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FIX Connection, MarketDataRequest Issue
http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=77&t=49755
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Author:  bbmat [ Wed 07 Aug, 2013, 07:41 ]
Post subject:  FIX Connection, MarketDataRequest Issue

Hello,

I use FIX connectivity (FIX 4.4.) to connect to Dukascopy servers. I have an issue with subscribing to market data. I am able to successfully connect to the FIX data feed server. However, when I subscribe to market data through MARKETDATAREQUEST, once I subscribe to symbols the market data subscription is retained by the servers, no matter whether I shutdown the connection, restart, no matter whether I set ResetOnLogon = Y in my configuration file or not.

I understand that I need to persist the subscription request ID for future unsubscription requests, however, there are times when such IDs get lost or not correctly persisted. There must be a way to have the server drop the market data subscription in some way.

My question is: What is such way to instruct the server to drop all market data subscriptions in case the original subscription IDs are not available anymore?

Thanks

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