Description
When subscribing to live market data on an engine that has previously made bdp or bdtick calls, BLPAPI emits a warning from its C++ event parser:
WARN blpapi_subscriptioneventparser.cpp:346 blpapi.subscriptioneventparser
Invalid dateortime wire value: 20159615
{ FieldName=LAST_UPDATE_ALL_SESSIONS_RT ParentField=MarketDataEvents }
Events skipped since last log: 0
The field LAST_UPDATE_ALL_SESSIONS_RT is not explicitly requested — it arrives as part of Bloomberg's automatic metadata in subscription events. The value 20159615 appears to be a malformed date (would decode to 2015-96-15, invalid month).
Reproduction
import xbbg from "xbbg/js-xbbg";
const engine = await xbbg.connect({ host: "localhost", port: 8194 });
// Step 1: Make any reference data call first
await engine.bdp(["ES1 Index"], ["LAST_PRICE"]);
// Step 2: Make any tick history call
const now = new Date();
const fiveMinAgo = new Date(now.getTime() - 5 * 60 * 1000);
await engine.bdtick("ES1 Index", {
start: fiveMinAgo.toISOString().slice(0, 19),
end: now.toISOString().slice(0, 19),
});
// Step 3: Subscribe — warning fires on first event batch
const sub = await engine.subscribe(
["ES1 Index", "NQ1 Index"],
["LAST_PRICE", "BID", "ASK", "VOLUME"],
);
for await (const table of sub) {
// Warning appears here on first iteration
break;
}
Key condition: The warning only appears when subscribe() is called on an engine that has already performed bdp/bdtick calls. A fresh engine that only calls subscribe() does not trigger the warning.
Impact
- The subscription continues to function — ticks are still delivered after the warning
- The warning is emitted by the native BLPAPI C++ layer (
blpapi_subscriptioneventparser.cpp:346), not by js-xbbg user code
- It cannot be suppressed or filtered from the JavaScript side
Environment
- xbbg:
github:alpha-xone/xbbg#2e23c28
- Runtime: Bun 1.3.10 (macOS arm64)
- Bloomberg Terminal running on Windows VM, connected via TCP proxy on port 8194
Description
When subscribing to live market data on an engine that has previously made
bdporbdtickcalls, BLPAPI emits a warning from its C++ event parser:The field
LAST_UPDATE_ALL_SESSIONS_RTis not explicitly requested — it arrives as part of Bloomberg's automatic metadata in subscription events. The value20159615appears to be a malformed date (would decode to2015-96-15, invalid month).Reproduction
Key condition: The warning only appears when
subscribe()is called on an engine that has already performedbdp/bdtickcalls. A fresh engine that only callssubscribe()does not trigger the warning.Impact
blpapi_subscriptioneventparser.cpp:346), not by js-xbbg user codeEnvironment
github:alpha-xone/xbbg#2e23c28