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Форум «Техническая поддержка ПО ASTS»
Форум разработчиков и пользователей программного обеспечения, предназначенного для работы на рынках, обслуживаемых торгово-клиринговой системой ММВБ (ASTS).
Сбор стакана по FAST. Может ли прийти DELETE на несуществующую запись?
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iigor
Стаж: 9 лет 1 месяц
Сообщений: 303
Вт Фев 21, 2012 16:41 Ответить с цитатой Получить постоянный адрес сообщения
делаю как в документации. Приходит

[14:30:09.611]ADD_SNAPSHOT_MESSAGE: SnapshotFastMessage() AuctionIndicator = 0;LastFragment = 1;LastMsgSeqNumProcessed = 408659;MDSecurityTradingStatus = 17;
MsgSeqNum = 29;RptSeq = 88953;SendingTime = 20120221113009570;Symbol = SBER;TradSesStatus = 100;msgtype = 3;
[14:30:09.611][
[14:30:09.611] (GroupMDEntry MDEntryID = B000010050; MDEntryPx = (-1, 1005); MDEntrySize = (0, 423); MDEntryType = 0; TradingSessionID = FOND|EQBR; ),
[14:30:09.611] (GroupMDEntry MDEntryID = B000010060; MDEntryPx = (-1, 1006); MDEntrySize = (0, 615); MDEntryType = 0; TradingSessionID = FOND|EQBR; ),
[14:30:09.611] (GroupMDEntry MDEntryID = B000010070; MDEntryPx = (-1, 1007); MDEntrySize = (0, 237); MDEntryType = 0; TradingSessionID = FOND|EQBR; ),
[14:30:09.611] (GroupMDEntry MDEntryID = S000010090; MDEntryPx = (-1, 1009); MDEntrySize = (0, 279); MDEntryType = 1; TradingSessionID = FOND|EQBR; ),
[14:30:09.611] (GroupMDEntry MDEntryID = S000010100; MDEntryPx = (0, 101); MDEntrySize = (0, 626); MDEntryType = 1; TradingSessionID = FOND|EQBR; ),
[14:30:09.611] (GroupMDEntry MDEntryID = S000010110; MDEntryPx = (-1, 1011); MDEntrySize = (0, 437); MDEntryType = 1; TradingSessionID = FOND|EQBR; ),
[14:30:09.611]]


Потом разбираю накопленные пакеты в increment потоке:

[14:30:20.797]ADD_INCREMENT_MESSAGE: InrementFastMessage() MsgSeqNum = 408659;SendingTime = 20120221113009072;msgtype = 4;
[14:30:20.797][
[14:30:20.797] (GroupMDEntry MDEntryID = B000019080; MDEntryPx = (0, 1908); MDEntrySize = (0, 81); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 91252; Symbol = LKOH; TradingSessionID = FOND|EQBR; ),
[14:30:20.797] (GroupMDEntry MDEntryID = S000010090; MDEntryPx = (-1, 1009); MDEntrySize = (0, 279); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 88953; Symbol = SBER; TradingSessionID = FOND|EQBR; ),
[14:30:20.797] (GroupMDEntry MDEntryID = S000010080; MDEntryPx = (-1, 1008); MDEntrySize = (0, 6); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 88954; Symbol = SBER; TradingSessionID = FOND|EQBR; ),
[14:30:20.797]]


Но записи S000010080 в снэпшоте не было.


это сегодня было на тестовом FAST'е 
 
Последний раз редактировалось автором 21.02.2012 16:41, всего редактировалось 1 раз
iigor
Стаж: 9 лет 1 месяц
Сообщений: 303
Вт Фев 21, 2012 16:47 (спустя 5 минут) Ответить с цитатой Получить постоянный адрес сообщения
вообще странно, почему из пачки инкремент-строк одна обработана, а вторая не обработана. 
 
Grigory Baytsur
Стаж: 5 лет 9 месяцев
Откуда: Москва
Сообщений: 46
Вт Фев 21, 2012 17:34 (спустя 52 минуты) Ответить с цитатой Получить постоянный адрес сообщения
У вас на единицу неверное значение счетчика в тэге 83.

У меня удаление цены 100.8 происходит в сообщении с вашим MsgSeqNum = 408659, но в нем вот так:
... 279=2 83=88953 278=S000010080 55=SBER 336=FOND|EQBR

то есть по этому сообщению снепшот и делался.

А следующее изменение происходит по вполне себе присутствующему уровню цены.

8=FIXT.1.1 9=138 35=X 1128=9 34=408673 49=MICEX 52=20120221-11:30:09.956 268=1 279=1 83=88954 278=B000010050 55=SBER 336=FOND|EQBR 270=100.5 271=388 269=010=057

то есть обычное изменение самого верхнего уровня цены из тех, что в снепшоте.

Григорий Байцур

 
 
iigor
Стаж: 9 лет 1 месяц
Сообщений: 303
Вт Фев 21, 2012 19:02 (спустя 2 часа 20 минут) Ответить с цитатой Получить постоянный адрес сообщения
Спасибо огромное! баг отловился Smile

что-то у меня поле RptSeq: mandatory было. НАверно из SNAPSHOT попало.

Самое смешное, что в тестах было неправильное значение, поэтому тесты говорили, что всё оки. 
 
Oleg Vazhnev
Стаж: 8 лет 1 месяц
Сообщений: 1381
Чт Мар 29, 2012 20:42 (спустя 1 месяц 7 дней 4 часа) Ответить с цитатой Получить постоянный адрес сообщения
iigor а не поделитесь кодом для сбора стакана? Smile 
 
iigor
Стаж: 9 лет 1 месяц
Сообщений: 303
Пт Май 04, 2012 16:48 (спустя 2 месяца 12 дней) Ответить с цитатой Получить постоянный адрес сообщения
Боевые торги. рынок акций:

Цитата:
book:
{BID:
{
'B000016490': (164900000, 467),
'B000016491': (164910000, 250),
'B000016479': (164790000, 1917),
'B000016476': (164760000, 120),
'B000016477': (164770000, 894),
'B000016487': (164870000, 100),
'B000016482': (164820000, 25),
'B000016481': (164810000, 400),
'B000016480': (164800000, 5300),
'B000016489': (164890000, 19)},

ASK:
{
'S000016506': (165060000, 23),
'S000016529': (165290000, 269),
'S000016530': (165300000, 567),
'S000016518': (165180000, 100),
'S000016504': (165040000, 182),
'S000016520': (165200000, 448),
'S000016501': (165010000, 175),
'S000016503': (165030000, 150),
'S000016505': (165050000, 5)}}


adding: 2 2 S000016532 (-2, 16532) (2, 1)

EXC 'S000016532' while adding msg: InrementFastMessage() MsgSeqNum = 11289414;Se
ndingTime = 20120504122959315;msgtype = 4;
[
(GroupMDEntry MDEntryID = S000016532; MDEntryPx = (-2, 16532); MDEntrySize = (2
, 1); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1631137; Symbol = GAZP; Trad
ingSessionID = FOND|EQNE; ),

(GroupMDEntry MDEntryID = S000016503; MDEntryPx = (-2, 16503); MDEntrySize = (0
, 18); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1631138; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = S000002242; MDEntryPx = (-2, 2242); MDEntrySize = (0,
12); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 80345; Symbol = GRAZ; Tradin
gSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000002279; MDEntryPx = (-2, 2279); MDEntrySize = (0,
5); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 80346; Symbol = GRAZ; Trading
SessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000017262; MDEntryPx = (-2, 17262); MDEntrySize = (0
, 17); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 2209782; Symbol = TATN; Tra
dingSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = S000017264; MDEntryPx = (-2, 17264); MDEntrySize = (1
, 5); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 2209783; Symbol = TATN; Trad
ingSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = S000005750; MDEntryPx = (-1, 575); MDEntrySize = (0,
6684); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 688746; Symbol = NLMK; Trad
ingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000005735; MDEntryPx = (-2, 5735); MDEntrySize = (1,
49); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 688747; Symbol = NLMK; Tradi
ngSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = B000009129; MDEntryPx = (-2, 9129); MDEntrySize = (1,
44); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 933066; Symbol = SBER; Tradi
ngSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = S000009136; MDEntryPx = (-2, 9136); MDEntrySize = (1,
6); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 933067; Symbol = SBER; Tradin
gSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = B000016491; MDEntryPx = (-2, 16491); MDEntrySize = (2
, 3); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1631139; Symbol = GAZP; Trad
ingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = S000016501; MDEntryPx = (-2, 16501); MDEntrySize = (0
, 25); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 1631140; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = S000020150; MDEntryPx = (-1, 2015); MDEntrySize = (2,
1); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 2052344; Symbol = ROSN; Tradi
ngSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000020115; MDEntryPx = (-2, 20115); MDEntrySize = (0
, 14); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 2052345; Symbol = ROSN; Tra
dingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = B000017385; MDEntryPx = (-1, 17385); MDEntrySize = (1
, 6); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 2403381; Symbol = LKOH; Trad
ingSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = B000017389; MDEntryPx = (-1, 17389); MDEntrySize = (0
, 173); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 2403382; Symbol = LKOH; Tr
adingSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = S000020119; MDEntryPx = (-2, 20119); MDEntrySize = (0
, 26); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 2052346; Symbol = ROSN; Tra
dingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000004982; MDEntryPx = (0, 4982); MDEntrySize = (0,
16); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 903471; Symbol = GMKN; Tradin
gSessionID = FOND|EQBS; ),
(GroupMDEntry MDEntryID = S000004984; MDEntryPx = (0, 4984); MDEntrySize = (0,
5); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 903472; Symbol = GMKN; Trading
SessionID = FOND|EQBS; ),
(GroupMDEntry MDEntryID = S000004983; MDEntryPx = (0, 4983); MDEntrySize = (0,
15); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 903473; Symbol = GMKN; Tradin
gSessionID = FOND|EQBS; ),
(GroupMDEntry MDEntryID = S000017211; MDEntryPx = (-2, 17211); MDEntrySize = (0
, 11); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 2209784; Symbol = TATN; Tra
dingSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = S000009145; MDEntryPx = (-2, 9145); MDEntrySize = (0,
77); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 933068; Symbol = SBER; Tradi
ngSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = B000016482; MDEntryPx = (-2, 16482); MDEntrySize = (1
, 5); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1631141; Symbol = GAZP; Trad
ingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = B000016489; MDEntryPx = (-2, 16489); MDEntrySize = (0
, 1); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1631142; Symbol = GAZP; Trad
ingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = B000016497; MDEntryPx = (-2, 16497); MDEntrySize = (0
, 18); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1631143; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = B000016476; MDEntryPx = (-2, 16476); MDEntrySize = (1
, 12); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1631144; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = S000018461; MDEntryPx = (-3, 18461); MDEntrySize = (0
, 17); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 1640252; Symbol = SNGSP; Tr
adingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000018462; MDEntryPx = (-3, 18462); MDEntrySize = (0
, 17); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 1640253; Symbol = SNGSP; Tr
adingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = B000005725; MDEntryPx = (-4, 5725); MDEntrySize = (0,
416); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 928791; Symbol = OGKB; Trad
ingSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = B000017390; MDEntryPx = (0, 1739); MDEntrySize = (0,
75); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 2403383; Symbol = LKOH; Tradi
ngSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = B000017373; MDEntryPx = (-1, 17373); MDEntrySize = (0
, 535); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 2403384; Symbol = LKOH; Tr
adingSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = S000004986; MDEntryPx = (0, 4986); MDEntrySize = (0,
19); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 903474; Symbol = GMKN; Tradin
gSessionID = FOND|EQBS; ),
(GroupMDEntry MDEntryID = S000027219; MDEntryPx = (-3, 27219); MDEntrySize = (0
, 4); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 3041049; Symbol = SNGS; Trad
ingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000027229; MDEntryPx = (-3, 27229); MDEntrySize = (0
, 11); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 3041050; Symbol = SNGS; Tra
dingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000027230; MDEntryPx = (-2, 2723); MDEntrySize = (1,
1); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 3041051; Symbol = SNGS; Tradi
ngSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000027249; MDEntryPx = (-3, 27249); MDEntrySize = (0
, 26); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 3041052; Symbol = SNGS; Tra
dingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000027250; MDEntryPx = (-2, 2725); MDEntrySize = (0,
27); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 3041053; Symbol = SNGS; Trad
ingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = B000020100; MDEntryPx = (0, 201); MDEntrySize = (0, 6
384); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 2052347; Symbol = ROSN; Trad
ingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000020117; MDEntryPx = (-2, 20117); MDEntrySize = (1
, 6); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 2052348; Symbol = ROSN; Trad
ingSessionID = FOND|EQNL; ),
(GroupMDEntry MDEntryID = S000009135; MDEntryPx = (-2, 9135); MDEntrySize = (1,
6); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 933069; Symbol = SBER; Tradin
gSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = S000009149; MDEntryPx = (-2, 9149); MDEntrySize = (1,
6); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 933070; Symbol = SBER; Tradin
gSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = B000016490; MDEntryPx = (-1, 1649); MDEntrySize = (0,
167); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1631145; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = S000016502; MDEntryPx = (-2, 16502); MDEntrySize = (0
, 19); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1631146; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = S000016504; MDEntryPx = (-2, 16504); MDEntrySize = (0
, 32); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 1631147; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = S000016508; MDEntryPx = (-2, 16508); MDEntrySize = (1
, 15); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1631148; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = S000016509; MDEntryPx = (-2, 16509); MDEntrySize = (0
, 18); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1631149; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = S000016530; MDEntryPx = (-1, 1653); MDEntrySize = (0,
567); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1631150; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
(GroupMDEntry MDEntryID = B000023670; MDEntryPx = (-1, 2367); MDEntrySize = (0,
14); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 3085881; Symbol = MTSS; Trad
ingSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = B000023652; MDEntryPx = (-2, 23652); MDEntrySize = (0
, 35); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 3085882; Symbol = MTSS; Tra
dingSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = B000017386; MDEntryPx = (-1, 17386); MDEntrySize = (1
, 12); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 2403385; Symbol = LKOH; Tra
dingSessionID = FOND|EQBR; ),
(GroupMDEntry MDEntryID = B000016491; MDEntryPx = (-2, 16491); MDEntrySize = (1
, 15); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1631151; Symbol = GAZP; Tra
dingSessionID = FOND|EQNE; ),
]
 


Тот же самый вопрос, но теперь MDEntryID не существует. Если ничего не путаю, то почти всего ломается на первом дифе в сообщении.
Такое предусмотрено?
К сожалению, записывать всю историю сообщений не могу, т.к. машина не справляется и до указанного момента не доходит. 
 
iigor
Стаж: 9 лет 1 месяц
Сообщений: 303
Пт Июн 08, 2012 12:58 (спустя 3 месяца 16 дней 20 часов) Ответить с цитатой Получить постоянный адрес сообщения
Вот опять. Два подряд сообщения 611842 и 611843 и два подряд MDEntry (1418079 и 1418080) и в обоих удаляется запись MDEntryID = B000325625:

Цитата:

(GroupMDEntry MDEntryID = B000325625; MDEntryPx = (-4L, 325625L); MDEntrySize = (4L, 1L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1418079; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
(GroupMDEntry MDEntryID = B000325625; MDEntryPx = (-4L, 325625L); MDEntrySize = (4L, 1L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1418080; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
 


вот распечатка этих сообщений:

Цитата:
InrementFastMessage() MicexMsgSeqNum = 611842;MsgSeqNum = 611842;SendingTime = 20120608063042748;msgtype = 4;
[10:30:42.312][
[10:30:42.312] (GroupMDEntry MDEntryID = S000409075; MDEntryPx = (-4L, 409075L); MDEntrySize = (2L, 5L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 640640; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000408744; MDEntryPx = (-4L, 408744L); MDEntrySize = (0L, 316L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 478627; Symbol = EUR_RUB__TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000408747; MDEntryPx = (-4L, 408747L); MDEntrySize = (0L, 316L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 478628; Symbol = EUR_RUB__TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000329900; MDEntryPx = (-2L, 3299L); MDEntrySize = (3L, 1L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1418066; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327206; MDEntryPx = (-4L, 327206L); MDEntrySize = (3L, 1L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1428628; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000327350; MDEntryPx = (-3L, 32735L); MDEntrySize = (2L, 5L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1428629; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000326989; MDEntryPx = (-4L, 326989L); MDEntrySize = (2L, 1L); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1428630; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000331900; MDEntryPx = (-2L, 3319L); MDEntrySize = (1L, 6L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1428631; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000409072; MDEntryPx = (-4L, 409072L); MDEntrySize = (2L, 5L); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 640641; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000409065; MDEntryPx = (-4L, 409065L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 640642; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327165; MDEntryPx = (-4L, 327165L); MDEntrySize = (3L, 2L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1428632; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000327336; MDEntryPx = (-4L, 327336L); MDEntrySize = (3L, 1L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1428633; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327151; MDEntryPx = (-4L, 327151L); MDEntrySize = (3L, 2L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1428634; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327183; MDEntryPx = (-4L, 327183L); MDEntrySize = (3L, 1L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1428635; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000327337; MDEntryPx = (-4L, 327337L); MDEntrySize = (2L, 3L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1428636; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000327349; MDEntryPx = (-4L, 327349L); MDEntrySize = (3L, 1L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1428637; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327451; MDEntryPx = (-4L, 327451L); MDEntrySize = (2L, 11L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1418067; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327458; MDEntryPx = (-4L, 327458L); MDEntrySize = (0L, 494L); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1418068; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327459; MDEntryPx = (-4L, 327459L); MDEntrySize = (0L, 816L); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1418069; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327460; MDEntryPx = (-3L, 32746L); MDEntrySize = (2L, 25L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1418070; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327475; MDEntryPx = (-4L, 327475L); MDEntrySize = (0L, 3L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1418071; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000327639; MDEntryPx = (-4L, 327639L); MDEntrySize = (3L, 1L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1418072; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000325528; MDEntryPx = (-4L, 325528L); MDEntrySize = (2L, 6L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1418073; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327452; MDEntryPx = (-4L, 327452L); MDEntrySize = (3L, 1L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1418074; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327457; MDEntryPx = (-4L, 327457L); MDEntrySize = (3L, 1L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1418075; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000327640; MDEntryPx = (-3L, 32764L); MDEntrySize = (3L, 3L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1418076; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327455; MDEntryPx = (-4L, 327455L); MDEntrySize = (3L, 2L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1418077; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000327724; MDEntryPx = (-4L, 327724L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1418078; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000325625; MDEntryPx = (-4L, 325625L); MDEntrySize = (4L, 1L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1418079; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000327348; MDEntryPx = (-4L, 327348L); MDEntrySize = (2L, 3L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1428638; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000408767; MDEntryPx = (-4L, 408767L); MDEntrySize = (3L, 2L); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 640643; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000409068; MDEntryPx = (-4L, 409068L); MDEntrySize = (2L, 5L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 640644; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000408766; MDEntryPx = (-4L, 408766L); MDEntrySize = (2L, 5L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 640645; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000409071; MDEntryPx = (-4L, 409071L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 640646; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000408738; MDEntryPx = (-4L, 408738L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 478629; Symbol = EUR_RUB__TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000408739; MDEntryPx = (-4L, 408739L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 478630; Symbol = EUR_RUB__TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000408740; MDEntryPx = (-3L, 40874L); MDEntrySize = (2L, 5L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 478631; Symbol = EUR_RUB__TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000408768; MDEntryPx = (-4L, 408768L); MDEntrySize = (2L, 8L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 640647; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000409064; MDEntryPx = (-4L, 409064L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 640648; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000409072; MDEntryPx = (-4L, 409072L); MDEntrySize = (2L, 5L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 640649; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000327213; MDEntryPx = (-4L, 327213L); MDEntrySize = (2L, 5L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1428639; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000331900; MDEntryPx = (-2L, 3319L); MDEntrySize = (1L, 6L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1428640; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = B000326989; MDEntryPx = (-4L, 326989L); MDEntrySize = (2L, 1L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1428641; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000327350; MDEntryPx = (-3L, 32735L); MDEntrySize = (2L, 5L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1428642; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.312] (GroupMDEntry MDEntryID = S000408769; MDEntryPx = (-4L, 408769L); MDEntrySize = (0L, 316L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 478632; Symbol = EUR_RUB__TOD; TradingSessionID = CURR|CETS; ),
 


Цитата:

InrementFastMessage() MicexMsgSeqNum = 611843;MsgSeqNum = 611843;SendingTime = 20120608063042759;msgtype = 4;
[10:30:42.328][
[10:30:42.328] (GroupMDEntry MDEntryID = B000325625; MDEntryPx = (-4L, 325625L); MDEntrySize = (4L, 1L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1418080; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327455; MDEntryPx = (-4L, 327455L); MDEntrySize = (3L, 2L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1418081; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000329740; MDEntryPx = (-3L, 32974L); MDEntrySize = (3L, 3L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1418082; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000409025; MDEntryPx = (-4L, 409025L); MDEntrySize = (2L, 5L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 640650; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000409050; MDEntryPx = (-3L, 40905L); MDEntrySize = (2L, 5L); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 640651; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000409063; MDEntryPx = (-4L, 409063L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 640652; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327460; MDEntryPx = (-3L, 32746L); MDEntrySize = (1L, 345L); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1418083; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000327649; MDEntryPx = (-4L, 327649L); MDEntrySize = (3L, 1L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1418084; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327451; MDEntryPx = (-4L, 327451L); MDEntrySize = (3L, 1L); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1418085; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000327639; MDEntryPx = (-4L, 327639L); MDEntrySize = (3L, 1L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1418086; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327214; MDEntryPx = (-4L, 327214L); MDEntrySize = (1L, 65L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1428643; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327206; MDEntryPx = (-4L, 327206L); MDEntrySize = (3L, 1L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1428644; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000327336; MDEntryPx = (-4L, 327336L); MDEntrySize = (3L, 1L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1428645; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000327600; MDEntryPx = (-2L, 3276L); MDEntrySize = (0L, 4251L); MDEntryType = 1; MDUpdateAction = 1; RptSeq = 1418087; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000327335; MDEntryPx = (-4L, 327335L); MDEntrySize = (1L, 5L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1428646; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000327348; MDEntryPx = (-4L, 327348L); MDEntrySize = (1L, 5L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 1428647; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000408404; MDEntryPx = (-4L, 408404L); MDEntrySize = (2L, 12L); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 478633; Symbol = EUR_RUB__TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000408738; MDEntryPx = (-4L, 408738L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 478634; Symbol = EUR_RUB__TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000408768; MDEntryPx = (-4L, 408768L); MDEntrySize = (2L, 12L); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 640653; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000409064; MDEntryPx = (-4L, 409064L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 2; RptSeq = 640654; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327200; MDEntryPx = (-2L, 3272L); MDEntrySize = (0L, 211L); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1428648; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000327346; MDEntryPx = (-4L, 327346L); MDEntrySize = (3L, 1L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1428649; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000408768; MDEntryPx = (-4L, 408768L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 478635; Symbol = EUR_RUB__TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000409067; MDEntryPx = (-4L, 409067L); MDEntrySize = (3L, 2L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 640655; Symbol = EUR_RUB__TOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327164; MDEntryPx = (-4L, 327164L); MDEntrySize = (2L, 15L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1428650; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327461; MDEntryPx = (-4L, 327461L); MDEntrySize = (2L, 15L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1418088; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = S000327598; MDEntryPx = (-4L, 327598L); MDEntrySize = (1L, 5L); MDEntryType = 1; MDUpdateAction = 0; RptSeq = 1418089; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327166; MDEntryPx = (-4L, 327166L); MDEntrySize = (2L, 15L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1428651; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327205; MDEntryPx = (-4L, 327205L); MDEntrySize = (2L, 5L); MDEntryType = 0; MDUpdateAction = 1; RptSeq = 1428652; Symbol = USD000000TOD; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000327457; MDEntryPx = (-4L, 327457L); MDEntrySize = (3L, 1L); MDEntryType = 0; MDUpdateAction = 0; RptSeq = 1418090; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),
[10:30:42.328] (GroupMDEntry MDEntryID = B000326100; MDEntryPx = (-2L, 3261L); MDEntrySize = (2L, 1L); MDEntryType = 0; MDUpdateAction = 2; RptSeq = 1418091; Symbol = USD000UTSTOM; TradingSessionID = CURR|CETS; ),

 
 
 
Grigory Baytsur
Стаж: 5 лет 9 месяцев
Откуда: Москва
Сообщений: 46
Пн Июн 18, 2012 11:46 (спустя 3 месяца 26 дней 19 часов) Ответить с цитатой Получить постоянный адрес сообщения
Добрый день
В некоторых случаях, последовательность событий типа delete-add-delete, о которых сервер не успевает рассказать из-за ограничения исходящего трафика для этого потока, приводят к генерации двух сообщений delete. Целостность данных от этого не нарушается.
Обратите внимание, что такие "дубли удалений" случаются когда в сообщении приходит много обновлений, то есть сервер увеличивает интервал между сообщениями, чтобы сохранить ограничение по трафику.

В принципе, поправить это можно, но ценой увеличения задержки на дополнительные проверки в коде.

Трафик по агрегированным котировкам и статистике рынка ограничен по просьбам клиентов, чтобы уместить общий трафик в 6 Мбит в каждой копии для фондового рынка, и в 4 Мбит для валютного. При этом трафик по обезличенным сделкам и заявкам не достигает ограничения и передается с минимальными задержками. Рекомендую использовать именно поток обезличенных заявок - он имеет меньшую задержку и содержит больше информации. Кроме того, и стакан из него легче собрать.

Григорий Байцур  
 
fandrei
Стаж: 4 года 5 месяцев
Сообщений: 3
Пт Июн 07, 2013 17:26 (спустя 1 год 3 месяца 16 дней) Ответить с цитатой Получить постоянный адрес сообщения
Добрый день!
Пытаюсь собирать стаканы из Orders фидов на тестовом FAST. Процедуру восстановления реализую по каждому инструменту, используя RtpSeq[83]. После восстановления из snapshot RptSeq[83]=28518 для операции DELETE MDEntryID[278]=36990 не могу найти order. Просмотрел историю snapshot -ов, последний, в котором вижу эту заявку RptSeq[83]=28384 . Snapshot из которого восстанавливался очень короткий.
Сообщения из лога расположены в хронологическом порядке.
Просьба подсказать в чем может быть проблема. Заранее спасибо.
Цитата:

2013-Jun-07 14:16:30.481826 MessageType[35]=X ApplVerID[1128]=9 BeginString[8]=FIXT.1.1 SenderCompID[49]=MOEX MsgSeqNum[34]=63268 SendingTime[52]=20130607101635784
GroupMDEntries[]=Sequence: NoMDEntries[268] = 1 {
[0]: MDUpdateAction[279]=0 MDEntryType[269]=0 MDEntryID[278]=36990 Symbol[55]=USD000000TOD RptSeq[83]=28348 MDEntryTime[273]=101635000 OrigTime[9412]=775322 MDEntryPx[270]=30.6285 MDEntrySize[271]=1054 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}

2013-Jun-07 14:16:59.191866 MessageType[35]=W BeginString[8]=FIXT.1.1 ApplVerID[1128]=9 SenderCompID[49]=MOEX MsgSeqNum[34]=138 SendingTime[52]=20130607101704467 LastMsgSeqNumProcessed[369]=63342 RptSeq[83]=28384 LastFragment[893]=1 TradSesStatus[340]=100 Symbol[55]=USD000000TOD MDSecurityTradingStatus[1682]=17
GroupMDEntries[]=Sequence: NoMDEntries[268] = 71 {
[0]: MDEntryType[269]=0 MDEntryID[278]=36855 MDEntryTime[273]=101453000 OrigTime[9412]=86411 MDEntryPx[270]=30.6075 MDEntrySize[271]=2666 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[1]: MDEntryType[269]=0 MDEntryID[278]=36856 MDEntryTime[273]=101453000 OrigTime[9412]=287362 MDEntryPx[270]=30.614 MDEntrySize[271]=2979 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[2]: MDEntryType[269]=1 MDEntryID[278]=36857 MDEntryTime[273]=101453000 OrigTime[9412]=889727 MDEntryPx[270]=30.7175 MDEntrySize[271]=2431 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[3]: MDEntryType[269]=0 MDEntryID[278]=36862 MDEntryTime[273]=101455000 OrigTime[9412]=997749 MDEntryPx[270]=30.541 MDEntrySize[271]=640 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[4]: MDEntryType[269]=1 MDEntryID[278]=36864 MDEntryTime[273]=101457000 OrigTime[9412]=706754 MDEntryPx[270]=30.739 MDEntrySize[271]=672 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[5]: MDEntryType[269]=1 MDEntryID[278]=36866 MDEntryTime[273]=101501000 OrigTime[9412]=20537 MDEntryPx[270]=30.691 MDEntrySize[271]=1793 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[6]: MDEntryType[269]=0 MDEntryID[278]=36868 MDEntryTime[273]=101503000 OrigTime[9412]=528389 MDEntryPx[270]=30.6035 MDEntrySize[271]=1765 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[7]: MDEntryType[269]=0 MDEntryID[278]=36876 MDEntryTime[273]=101510000 OrigTime[9412]=456649 MDEntryPx[270]=30.642 MDEntrySize[271]=1913 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[8]: MDEntryType[269]=1 MDEntryID[278]=36877 MDEntryTime[273]=101510000 OrigTime[9412]=958897 MDEntryPx[270]=30.6545 MDEntrySize[271]=294 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[9]: MDEntryType[269]=0 MDEntryID[278]=36879 MDEntryTime[273]=101511000 OrigTime[9412]=662350 MDEntryPx[270]=30.5445 MDEntrySize[271]=2832 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[10]: MDEntryType[269]=1 MDEntryID[278]=36884 MDEntryTime[273]=101514000 OrigTime[9412]=675948 MDEntryPx[270]=30.6535 MDEntrySize[271]=1658 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[11]: MDEntryType[269]=1 MDEntryID[278]=36885 MDEntryTime[273]=101514000 OrigTime[9412]=776606 MDEntryPx[270]=30.6865 MDEntrySize[271]=404 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[12]: MDEntryType[269]=1 MDEntryID[278]=36888 MDEntryTime[273]=101517000 OrigTime[9412]=87364 MDEntryPx[270]=30.707 MDEntrySize[271]=2685 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[13]: MDEntryType[269]=0 MDEntryID[278]=36890 MDEntryTime[273]=101517000 OrigTime[9412]=789880 MDEntryPx[270]=30.6075 MDEntrySize[271]=1545 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[14]: MDEntryType[269]=1 MDEntryID[278]=36892 MDEntryTime[273]=101519000 OrigTime[9412]=495195 MDEntryPx[270]=30.7155 MDEntrySize[271]=1573 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[15]: MDEntryType[269]=1 MDEntryID[278]=36894 MDEntryTime[273]=101521000 OrigTime[9412]=102793 MDEntryPx[270]=30.7265 MDEntrySize[271]=840 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[16]: MDEntryType[269]=1 MDEntryID[278]=36896 MDEntryTime[273]=101522000 OrigTime[9412]=609123 MDEntryPx[270]=30.68 MDEntrySize[271]=1402 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[17]: MDEntryType[269]=1 MDEntryID[278]=36899 MDEntryTime[273]=101526000 OrigTime[9412]=322905 MDEntryPx[270]=30.67 MDEntrySize[271]=363 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[18]: MDEntryType[269]=1 MDEntryID[278]=36900 MDEntryTime[273]=101527000 OrigTime[9412]=627206 MDEntryPx[270]=30.7125 MDEntrySize[271]=992 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[19]: MDEntryType[269]=0 MDEntryID[278]=36905 MDEntryTime[273]=101529000 OrigTime[9412]=533936 MDEntryPx[270]=30.6195 MDEntrySize[271]=2471 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[20]: MDEntryType[269]=1 MDEntryID[278]=36906 MDEntryTime[273]=101529000 OrigTime[9412]=634493 MDEntryPx[270]=30.6615 MDEntrySize[271]=2537 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[21]: MDEntryType[269]=0 MDEntryID[278]=36908 MDEntryTime[273]=101529000 OrigTime[9412]=835496 MDEntryPx[270]=30.5515 MDEntrySize[271]=2808 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[22]: MDEntryType[269]=1 MDEntryID[278]=36915 MDEntryTime[273]=101533000 OrigTime[9412]=146261 MDEntryPx[270]=30.7275 MDEntrySize[271]=418 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[23]: MDEntryType[269]=0 MDEntryID[278]=36916 MDEntryTime[273]=101533000 OrigTime[9412]=547646 MDEntryPx[270]=30.6275 MDEntrySize[271]=759 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[24]: MDEntryType[269]=1 MDEntryID[278]=36917 MDEntryTime[273]=101534000 OrigTime[9412]=149241 MDEntryPx[270]=30.7085 MDEntrySize[271]=1735 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[25]: MDEntryType[269]=1 MDEntryID[278]=36920 MDEntryTime[273]=101534000 OrigTime[9412]=650819 MDEntryPx[270]=30.683 MDEntrySize[271]=2961 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[26]: MDEntryType[269]=0 MDEntryID[278]=36929 MDEntryTime[273]=101539000 OrigTime[9412]=568570 MDEntryPx[270]=30.6 MDEntrySize[271]=2756 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[27]: MDEntryType[269]=0 MDEntryID[278]=36932 MDEntryTime[273]=101542000 OrigTime[9412]=277659 MDEntryPx[270]=30.5785 MDEntrySize[271]=1132 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[28]: MDEntryType[269]=0 MDEntryID[278]=36935 MDEntryTime[273]=101546000 OrigTime[9412]=793224 MDEntryPx[270]=30.5565 MDEntrySize[271]=2516 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[29]: MDEntryType[269]=1 MDEntryID[278]=36937 MDEntryTime[273]=101550000 OrigTime[9412]=906777 MDEntryPx[270]=30.731 MDEntrySize[271]=822 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[30]: MDEntryType[269]=1 MDEntryID[278]=36938 MDEntryTime[273]=101552000 OrigTime[9412]=714358 MDEntryPx[270]=30.6765 MDEntrySize[271]=1860 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[31]: MDEntryType[269]=0 MDEntryID[278]=36939 MDEntryTime[273]=101555000 OrigTime[9412]=123917 MDEntryPx[270]=30.5605 MDEntrySize[271]=1887 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[32]: MDEntryType[269]=0 MDEntryID[278]=36942 MDEntryTime[273]=101558000 OrigTime[9412]=535104 MDEntryPx[270]=30.6305 MDEntrySize[271]=1894 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[33]: MDEntryType[269]=1 MDEntryID[278]=36943 MDEntryTime[273]=101559000 OrigTime[9412]=37472 MDEntryPx[270]=30.7155 MDEntrySize[271]=420 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[34]: MDEntryType[269]=0 MDEntryID[278]=36946 MDEntryTime[273]=101600000 OrigTime[9412]=342585 MDEntryPx[270]=30.64 MDEntrySize[271]=1482 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[35]: MDEntryType[269]=0 MDEntryID[278]=36949 MDEntryTime[273]=101602000 OrigTime[9412]=449855 MDEntryPx[270]=30.542 MDEntrySize[271]=732 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[36]: MDEntryType[269]=1 MDEntryID[278]=36950 MDEntryTime[273]=101602000 OrigTime[9412]=751321 MDEntryPx[270]=30.658 MDEntrySize[271]=1737 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[37]: MDEntryType[269]=1 MDEntryID[278]=36951 MDEntryTime[273]=101602000 OrigTime[9412]=952190 MDEntryPx[270]=30.695 MDEntrySize[271]=1764 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[38]: MDEntryType[269]=0 MDEntryID[278]=36953 MDEntryTime[273]=101604000 OrigTime[9412]=256975 MDEntryPx[270]=30.617 MDEntrySize[271]=1284 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[39]: MDEntryType[269]=1 MDEntryID[278]=36954 MDEntryTime[273]=101604000 OrigTime[9412]=959810 MDEntryPx[270]=30.696 MDEntrySize[271]=717 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[40]: MDEntryType[269]=1 MDEntryID[278]=36955 MDEntryTime[273]=101605000 OrigTime[9412]=562795 MDEntryPx[270]=30.7055 MDEntrySize[271]=1862 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[41]: MDEntryType[269]=0 MDEntryID[278]=36956 MDEntryTime[273]=101607000 OrigTime[9412]=169983 MDEntryPx[270]=30.561 MDEntrySize[271]=2144 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[42]: MDEntryType[269]=1 MDEntryID[278]=36959 MDEntryTime[273]=101608000 OrigTime[9412]=774675 MDEntryPx[270]=30.692 MDEntrySize[271]=1672 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[43]: MDEntryType[269]=0 MDEntryID[278]=36969 MDEntryTime[273]=101616000 OrigTime[9412]=502090 MDEntryPx[270]=30.6165 MDEntrySize[271]=1645 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[44]: MDEntryType[269]=1 MDEntryID[278]=36971 MDEntryTime[273]=101618000 OrigTime[9412]=409324 MDEntryPx[270]=30.707 MDEntrySize[271]=854 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[45]: MDEntryType[269]=1 MDEntryID[278]=36972 MDEntryTime[273]=101618000 OrigTime[9412]=710533 MDEntryPx[270]=30.662 MDEntrySize[271]=211 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[46]: MDEntryType[269]=0 MDEntryID[278]=36978 MDEntryTime[273]=101623000 OrigTime[9412]=27551 MDEntryPx[270]=30.5695 MDEntrySize[271]=398 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[47]: MDEntryType[269]=1 MDEntryID[278]=36979 MDEntryTime[273]=101626000 OrigTime[9412]=239639 MDEntryPx[270]=30.6585 MDEntrySize[271]=2406 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[48]: MDEntryType[269]=1 MDEntryID[278]=36980 MDEntryTime[273]=101627000 OrigTime[9412]=246495 MDEntryPx[270]=30.685 MDEntrySize[271]=1559 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[49]: MDEntryType[269]=1 MDEntryID[278]=36983 MDEntryTime[273]=101629000 OrigTime[9412]=757009 MDEntryPx[270]=30.671 MDEntrySize[271]=1384 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[50]: MDEntryType[269]=0 MDEntryID[278]=36984 MDEntryTime[273]=101630000 OrigTime[9412]=258934 MDEntryPx[270]=30.6285 MDEntrySize[271]=978 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[51]: MDEntryType[269]=1 MDEntryID[278]=36985 MDEntryTime[273]=101632000 OrigTime[9412]=264263 MDEntryPx[270]=30.7185 MDEntrySize[271]=1867 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[52]: MDEntryType[269]=1 MDEntryID[278]=36986 MDEntryTime[273]=101632000 OrigTime[9412]=465577 MDEntryPx[270]=30.685 MDEntrySize[271]=615 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[53]: MDEntryType[269]=0 MDEntryID[278]=36987 MDEntryTime[273]=101632000 OrigTime[9412]=766528 MDEntryPx[270]=30.5985 MDEntrySize[271]=687 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[54]: MDEntryType[269]=0 MDEntryID[278]=36990 MDEntryTime[273]=101635000 OrigTime[9412]=775322 MDEntryPx[270]=30.6285 MDEntrySize[271]=1054 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[55]: MDEntryType[269]=1 MDEntryID[278]=36991 MDEntryTime[273]=101636000 OrigTime[9412]=177098 MDEntryPx[270]=30.6995 MDEntrySize[271]=2475 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[56]: MDEntryType[269]=1 MDEntryID[278]=36994 MDEntryTime[273]=101636000 OrigTime[9412]=680381 MDEntryPx[270]=30.6515 MDEntrySize[271]=2213 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[57]: MDEntryType[269]=1 MDEntryID[278]=37001 MDEntryTime[273]=101643000 OrigTime[9412]=2603 MDEntryPx[270]=30.6465 MDEntrySize[271]=424 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[58]: MDEntryType[269]=0 MDEntryID[278]=37007 MDEntryTime[273]=101646000 OrigTime[9412]=417108 MDEntryPx[270]=30.5575 MDEntrySize[271]=2250 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[59]: MDEntryType[269]=1 MDEntryID[278]=37008 MDEntryTime[273]=101648000 OrigTime[9412]=327590 MDEntryPx[270]=30.6755 MDEntrySize[271]=1299 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[60]: MDEntryType[269]=0 MDEntryID[278]=37010 MDEntryTime[273]=101649000 OrigTime[9412]=431641 MDEntryPx[270]=30.5685 MDEntrySize[271]=1841 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[61]: MDEntryType[269]=0 MDEntryID[278]=37015 MDEntryTime[273]=101651000 OrigTime[9412]=541049 MDEntryPx[270]=30.6295 MDEntrySize[271]=2079 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[62]: MDEntryType[269]=1 MDEntryID[278]=37016 MDEntryTime[273]=101651000 OrigTime[9412]=641598 MDEntryPx[270]=30.704 MDEntrySize[271]=348 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[63]: MDEntryType[269]=0 MDEntryID[278]=37018 MDEntryTime[273]=101652000 OrigTime[9412]=848044 MDEntryPx[270]=30.5925 MDEntrySize[271]=459 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[64]: MDEntryType[269]=0 MDEntryID[278]=37022 MDEntryTime[273]=101655000 OrigTime[9412]=658164 MDEntryPx[270]=30.5835 MDEntrySize[271]=733 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[65]: MDEntryType[269]=1 MDEntryID[278]=37024 MDEntryTime[273]=101656000 OrigTime[9412]=561908 MDEntryPx[270]=30.6925 MDEntrySize[271]=2344 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[66]: MDEntryType[269]=1 MDEntryID[278]=37025 MDEntryTime[273]=101656000 OrigTime[9412]=862835 MDEntryPx[270]=30.6635 MDEntrySize[271]=326 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[67]: MDEntryType[269]=0 MDEntryID[278]=37029 MDEntryTime[273]=101659000 OrigTime[9412]=372964 MDEntryPx[270]=30.5885 MDEntrySize[271]=1550 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[68]: MDEntryType[269]=0 MDEntryID[278]=37031 MDEntryTime[273]=101700000 OrigTime[9412]=377815 MDEntryPx[270]=30.558 MDEntrySize[271]=2564 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[69]: MDEntryType[269]=0 MDEntryID[278]=37032 MDEntryTime[273]=101701000 OrigTime[9412]=985164 MDEntryPx[270]=30.6165 MDEntrySize[271]=1159 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[70]: MDEntryType[269]=0 MDEntryID[278]=37035 MDEntryTime[273]=101703000 OrigTime[9412]=491516 MDEntryPx[270]=30.6165 MDEntrySize[271]=827 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}

2013-Jun-07 14:18:29.176011 MessageType[35]=W BeginString[8]=FIXT.1.1 ApplVerID[1128]=9 SenderCompID[49]=MOEX MsgSeqNum[34]=139 SendingTime[52]=20130607101834474 LastMsgSeqNumProcessed[369]=63597 RptSeq[83]=28518 LastFragment[893]=1 TradSesStatus[340]=100 Symbol[55]=USD000000TOD MDSecurityTradingStatus[1682]=17
GroupMDEntries[]=Sequence: NoMDEntries[268] = 2 {
[0]: MDEntryType[269]=1 MDEntryID[278]=37186 MDEntryTime[273]=101834000 OrigTime[9412]=149300 MDEntryPx[270]=30.732 MDEntrySize[271]=1968 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[1]: MDEntryType[269]=1 MDEntryID[278]=37187 MDEntryTime[273]=101834000 OrigTime[9412]=249864 MDEntryPx[270]=30.6535 MDEntrySize[271]=308 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}

2013-Jun-07 14:18:59.166053 MessageType[35]=W BeginString[8]=FIXT.1.1 ApplVerID[1128]=9 SenderCompID[49]=MOEX MsgSeqNum[34]=139 SendingTime[52]=20130607101904467 LastMsgSeqNumProcessed[369]=63670 RptSeq[83]=28548 LastFragment[893]=1 TradSesStatus[340]=100 Symbol[55]=USD000000TOD MDSecurityTradingStatus[1682]=17
GroupMDEntries[]=Sequence: NoMDEntries[268] = 8 {
[0]: MDEntryType[269]=0 MDEntryID[278]=37216 MDEntryTime[273]=101854000 OrigTime[9412]=431316 MDEntryPx[270]=30.6305 MDEntrySize[271]=2011 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[1]: MDEntryType[269]=1 MDEntryID[278]=37217 MDEntryTime[273]=101854000 OrigTime[9412]=532025 MDEntryPx[270]=30.6815 MDEntrySize[271]=1017 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[2]: MDEntryType[269]=0 MDEntryID[278]=37218 MDEntryTime[273]=101855000 OrigTime[9412]=536400 MDEntryPx[270]=30.6275 MDEntrySize[271]=1744 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[3]: MDEntryType[269]=0 MDEntryID[278]=37219 MDEntryTime[273]=101856000 OrigTime[9412]=640175 MDEntryPx[270]=30.613 MDEntrySize[271]=431 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[4]: MDEntryType[269]=1 MDEntryID[278]=37222 MDEntryTime[273]=101900000 OrigTime[9412]=454159 MDEntryPx[270]=30.72 MDEntrySize[271]=947 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[5]: MDEntryType[269]=1 MDEntryID[278]=37223 MDEntryTime[273]=101900000 OrigTime[9412]=655205 MDEntryPx[270]=30.694 MDEntrySize[271]=340 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[6]: MDEntryType[269]=1 MDEntryID[278]=37224 MDEntryTime[273]=101900000 OrigTime[9412]=957276 MDEntryPx[270]=30.729 MDEntrySize[271]=467 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[7]: MDEntryType[269]=0 MDEntryID[278]=37226 MDEntryTime[273]=101902000 OrigTime[9412]=161079 MDEntryPx[270]=30.564 MDEntrySize[271]=1750 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}

2013-Jun-07 14:19:29.168124 MessageType[35]=W BeginString[8]=FIXT.1.1 ApplVerID[1128]=9 SenderCompID[49]=MOEX MsgSeqNum[34]=139 SendingTime[52]=20130607101934460 LastMsgSeqNumProcessed[369]=63734 RptSeq[83]=28578 LastFragment[893]=1 TradSesStatus[340]=100 Symbol[55]=USD000000TOD MDSecurityTradingStatus[1682]=17
GroupMDEntries[]=Sequence: NoMDEntries[268] = 10 {
[0]: MDEntryType[269]=0 MDEntryID[278]=37246 MDEntryTime[273]=101916000 OrigTime[9412]=115457 MDEntryPx[270]=30.582 MDEntrySize[271]=1588 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[1]: MDEntryType[269]=1 MDEntryID[278]=37249 MDEntryTime[273]=101918000 OrigTime[9412]=726299 MDEntryPx[270]=30.6875 MDEntrySize[271]=634 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[2]: MDEntryType[269]=1 MDEntryID[278]=37252 MDEntryTime[273]=101920000 OrigTime[9412]=332558 MDEntryPx[270]=30.6745 MDEntrySize[271]=2951 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[3]: MDEntryType[269]=1 MDEntryID[278]=37253 MDEntryTime[273]=101920000 OrigTime[9412]=433154 MDEntryPx[270]=30.678 MDEntrySize[271]=355 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[4]: MDEntryType[269]=1 MDEntryID[278]=37254 MDEntryTime[273]=101921000 OrigTime[9412]=639922 MDEntryPx[270]=30.7065 MDEntrySize[271]=2103 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[5]: MDEntryType[269]=1 MDEntryID[278]=37258 MDEntryTime[273]=101925000 OrigTime[9412]=656096 MDEntryPx[270]=30.671 MDEntrySize[271]=1283 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[6]: MDEntryType[269]=1 MDEntryID[278]=37260 MDEntryTime[273]=101929000 OrigTime[9412]=968994 MDEntryPx[270]=30.744 MDEntrySize[271]=1329 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[7]: MDEntryType[269]=0 MDEntryID[278]=37261 MDEntryTime[273]=101931000 OrigTime[9412]=371848 MDEntryPx[270]=30.6425 MDEntrySize[271]=2108 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[8]: MDEntryType[269]=1 MDEntryID[278]=37262 MDEntryTime[273]=101932000 OrigTime[9412]=74194 MDEntryPx[270]=30.6535 MDEntrySize[271]=493 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[9]: MDEntryType[269]=1 MDEntryID[278]=37263 MDEntryTime[273]=101932000 OrigTime[9412]=676823 MDEntryPx[270]=30.732 MDEntrySize[271]=2413 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}

2013-Jun-07 14:19:59.158166 MessageType[35]=W BeginString[8]=FIXT.1.1 ApplVerID[1128]=9 SenderCompID[49]=MOEX MsgSeqNum[34]=139 SendingTime[52]=20130607102004455 LastMsgSeqNumProcessed[369]=63808 RptSeq[83]=28605 LastFragment[893]=1 TradSesStatus[340]=100 Symbol[55]=USD000000TOD MDSecurityTradingStatus[1682]=17
GroupMDEntries[]=Sequence: NoMDEntries[268] = 14 {
[0]: MDEntryType[269]=0 MDEntryID[278]=37275 MDEntryTime[273]=101940000 OrigTime[9412]=709751 MDEntryPx[270]=30.563 MDEntrySize[271]=325 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[1]: MDEntryType[269]=1 MDEntryID[278]=37279 MDEntryTime[273]=101942000 OrigTime[9412]=717190 MDEntryPx[270]=30.6815 MDEntrySize[271]=1585 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[2]: MDEntryType[269]=0 MDEntryID[278]=37280 MDEntryTime[273]=101943000 OrigTime[9412]=118775 MDEntryPx[270]=30.567 MDEntrySize[271]=803 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[3]: MDEntryType[269]=0 MDEntryID[278]=37281 MDEntryTime[273]=101943000 OrigTime[9412]=219535 MDEntryPx[270]=30.636 MDEntrySize[271]=2191 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[4]: MDEntryType[269]=1 MDEntryID[278]=37284 MDEntryTime[273]=101943000 OrigTime[9412]=922062 MDEntryPx[270]=30.7285 MDEntrySize[271]=2693 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[5]: MDEntryType[269]=0 MDEntryID[278]=37286 MDEntryTime[273]=101944000 OrigTime[9412]=524354 MDEntryPx[270]=30.541 MDEntrySize[271]=1444 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[6]: MDEntryType[269]=0 MDEntryID[278]=37292 MDEntryTime[273]=101947000 OrigTime[9412]=636259 MDEntryPx[270]=30.555 MDEntrySize[271]=2644 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[7]: MDEntryType[269]=0 MDEntryID[278]=37296 MDEntryTime[273]=101952000 OrigTime[9412]=353507 MDEntryPx[270]=30.6295 MDEntrySize[271]=1436 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[8]: MDEntryType[269]=1 MDEntryID[278]=37297 MDEntryTime[273]=101952000 OrigTime[9412]=855329 MDEntryPx[270]=30.6815 MDEntrySize[271]=586 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[9]: MDEntryType[269]=1 MDEntryID[278]=37298 MDEntryTime[273]=101953000 OrigTime[9412]=56605 MDEntryPx[270]=30.671 MDEntrySize[271]=2286 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[10]: MDEntryType[269]=1 MDEntryID[278]=37301 MDEntryTime[273]=101955000 OrigTime[9412]=165570 MDEntryPx[270]=30.708 MDEntrySize[271]=2081 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[11]: MDEntryType[269]=1 MDEntryID[278]=37304 MDEntryTime[273]=102000000 OrigTime[9412]=285899 MDEntryPx[270]=30.7295 MDEntrySize[271]=2218 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[12]: MDEntryType[269]=0 MDEntryID[278]=37305 MDEntryTime[273]=102000000 OrigTime[9412]=486977 MDEntryPx[270]=30.625 MDEntrySize[271]=984 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[13]: MDEntryType[269]=0 MDEntryID[278]=37308 MDEntryTime[273]=102004000 OrigTime[9412]=402818 MDEntryPx[270]=30.569 MDEntrySize[271]=1466 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}

2013-Jun-07 14:20:29.158208 MessageType[35]=W BeginString[8]=FIXT.1.1 ApplVerID[1128]=9 SenderCompID[49]=MOEX MsgSeqNum[34]=139 SendingTime[52]=20130607102034450 LastMsgSeqNumProcessed[369]=63882 RptSeq[83]=28643 LastFragment[893]=1 TradSesStatus[340]=100 Symbol[55]=USD000000TOD MDSecurityTradingStatus[1682]=17
GroupMDEntries[]=Sequence: NoMDEntries[268] = 16 {
[0]: MDEntryType[269]=0 MDEntryID[278]=37317 MDEntryTime[273]=102010000 OrigTime[9412]=824949 MDEntryPx[270]=30.552 MDEntrySize[271]=1713 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[1]: MDEntryType[269]=0 MDEntryID[278]=37318 MDEntryTime[273]=102010000 OrigTime[9412]=926341 MDEntryPx[270]=30.595 MDEntrySize[271]=1525 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[2]: MDEntryType[269]=0 MDEntryID[278]=37320 MDEntryTime[273]=102011000 OrigTime[9412]=428758 MDEntryPx[270]=30.6275 MDEntrySize[271]=826 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[3]: MDEntryType[269]=1 MDEntryID[278]=37322 MDEntryTime[273]=102013000 OrigTime[9412]=135648 MDEntryPx[270]=30.6805 MDEntrySize[271]=416 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[4]: MDEntryType[269]=0 MDEntryID[278]=37323 MDEntryTime[273]=102014000 OrigTime[9412]=38907 MDEntryPx[270]=30.624 MDEntrySize[271]=1603 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[5]: MDEntryType[269]=1 MDEntryID[278]=37324 MDEntryTime[273]=102014000 OrigTime[9412]=641232 MDEntryPx[270]=30.734 MDEntrySize[271]=2411 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[6]: MDEntryType[269]=0 MDEntryID[278]=37325 MDEntryTime[273]=102015000 OrigTime[9412]=945820 MDEntryPx[270]=30.5835 MDEntrySize[271]=1635 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[7]: MDEntryType[269]=1 MDEntryID[278]=37326 MDEntryTime[273]=102016000 OrigTime[9412]=46551 MDEntryPx[270]=30.651 MDEntrySize[271]=983 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[8]: MDEntryType[269]=1 MDEntryID[278]=37327 MDEntryTime[273]=102016000 OrigTime[9412]=247522 MDEntryPx[270]=30.643 MDEntrySize[271]=2941 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[9]: MDEntryType[269]=1 MDEntryID[278]=37339 MDEntryTime[273]=102023000 OrigTime[9412]=475781 MDEntryPx[270]=30.6995 MDEntrySize[271]=562 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[10]: MDEntryType[269]=1 MDEntryID[278]=37340 MDEntryTime[273]=102024000 OrigTime[9412]=78806 MDEntryPx[270]=30.7345 MDEntrySize[271]=2867 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[11]: MDEntryType[269]=0 MDEntryID[278]=37341 MDEntryTime[273]=102024000 OrigTime[9412]=481287 MDEntryPx[270]=30.552 MDEntrySize[271]=1081 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[12]: MDEntryType[269]=1 MDEntryID[278]=37343 MDEntryTime[273]=102027000 OrigTime[9412]=93097 MDEntryPx[270]=30.723 MDEntrySize[271]=2391 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[13]: MDEntryType[269]=0 MDEntryID[278]=37345 MDEntryTime[273]=102028000 OrigTime[9412]=197291 MDEntryPx[270]=30.5525 MDEntrySize[271]=1684 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[14]: MDEntryType[269]=0 MDEntryID[278]=37346 MDEntryTime[273]=102028000 OrigTime[9412]=498422 MDEntryPx[270]=30.6365 MDEntrySize[271]=2747 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[15]: MDEntryType[269]=1 MDEntryID[278]=37347 MDEntryTime[273]=102029000 OrigTime[9412]=100934 MDEntryPx[270]=30.663 MDEntrySize[271]=2077 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}

2013-Jun-07 14:20:59.148250 MessageType[35]=W BeginString[8]=FIXT.1.1 ApplVerID[1128]=9 SenderCompID[49]=MOEX MsgSeqNum[34]=139 SendingTime[52]=20130607102104445 LastMsgSeqNumProcessed[369]=63958 RptSeq[83]=28675 LastFragment[893]=1 TradSesStatus[340]=100 Symbol[55]=USD000000TOD MDSecurityTradingStatus[1682]=17
GroupMDEntries[]=Sequence: NoMDEntries[268] = 21 {
[0]: MDEntryType[269]=0 MDEntryID[278]=37345 MDEntryTime[273]=102028000 OrigTime[9412]=197291 MDEntryPx[270]=30.5525 MDEntrySize[271]=1684 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[1]: MDEntryType[269]=0 MDEntryID[278]=37346 MDEntryTime[273]=102028000 OrigTime[9412]=498422 MDEntryPx[270]=30.6365 MDEntrySize[271]=2747 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[2]: MDEntryType[269]=1 MDEntryID[278]=37347 MDEntryTime[273]=102029000 OrigTime[9412]=100934 MDEntryPx[270]=30.663 MDEntrySize[271]=2077 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[3]: MDEntryType[269]=1 MDEntryID[278]=37351 MDEntryTime[273]=102034000 OrigTime[9412]=524843 MDEntryPx[270]=30.7445 MDEntrySize[271]=2574 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[4]: MDEntryType[269]=1 MDEntryID[278]=37352 MDEntryTime[273]=102034000 OrigTime[9412]=625533 MDEntryPx[270]=30.651 MDEntrySize[271]=2231 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[5]: MDEntryType[269]=1 MDEntryID[278]=37355 MDEntryTime[273]=102035000 OrigTime[9412]=429619 MDEntryPx[270]=30.7245 MDEntrySize[271]=285 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[6]: MDEntryType[269]=1 MDEntryID[278]=37358 MDEntryTime[273]=102037000 OrigTime[9412]=736914 MDEntryPx[270]=30.655 MDEntrySize[271]=859 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[7]: MDEntryType[269]=1 MDEntryID[278]=37362 MDEntryTime[273]=102041000 OrigTime[9412]=550497 MDEntryPx[270]=30.656 MDEntrySize[271]=1892 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[8]: MDEntryType[269]=1 MDEntryID[278]=37365 MDEntryTime[273]=102043000 OrigTime[9412]=157368 MDEntryPx[270]=30.7275 MDEntrySize[271]=1939 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[9]: MDEntryType[269]=0 MDEntryID[278]=37369 MDEntryTime[273]=102045000 OrigTime[9412]=665838 MDEntryPx[270]=30.5625 MDEntrySize[271]=1731 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[10]: MDEntryType[269]=0 MDEntryID[278]=37371 MDEntryTime[273]=102047000 OrigTime[9412]=472072 MDEntryPx[270]=30.554 MDEntrySize[271]=822 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[11]: MDEntryType[269]=1 MDEntryID[278]=37376 MDEntryTime[273]=102052000 OrigTime[9412]=187295 MDEntryPx[270]=30.734 MDEntrySize[271]=1692 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[12]: MDEntryType[269]=1 MDEntryID[278]=37383 MDEntryTime[273]=102057000 OrigTime[9412]=405692 MDEntryPx[270]=30.6725 MDEntrySize[271]=2356 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[13]: MDEntryType[269]=1 MDEntryID[278]=37384 MDEntryTime[273]=102057000 OrigTime[9412]=706883 MDEntryPx[270]=30.7085 MDEntrySize[271]=1037 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[14]: MDEntryType[269]=1 MDEntryID[278]=37387 MDEntryTime[273]=102059000 OrigTime[9412]=10834 MDEntryPx[270]=30.735 MDEntrySize[271]=420 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[15]: MDEntryType[269]=0 MDEntryID[278]=37391 MDEntryTime[273]=102100000 OrigTime[9412]=115400 MDEntryPx[270]=30.596 MDEntrySize[271]=2707 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[16]: MDEntryType[269]=0 MDEntryID[278]=37392 MDEntryTime[273]=102100000 OrigTime[9412]=216030 MDEntryPx[270]=30.5915 MDEntrySize[271]=491 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[17]: MDEntryType[269]=0 MDEntryID[278]=37393 MDEntryTime[273]=102100000 OrigTime[9412]=717792 MDEntryPx[270]=30.624 MDEntrySize[271]=2894 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[18]: MDEntryType[269]=1 MDEntryID[278]=37395 MDEntryTime[273]=102101000 OrigTime[9412]=320599 MDEntryPx[270]=30.692 MDEntrySize[271]=2105 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[19]: MDEntryType[269]=0 MDEntryID[278]=37396 MDEntryTime[273]=102103000 OrigTime[9412]=428212 MDEntryPx[270]=30.583 MDEntrySize[271]=1910 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[20]: MDEntryType[269]=1 MDEntryID[278]=37397 MDEntryTime[273]=102104000 OrigTime[9412]=131033 MDEntryPx[270]=30.7315 MDEntrySize[271]=2591 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}

2013-Jun-07 14:21:29.147308 MessageType[35]=W BeginString[8]=FIXT.1.1 ApplVerID[1128]=9 SenderCompID[49]=MOEX MsgSeqNum[34]=139 SendingTime[52]=20130607102134439 LastMsgSeqNumProcessed[369]=64037 RptSeq[83]=28709 LastFragment[893]=1 TradSesStatus[340]=100 Symbol[55]=USD000000TOD MDSecurityTradingStatus[1682]=17
GroupMDEntries[]=Sequence: NoMDEntries[268] = 25 {
[0]: MDEntryType[269]=0 MDEntryID[278]=37391 MDEntryTime[273]=102100000 OrigTime[9412]=115400 MDEntryPx[270]=30.596 MDEntrySize[271]=2707 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[1]: MDEntryType[269]=0 MDEntryID[278]=37392 MDEntryTime[273]=102100000 OrigTime[9412]=216030 MDEntryPx[270]=30.5915 MDEntrySize[271]=491 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[2]: MDEntryType[269]=0 MDEntryID[278]=37393 MDEntryTime[273]=102100000 OrigTime[9412]=717792 MDEntryPx[270]=30.624 MDEntrySize[271]=2894 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[3]: MDEntryType[269]=1 MDEntryID[278]=37395 MDEntryTime[273]=102101000 OrigTime[9412]=320599 MDEntryPx[270]=30.692 MDEntrySize[271]=2105 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[4]: MDEntryType[269]=0 MDEntryID[278]=37396 MDEntryTime[273]=102103000 OrigTime[9412]=428212 MDEntryPx[270]=30.583 MDEntrySize[271]=1910 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[5]: MDEntryType[269]=1 MDEntryID[278]=37397 MDEntryTime[273]=102104000 OrigTime[9412]=131033 MDEntryPx[270]=30.7315 MDEntrySize[271]=2591 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[6]: MDEntryType[269]=0 MDEntryID[278]=37400 MDEntryTime[273]=102104000 OrigTime[9412]=933783 MDEntryPx[270]=30.5815 MDEntrySize[271]=2043 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[7]: MDEntryType[269]=1 MDEntryID[278]=37404 MDEntryTime[273]=102105000 OrigTime[9412]=939245 MDEntryPx[270]=30.6985 MDEntrySize[271]=590 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[8]: MDEntryType[269]=1 MDEntryID[278]=37405 MDEntryTime[273]=102107000 OrigTime[9412]=847298 MDEntryPx[270]=30.7435 MDEntrySize[271]=890 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[9]: MDEntryType[269]=1 MDEntryID[278]=37407 MDEntryTime[273]=102109000 OrigTime[9412]=554126 MDEntryPx[270]=30.715 MDEntrySize[271]=796 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[10]: MDEntryType[269]=1 MDEntryID[278]=37410 MDEntryTime[273]=102110000 OrigTime[9412]=257107 MDEntryPx[270]=30.655 MDEntrySize[271]=1820 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[11]: MDEntryType[269]=0 MDEntryID[278]=37411 MDEntryTime[273]=102110000 OrigTime[9412]=658441 MDEntryPx[270]=30.6285 MDEntrySize[271]=2534 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[12]: MDEntryType[269]=1 MDEntryID[278]=37412 MDEntryTime[273]=102111000 OrigTime[9412]=160304 MDEntryPx[270]=30.6945 MDEntrySize[271]=1225 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[13]: MDEntryType[269]=0 MDEntryID[278]=37414 MDEntryTime[273]=102112000 OrigTime[9412]=866861 MDEntryPx[270]=30.635 MDEntrySize[271]=2849 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[14]: MDEntryType[269]=0 MDEntryID[278]=37415 MDEntryTime[273]=102113000 OrigTime[9412]=268694 MDEntryPx[270]=30.6225 MDEntrySize[271]=2658 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[15]: MDEntryType[269]=0 MDEntryID[278]=37416 MDEntryTime[273]=102113000 OrigTime[9412]=469557 MDEntryPx[270]=30.602 MDEntrySize[271]=282 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[16]: MDEntryType[269]=1 MDEntryID[278]=37417 MDEntryTime[273]=102113000 OrigTime[9412]=870973 MDEntryPx[270]=30.669 MDEntrySize[271]=1144 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[17]: MDEntryType[269]=0 MDEntryID[278]=37421 MDEntryTime[273]=102116000 OrigTime[9412]=280587 MDEntryPx[270]=30.569 MDEntrySize[271]=2405 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[18]: MDEntryType[269]=0 MDEntryID[278]=37423 MDEntryTime[273]=102118000 OrigTime[9412]=188293 MDEntryPx[270]=30.608 MDEntrySize[271]=1862 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[19]: MDEntryType[269]=0 MDEntryID[278]=37426 MDEntryTime[273]=102119000 OrigTime[9412]=591994 MDEntryPx[270]=30.5925 MDEntrySize[271]=506 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[20]: MDEntryType[269]=1 MDEntryID[278]=37434 MDEntryTime[273]=102127000 OrigTime[9412]=521016 MDEntryPx[270]=30.6915 MDEntrySize[271]=236 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[21]: MDEntryType[269]=1 MDEntryID[278]=37437 MDEntryTime[273]=102129000 OrigTime[9412]=428539 MDEntryPx[270]=30.655 MDEntrySize[271]=1154 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[22]: MDEntryType[269]=1 MDEntryID[278]=37440 MDEntryTime[273]=102132000 OrigTime[9412]=237117 MDEntryPx[270]=30.732 MDEntrySize[271]=2882 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[23]: MDEntryType[269]=1 MDEntryID[278]=37442 MDEntryTime[273]=102133000 OrigTime[9412]=540895 MDEntryPx[270]=30.71 MDEntrySize[271]=1996 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[24]: MDEntryType[269]=1 MDEntryID[278]=37444 MDEntryTime[273]=102134000 OrigTime[9412]=343736 MDEntryPx[270]=30.7245 MDEntrySize[271]=1105 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}

2013-Jun-07 14:21:30.557310 MessageType[35]=X ApplVerID[1128]=9 BeginString[8]=FIXT.1.1 SenderCompID[49]=MOEX MsgSeqNum[34]=64041 SendingTime[52]=20130607102135862
GroupMDEntries[]=Sequence: NoMDEntries[268] = 1 {
[0]: MDUpdateAction[279]=2 MDEntryType[269]=0 MDEntryID[278]=36990 Symbol[55]=USD000000TOD RptSeq[83]=28710 MDEntryTime[273]=102135000 OrigTime[9412]=851245 MDEntryPx[270]=30.6285 TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}

2013-Jun-07 14:22:12.172384 MessageType[35]=W BeginString[8]=FIXT.1.1 ApplVerID[1128]=9 SenderCompID[49]=MOEX MsgSeqNum[34]=139 SendingTime[52]=20130607102204433 LastMsgSeqNumProcessed[369]=64113 RptSeq[83]=28743 LastFragment[893]=1 TradSesStatus[340]=100 Symbol[55]=USD000000TOD MDSecurityTradingStatus[1682]=17
GroupMDEntries[]=Sequence: NoMDEntries[268] = 24 {
[0]: MDEntryType[269]=0 MDEntryID[278]=37421 MDEntryTime[273]=102116000 OrigTime[9412]=280587 MDEntryPx[270]=30.569 MDEntrySize[271]=2405 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[1]: MDEntryType[269]=0 MDEntryID[278]=37423 MDEntryTime[273]=102118000 OrigTime[9412]=188293 MDEntryPx[270]=30.608 MDEntrySize[271]=1862 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[2]: MDEntryType[269]=0 MDEntryID[278]=37426 MDEntryTime[273]=102119000 OrigTime[9412]=591994 MDEntryPx[270]=30.5925 MDEntrySize[271]=506 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[3]: MDEntryType[269]=1 MDEntryID[278]=37434 MDEntryTime[273]=102127000 OrigTime[9412]=521016 MDEntryPx[270]=30.6915 MDEntrySize[271]=236 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[4]: MDEntryType[269]=1 MDEntryID[278]=37437 MDEntryTime[273]=102129000 OrigTime[9412]=428539 MDEntryPx[270]=30.655 MDEntrySize[271]=1154 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[5]: MDEntryType[269]=1 MDEntryID[278]=37440 MDEntryTime[273]=102132000 OrigTime[9412]=237117 MDEntryPx[270]=30.732 MDEntrySize[271]=2882 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[6]: MDEntryType[269]=1 MDEntryID[278]=37442 MDEntryTime[273]=102133000 OrigTime[9412]=540895 MDEntryPx[270]=30.71 MDEntrySize[271]=1996 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[7]: MDEntryType[269]=1 MDEntryID[278]=37444 MDEntryTime[273]=102134000 OrigTime[9412]=343736 MDEntryPx[270]=30.7245 MDEntrySize[271]=1105 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[8]: MDEntryType[269]=0 MDEntryID[278]=37447 MDEntryTime[273]=102135000 OrigTime[9412]=951801 MDEntryPx[270]=30.5645 MDEntrySize[271]=700 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[9]: MDEntryType[269]=1 MDEntryID[278]=37449 MDEntryTime[273]=102138000 OrigTime[9412]=362778 MDEntryPx[270]=30.73 MDEntrySize[271]=696 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[10]: MDEntryType[269]=0 MDEntryID[278]=37450 MDEntryTime[273]=102138000 OrigTime[9412]=564499 MDEntryPx[270]=30.626 MDEntrySize[271]=411 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[11]: MDEntryType[269]=1 MDEntryID[278]=37458 MDEntryTime[273]=102146000 OrigTime[9412]=193052 MDEntryPx[270]=30.696 MDEntrySize[271]=2179 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[12]: MDEntryType[269]=1 MDEntryID[278]=37459 MDEntryTime[273]=102147000 OrigTime[9412]=396334 MDEntryPx[270]=30.687 MDEntrySize[271]=1706 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[13]: MDEntryType[269]=0 MDEntryID[278]=37464 MDEntryTime[273]=102151000 OrigTime[9412]=415148 MDEntryPx[270]=30.556 MDEntrySize[271]=2324 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[14]: MDEntryType[269]=0 MDEntryID[278]=37465 MDEntryTime[273]=102152000 OrigTime[9412]=419960 MDEntryPx[270]=30.5715 MDEntrySize[271]=2286 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[15]: MDEntryType[269]=0 MDEntryID[278]=37466 MDEntryTime[273]=102152000 OrigTime[9412]=720681 MDEntryPx[270]=30.5745 MDEntrySize[271]=2806 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[16]: MDEntryType[269]=0 MDEntryID[278]=37467 MDEntryTime[273]=102154000 OrigTime[9412]=627150 MDEntryPx[270]=30.604 MDEntrySize[271]=2632 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[17]: MDEntryType[269]=1 MDEntryID[278]=37468 MDEntryTime[273]=102154000 OrigTime[9412]=828699 MDEntryPx[270]=30.652 MDEntrySize[271]=2266 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[18]: MDEntryType[269]=1 MDEntryID[278]=37472 MDEntryTime[273]=102156000 OrigTime[9412]=132978 MDEntryPx[270]=30.643 MDEntrySize[271]=2820 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[19]: MDEntryType[269]=1 MDEntryID[278]=37473 MDEntryTime[273]=102156000 OrigTime[9412]=736100 MDEntryPx[270]=30.737 MDEntrySize[271]=2192 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[20]: MDEntryType[269]=0 MDEntryID[278]=37474 MDEntryTime[273]=102157000 OrigTime[9412]=940343 MDEntryPx[270]=30.548 MDEntrySize[271]=2662 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[21]: MDEntryType[269]=0 MDEntryID[278]=37477 MDEntryTime[273]=102202000 OrigTime[9412]=656886 MDEntryPx[270]=30.6215 MDEntrySize[271]=2477 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[22]: MDEntryType[269]=1 MDEntryID[278]=37478 MDEntryTime[273]=102202000 OrigTime[9412]=757636 MDEntryPx[270]=30.662 MDEntrySize[271]=1380 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
[23]: MDEntryType[269]=0 MDEntryID[278]=37481 MDEntryTime[273]=102204000 OrigTime[9412]=365545 MDEntryPx[270]=30.602 MDEntrySize[271]=756 OrderStatus[10505]=O TradingSessionID[336]=CETS TradingSessionSubID[625]=N
}
 
 
 
Oleg Vazhnev
Стаж: 8 лет 1 месяц
Сообщений: 1381
Пт Июн 07, 2013 19:35 (спустя 1 год 3 месяца 16 дней) Ответить с цитатой Получить постоянный адрес сообщения
fandrei писал(а):
Добрый день!
Пытаюсь собирать стаканы из Orders фидов на тестовом FAST. Процедуру восстановления реализую по каждому инструменту, используя RtpSeq[83]. После восстановления из snapshot RptSeq[83]=28518 для операции DELETE MDEntryID[278]=36990 не могу найти order. Просмотрел историю snapshot -ов, последний, в котором вижу эту заявку RptSeq[83]=28384 . Snapshot из которого восстанавливался очень короткий.
Сообщения из лога расположены в хронологическом порядке.
Просьба подсказать в чем может быть проблема. Заранее спасибо.
 


написано как-то не понятно и кусок лога очень большой )

если у инструмента из снэпшота rptSeq = 28518 то из incremental нужно применять только операции у которых rptSeq строго больше 28518.
если у операции DELETE из Incremental RptSeq = 28518 то она уже учтена в снэпшоте, и именно поэтому в снэпшоте эту заявку не найти.

угадал? 
 
Последний раз редактировалось автором 07.06.2013 19:37, всего редактировалось 1 раз
fandrei
Стаж: 4 года 5 месяцев
Сообщений: 3
Пн Июн 10, 2013 10:06 (спустя 1 год 3 месяца 18 дней) Ответить с цитатой Получить постоянный адрес сообщения
Цитата:
если у операции DELETE из Incremental RptSeq = 28518 то она уже учтена в снэпшоте, и именно поэтому в снэпшоте эту заявку не найти.
 

У DELETE RptSeq[83]=28710. 
 
fandrei
Стаж: 4 года 5 месяцев
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Пн Июн 10, 2013 10:23 (спустя 1 год 3 месяца 18 дней) Ответить с цитатой Получить постоянный адрес сообщения
javapowered, у Вас в тестовом подключении приходят Orders snapshot-ы c LastFragment != 1 ? Я заметил, что у меня все Orders snapshot-ы приходят с установленным флагом LastFragment = 1. После snapshot c 70 записями, приходит короткий с 2 записями, т.е предполагаю, что длинный должен был разделиться на фрагменты, но получаю я только последний фрагмент. Предположительно, или я теряю промежуточный фрагменты snapshot-a или это особенность тестового подключения. 
 
Oleg Vazhnev
Стаж: 8 лет 1 месяц
Сообщений: 1381
Ср Июн 12, 2013 00:24 (спустя 1 год 3 месяца 20 дней) Ответить с цитатой Получить постоянный адрес сообщения
а я сейчас LastFragment вообще не смотрю. как только словил в снепшоте seqNum = 1 - значит предыдущий пакет был "last" Smile
хотя возможно по LastFragment ориентироваться логичнее будет, надо бы попробовать...

да и тестовое подключение я не гонял год уже Smile 
 
Последний раз редактировалось автором 12.06.2013 00:27, всего редактировалось 1 раз
Grigory Baytsur
Стаж: 5 лет 9 месяцев
Откуда: Москва
Сообщений: 46
Пн Июн 17, 2013 18:08 (спустя 1 год 3 месяца 26 дней) Ответить с цитатой Получить постоянный адрес сообщения
А ведь пора погонять, новая версия с 8 июля запускается, с новым шаблоном.  
 
Oleg Vazhnev
Стаж: 8 лет 1 месяц
Сообщений: 1381
Чт Июн 20, 2013 10:06 (спустя 1 год 3 месяца 28 дней) Ответить с цитатой Получить постоянный адрес сообщения
Да вот в первых числах июля как раз думал потрогать с новым шаблоном, заранее то зачем беспокоится, сделаю новый шаблон сейчас если, так к 8 июля всё забуду. Лучше уж непосредственно перед нововведением Smile 
 
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