Posted: Mar 10, 2014 @ 02:53 PM             Msg. 1 of 7

How can I get an update whenever the bid/ask changes? I only see a way to get notified when there is a new trade.

Thanks,
Eric

---

Eric Nissan

Posted: Mar 10, 2014 @ 02:57 PM             Msg. 2 of 7

You need to subscribe to quotes.

---

Victor Vins
Lead Software Developer

Posted: Mar 10, 2014 @ 03:00 PM             Msg. 3 of 7

how do I do that? I only see:
oecapi.OnDealQuoteUpdated

is that what I want for the ES?

Thanks.

---

Eric Nissan

Posted: Mar 10, 2014 @ 03:04 PM             Msg. 4 of 7

oh wait I see it is onPriceChanged (quotes) vs onPriceTick (trades), right?

---

Eric Nissan

Posted: Mar 10, 2014 @ 03:10 PM             Msg. 5 of 7

You can find some explanations here: http://www.openecry.com/api/api/html/4e2865e8-7ac9-457e-8d5a-6d930f3408a8.htm

---

Victor Vins
Lead Software Developer

Posted: Mar 10, 2014 @ 03:17 PM             Msg. 6 of 7

that's the page I am looking at. it is not 100% clear to me.

the documentation has:

oecapi.OnPriceTick += new OEC.API.OnPriceChangedEvent(oecapi_OnPriceTick);
oecapi.OnTicksReceived += new OEC.API.OnTicksReceivedEvent(oecapi_OnTicksReceived);


but there is also
oecapi.OnPriceChanged. It is not clear from the docs why they are using
oecapi.OnPriceTick += new OEC.API.OnPriceChangedEvent(oecapi_OnPriceTick);
(mixing prices and tick events).

what is the difference between OnTickReceived and OnPriceTick?
why in the first example to they overload OnPriceTick with a PriceChanged Event? shouldn't that overload OnPriceChanged?

Thanks.

---

Eric Nissan

Posted: Mar 10, 2014 @ 04:31 PM             Msg. 7 of 7

Both OnPriceTick, OnPriceChanged relate to quotes. But unlike to OnPriceTick, OnPriceChanged can skip some price updates, if they come too often.

OnTickReceived is related to tick subscription, not to quotes.

---

Victor Vins
Lead Software Developer