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Subscriptions lead to BAD_TOPIC error

Open AUK1939 opened this issue 6 months ago • 0 comments

When running the subscription example

topic = "//blp/mktdata/ticker/PETR4 BS Equity?fields=BID,ASK"
subscription_list = BLPData.subscribe(session, topic)

I get the following warning

22AUG2024_15:22:12.749 17900:33112 WARN blpapi_subscriptionmanager.cpp:7476 blpapi.session.{1}.clusterservicehandler.subscriptionmanager SubscriptionLost for unknown data set with stream id 1 { ConnectionContext=[0/1] }
1

continuing with the provided example

i = 1 # event counter
evn = BLPData.try_next_event(session)
while evn != nothing
    println("event \$i")
    println(evn)
    i += 1
    sleep(2) # let's wait for events
    evn = BLPData.try_next_event(session)
end

I get the following error

Event BLPAPI_EVENTTYPE_SUBSCRIPTION_STATUS
Message 1
BLPData.CorrelationId[CorrelationId(5)]
    BLPName("SubscriptionStarted") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("exceptions") <: Element{true, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("streamIds") <: Element{true, BLPAPI_DATATYPE_STRING} = Any["1"]
        BLPName("receivedFrom") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
            BLPName("address") <: Element{false, BLPAPI_DATATYPE_STRING} = 127.0.0.1:8194
        BLPName("reason") <: Element{false, BLPAPI_DATATYPE_STRING} = Subscriber made a subscription
Message 2
BLPData.CorrelationId[CorrelationId(5)]
    BLPName("SubscriptionStreamsActivated") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("streams") <: Element{true, BLPAPI_DATATYPE_SEQUENCE}
            BLPName("streams") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
                BLPName("id") <: Element{false, BLPAPI_DATATYPE_STRING} = 1
                BLPName("endpoint") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
                    BLPName("address") <: Element{false, BLPAPI_DATATYPE_STRING} = 127.0.0.1:8194
        BLPName("reason") <: Element{false, BLPAPI_DATATYPE_STRING} = Subscriber made a subscription


event $i
Event BLPAPI_EVENTTYPE_SUBSCRIPTION_STATUS
Message 1
BLPData.CorrelationId[CorrelationId(5)]
    BLPName("SubscriptionStarted") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("exceptions") <: Element{true, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("streamIds") <: Element{true, BLPAPI_DATATYPE_STRING} = Any["1"]
        BLPName("receivedFrom") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
            BLPName("address") <: Element{false, BLPAPI_DATATYPE_STRING} = 127.0.0.1:8194
        BLPName("reason") <: Element{false, BLPAPI_DATATYPE_STRING} = Subscriber made a subscription
Message 2
BLPData.CorrelationId[CorrelationId(5)]
    BLPName("SubscriptionStreamsActivated") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("streams") <: Element{true, BLPAPI_DATATYPE_SEQUENCE}
            BLPName("streams") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
                BLPName("id") <: Element{false, BLPAPI_DATATYPE_STRING} = 1
                BLPName("endpoint") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
                    BLPName("address") <: Element{false, BLPAPI_DATATYPE_STRING} = 127.0.0.1:8194
        BLPName("reason") <: Element{false, BLPAPI_DATATYPE_STRING} = Subscriber made a subscription

event $i
Event BLPAPI_EVENTTYPE_SUBSCRIPTION_STATUS
Message 1
BLPData.CorrelationId[CorrelationId(5)]
    BLPName("SubscriptionTerminated") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
        BLPName("reason") <: Element{false, BLPAPI_DATATYPE_SEQUENCE}
            BLPName("errorCode") <: Element{false, BLPAPI_DATATYPE_INT32} = 5
            BLPName("description") <: Element{false, BLPAPI_DATATYPE_STRING} = Invalid UTS
            BLPName("category") <: Element{false, BLPAPI_DATATYPE_STRING} = BAD_TOPIC
            BLPName("source") <: Element{false, BLPAPI_DATATYPE_STRING} = apipubx0@md1p-rr-270

Any ideas on what might be causing the problem?

This issue is also reported on stackoverflow by somebody else here

AUK1939 avatar Aug 22 '24 16:08 AUK1939