Posted: May 25, 2010 @ 04:21 PM             Msg. 1 of 4

We are working with your API since 2009 and using the ticks with a queue. Let me explain, we save each tick in a FIFO stack and then we process it. We begun this type of processing because we suppose it was possible to lose some ticks if elapsed time involved in trading algorithms was larger than time betwen ticks.
Is it necessary? How do you work with ticks? Have you a inner queue? (so it is not possible to lose ticks because Windows events always happen).
Please explain it to us as detailed as possible.

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Victor Garcia

Posted: Jun 01, 2010 @ 11:46 AM             Msg. 2 of 4

Hello. Client applications receive all ticks even its event handlers spend sometime for processing. These ticks are queued either inside OECAPI, either on server-side and then passed to the client app's event handler.

Posted: Jun 03, 2010 @ 06:34 PM             Msg. 3 of 4

OK VictorV, so it is not neccesary to use another queue in the trading application.

Well, suppose we stop the program in the procedure of event handler (2 hours for instance), What happens with ticks? Is there an overflow of the OECAPI queue?
When we continue with processing, Do we receive the inmediate tick after we stoped the program?

Thank you very much

Posted: Jun 07, 2010 @ 01:02 PM             Msg. 4 of 4

If you stop the program in the event handler, OECAPI will continue to enque ticks until .NET OutOfMemory exception. Unfortunately, client application will not notified about it.

This queue is FIFO: when you contunue you will receive the old ticks first.

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Victor Vins
Software Developer