Posted: Oct 08, 2009 @ 08:10 AM             Msg. 1 of 6

Hi,

I have been trying to implement a subscribeticks with onticksreceived method in excel by looking at the examples of the DOM and quotes sheet in OEC's samplecom but so far haven't been able to work it out.
Would someone have a working subscribeticks implementation they would be willing to share to get me unstuck please?

Thank you

Sylvia

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Sylvia Herbaut

Posted: Oct 08, 2009 @ 11:16 AM             Msg. 2 of 6

Hi,

could you please specify - what kind of trouble do you have? I can advise to use SubscribeBars as a sample, because it is very similar.

Posted: Oct 08, 2009 @ 05:09 PM             Msg. 3 of 6

I tried many things but kept getting an "object required" error against the function I put in the initializing login function in the samplecom. just haven't been able to make it work yet and was hoping someone here may have a working example of either SubscribeBars or SubscribeTicks.

Otherwise I will go back and continue to read the API documentation and the sample code to try to work it out. :(
It is just that I am both green with the API and with VBA so it is a bit of an uphill battle. :)

Also is there further documentation that expands more on the implementation methods somewhere or is the documentation at
http://www.openecry.com/api/api/index.html it?

thank you!

Sylvia

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Sylvia Herbaut

Posted: Oct 12, 2009 @ 10:30 AM             Msg. 4 of 6

You need to implement the next things:

1. Subscribe to ticks:
Set Subscription = api.SubscribeTicks(newContract, Now)

2. Hook the next events:
OnTicksReceived(ByVal Subscription As OECAPICOM.ISubscription, ByVal IncomingTicks As OECAPICOM.ITicks)
and
OnPriceTick(ByVal Contract As OECAPICOM.IContract, ByVal Price As OECAPICOM.IPrice)

3. Process OnPriceTick:
If Not (Subscription Is Nothing) And Subscription.Contract = Contract Then
Range("A" & CountRows).value = Price.LastDateTime
Range("B" & CountRows).value = Price.LastPrice
Range("C" & CountRows).value = Price.LastVol
CountRows = CountRows + 1
End If

4. Process OnTicksReceived
For i = 0 To Ticks.PriceList.Length - 1
Dim Vol As Integer
Dim Price As Double
Price = Ticks.PriceList.Item(i)
Vol = Ticks.VolumeList.Item(i)
Range("A" & CountRows).value = Ticks.TimestampList.Item(i)
Range("B" & CountRows).value = Price
Range("C" & CountRows).value = Vol
CountRows = CountRows + 1
Next

5. And cancel subscription, when you don't need it any more
If Not (Subscription Is Nothing) Then
api.CancelSubscription Subscription
Set Subscription = Nothing
End If

This sample code will be available in the next build of OECAPICOM installation.

Please let me know, if you have questions.

Posted: Oct 12, 2009 @ 10:45 AM             Msg. 5 of 6

Correction: you don't need to use OnPriceTick event, if you use tick subscription and OnTicksReceived event.

Posted: Oct 14, 2009 @ 02:26 AM             Msg. 6 of 6

thank you so much for sending the sample code, that has helped me tremendously. :)

Cheers

Sylvia

Edited by SSylvia on Oct 14, 2009 at 02:27:41