BLPData.jl
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Subscriptions lead to BAD_TOPIC error
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