When I subscribe to TRADE: and I've had activity already today on my account then I seem to immediately receive a CONFIRM message, no matter how long ago this was (hours).
This occurs in the Streaming Companion and also in my Python code which explicitly sets LS_snapshot to "false" in the subscription. I am making a "DISTINCT" subscription.
Is there a way to avoid/suppress this?
In my experience over the past few years of working with the streaming server, it always re-sends the very last CONFIRMS message. To avoid handling it I would suggest either;
a) set a counter/boolean to disregard the very first CONFIRMS you receive after connection, or
b) disregard the CONFIRMS based a comparison of it's datetime compared to DateTime.UtcNow.
I have tried it myself and I get the same result. A snapshot is received no matter what the "LP_snapshot" is set to.
Even more annoying, when I request a snapshot, the "End-of-snapshot" message is received before the snapshot itself. When I set "LP_snapshot" to false, I still get the snapshot, but not the EOS message.
In my case it is easy to handle, but I would still like to know if this is a bug, or it has some purpose.