Posted: Oct 10, 2011 @ 05:58 PM             Msg. 1 of 2

Hi,

We are using your api and noticed that certain instruments are not returning any depth. After a little research we came accross one of your forum posts that attributed the issue as vendor specific issue ( http://www.openecry.com/forum/index.cfm?page=topic&topicID=145 )

We would like to handle this issue in our app by atleast displaying top of the book in the depth. We can achieve this if we know by some means the instruments that will not return any market depth. We would not like to hard-code instruments names.

Is there a way API can tell us about such instruments?

Also, would the depth subscription throw an error of some sort telling us there wont be any depth for these instruments. Or will it be no error but nothing will be sent?

Thanks in advance!

Posted: Oct 12, 2011 @ 09:24 AM             Msg. 2 of 2

Hello,

unfortunately, OECAPI doesn't provide such information. There is just one way - to hardcode HKEX, SGX, SFE contracts.

OECAPI will not throw any error for such cases.

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Victor Vins
Lead Software Developer