API Support Forum
OEC API > API Support > how to get current bid/ask without waiting for onPriceChanged Event.
Author Topic: how to get current bid/ask without waiting for onPriceChanged Event.
(27 messages, Page 2 of 2)
Moderators: VPfau
VictorV
Posts: 746
Joined: May 08, 2007


Posted: Mar 08, 2011 @ 08:30 AM             Msg. 2 of 27
Hello,

Changing of BatchInterval will not help to avoid throtthling: part of quotes will be throttled by server anyway.

You can subscribe both quotes and ticks: they have different limits and counters.

Victor Vins
Software Developer
BBrandon
Posts: 24
Joined: Dec 08, 2010


Posted: Mar 08, 2011 @ 11:52 AM             Msg. 4 of 27
Thank you for the clarification.
What degree of throttling is done, server side, for the quotes (assuming OnPriceTick subscription). Is it limited to a number of events per second ?

Thanks,

Brandon

Brandon
VictorV
Posts: 746
Joined: May 08, 2007


Posted: Mar 08, 2011 @ 02:33 PM             Msg. 6 of 27
Number of quotes per seconds is varying and can be from 4 up to 8 quotes/sec.

Victor Vins
Software Developer
BBrandon
Posts: 24
Joined: Dec 08, 2010


Posted: Mar 08, 2011 @ 03:39 PM             Msg. 8 of 27
Thanks,

I cant seem to get quotes for future time spreads ? FTS
eg. GCL FTS +J1,-K1.
How can I get the list of contracts for which I am tick subscribed ? Also, what is the limit in the number of subscriptions ?

thanks,

Brandon

Brandon
VictorV
Posts: 746
Joined: May 08, 2007


Posted: Mar 09, 2011 @ 08:23 AM             Msg. 10 of 27
Hello,

please check quotes for FTS in OEC Trader: I see GCL FTS +J1,-K1 quote updates. if you meant "ticks" for them - we don't provide tick/chart data for spreads.

There is a collection of subscriptions OECClient.Subscriptions: tick subscriptions will have Updatable = true and Type = SubscriptionType.Tick.

You can find out limits in OECClient.Properties collection. Please take a look: http://www.openecry.com/cfbb/index.cfm?page=topic&topicID=465

Victor Vins
Software Developer
BBrandon
Posts: 24
Joined: Dec 08, 2010


Posted: Mar 10, 2011 @ 11:12 PM             Msg. 12 of 27
Thanks for the information.

Finally is the DOM data throttled on the server side? Or can I get as much resolution as with the tick subscriptions ?

Thanks

Brandon
VictorV
Posts: 746
Joined: May 08, 2007


Posted: Mar 11, 2011 @ 09:40 AM             Msg. 14 of 27
DOM is throttled on the server side too with the same parameters. Unfortunately, there is no solution like with ticks/quotes.

Victor Vins
Software Developer