Posted: Sep 20, 2011 @ 09:48 AM             Msg. 1 of 10

Hello.

COM API (last version), Access 2003 SP3, XP SP2
6BZ1, 2011-09-19, end of session, last trade.

I saw on data collected by my application and found that there was 15 trades with size 13 on level 15687. http://img692.imageshack.us/img692/9391/0920133330.png

Then I look on T&S at http://www.cmegroup.com/trading/fx/g10/british-pound_quotes_timeSales_globex_futures.html and found that there was only single trade at this level http://img831.imageshack.us/img831/8504/0920123319.png

And there are a lot of such examples.
Data was recieved by OnPriceTick event.

Would you please to explain it?
.

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Chen Hua, Russia

Posted: Sep 20, 2011 @ 10:03 AM             Msg. 2 of 10

I don't see these extra-ticks in OEC Trader.

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Victor Vins
Lead Software Developer

Posted: Sep 20, 2011 @ 10:05 AM             Msg. 3 of 10

BTW, OnPriceTick is raising on quote changes (bid/ask changes too for example). CME web-site shows only trades, not quote changes

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Victor Vins
Lead Software Developer

Posted: Sep 20, 2011 @ 10:06 AM             Msg. 4 of 10

OEC Trader? I don't talk about it. I talk about my application based on OEC COM API.

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Chen Hua, Russia

You mean that this event was generated by possible DOM changes?
Edited by CChen15 on Sep 20, 2011 at 10:08:53

Posted: Sep 20, 2011 @ 10:07 AM             Msg. 5 of 10

My point is OEC Trader uses the same OECAPI and the same source of data. The best way to verify validity of the program is to compare results with results of OEC Trader.

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Victor Vins
Lead Software Developer

Posted: Sep 20, 2011 @ 10:10 AM             Msg. 6 of 10

Thank you. With which event I can recieve only trades w/o DOM changes?

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Chen Hua, Russia

Posted: Sep 20, 2011 @ 10:16 AM             Msg. 7 of 10

You need to use http://www.openecry.com/api/api/OEC.API.OECClient.OnTicksReceived.html

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Victor Vins
Lead Software Developer

Posted: Sep 20, 2011 @ 10:47 AM             Msg. 8 of 10

Thank you. We was talking about this method some monthes ago. But it occures "... in response to RequestTicks ..." only.

Is there events in OEC API that occures on trade only? How I can get pure trades w/o additional requests?

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Chen Hua, Russia

Posted: Sep 20, 2011 @ 10:51 AM             Msg. 9 of 10

To get ticks (or trades) you need to request them from server via RequestTicks or SubscribeTicks. SubscribeTicks will give you real-time ticks via OnTicksReceived.

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Victor Vins
Lead Software Developer

Posted: Sep 20, 2011 @ 10:58 AM             Msg. 10 of 10

O-ops... But there are no one words in manual about SubscribeTicks... I forgot about this method. Say me please - when SubscribeTicks will be used does ticks will be coming "in batch"? Where I can read about 'batch' some more?

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Chen Hua, Russia