10:13,020:DEBUG:websockets.protocol:client < Frame(fin=True, opcode=1, data=b'{"response":[{"service":"CHART_EQUITY","requestid":"1","command":"SUBS","timestamp":1641766212999,"content":{"code":0,"msg":"SUBS command succeeded"}}]}', rsv1=False, rsv2=False, rsv3=False) 2022-01-09 22:10:13,044:DEBUG:websockets.protocol:client - event = data_received(<285 bytes>) 2022-01-09 22:10:13,045:DEBUG:websockets.protocol:client < Frame(fin=True, opcode=1, data=b'{"data":[{"service":"CHART_EQUITY", "timestamp":1641766213023,"command":"SUBS","content":[{"seq":900,"key":"$VIX.X","1":18.76,"2":18.76,"3":18.76,"4":18.76,"5":-1.0,"6":555,"7":1641590100000,"8":18999},{"seq":2247,"key":"MSFT","1":313.87,"2":314.0,"3":313.82,"4":313.82,"5":199.0,"6":779,"7":1641603540000,"8":18999},{"seq":1401,"key":"$COMPX","1":14935.9017,"2":14935.9017,"3":14935.9017,"4":14935.9017,"5":-60.0,"6":615,"7":1641593700000,"8":18999},{"seq":0,"key":"$VXD.X","1":18.68,"2":18.68,"3":18.68,"4":18.68,"5":-4.0,"6":554,"7":1641590040000,"8":18999},{"seq":1239,"key":"$SPX.X","1":4677.03,"2":4677.03,"3":4677.03,"4":4677.03,"5":-1.0,"6":609,"7":1641593340000,"8":18999},{"seq":0,"key":"$VXN.X","1":25.65,"2":25.65,"3":25.65,"4":25.65,"5":-4.0,"6":554,"7":1641590040000,"8":18999},{"seq":1181,"key":"$DJI","1":36231.66,"2":36231.66,"3":36231.66,"4":36231.66,"5":-1.0,"6":609,"7":1641593340000,"8":18999}]}]}', rsv1=False, rsv2=False, rsv3=False)

sbaldwin72 avatar Jan 09 '22 22:01 sbaldwin72