Posted: Jul 10, 2014 @ 07:15 AM             Msg. 1 of 7

It appears we have stopped receiving YM subscription volume data. We are receiving data for 6E, ES, and NQ without problem it is only YM. The last data we received was dated:

2014-07-08 18:23:27.320

---

John Gagnon

Posted: Jul 10, 2014 @ 07:22 AM             Msg. 2 of 7

Specifically:

YMU4

---

John Gagnon

Posted: Jul 10, 2014 @ 10:05 AM             Msg. 3 of 7

Actually this is on the DEMO server, not test, sorry about that.

---

John Gagnon

Posted: Jul 10, 2014 @ 03:25 PM             Msg. 4 of 7

All OEC environments are quoting YMU4. Please advise if you are still seeing this issue. Are you getting any response from API that your subscription limit has been reached? If so, please unsubscribe contracts so you are not exceeding limits.

---

Chris M

Posted: Jul 10, 2014 @ 03:44 PM             Msg. 5 of 7

Hi Chris -

We are still experiencing this problem, all other securities are working fine, but YMU4 is still stale on DEMO, here is our code and at the end are the contracts we are subscribing to and the latest date for data received. Please advise on how to check for any error reporting that we have exceeded our limit. Also since YMU4 is the fourth contract requested I do not think that is the issue. I have even changed the subscription request to only request the first 4 contracts but there was no change in behavior.

Thank you,
-John

private void oecClient1_OnSymbolLookupReceived(OEC.API.SymbolLookupCriteria SymbolLookup, OEC.API.ContractList Contracts)
{
Console.WriteLine(String.Format("OnSymbolLookupReceived: {0} : {1} contracts", SymbolLookup.SearchText, Contracts.Count));

OEC.API.Subscription BarSubscription = null;

ContractList.AddRange(Contracts);

foreach (OEC.API.Contract setContract in Contracts)
{
var tempContract = setContract;
var workingContract = WorkingContracts.Where(i => i.Name == tempContract.Symbol);
if (workingContract.Any())
{
if (setContract != null)
{
if (setContract.CurrentPrice == null)
{
OEC.Data.SubscriptionType subType = OEC.Data.SubscriptionType.VolumeBar;
DateTime dtStart = workingContract.FirstOrDefault().LastRunTime.ToUniversalTime();
OECClient.Global.RequestBars(setContract, dtStart, DateTime.UtcNow, subType, 100);

BarSubscription = OEC.API.OECClient.Global.SubscribeBars(setContract, dtStart, subType, 100);

}

DateTime.UtcNow.AddMinutes(-10));
BarSubscriptions.Add(BarSubscription);
}
}
}
}


--------------------------------

2014-07-10 15:33:17.120 6EU4
2014-07-10 15:34:04.227 ESU4
2014-07-10 15:34:03.733 NQU4
2014-07-08 18:47:42.903 YMU4
2014-07-10 15:25:38.137 6AU4
2014-07-10 15:29:05.280 6BU4
2014-07-10 15:21:54.470 6CU4
2014-07-10 15:24:05.717 6JU4
2014-07-10 15:22:05.713 6SU4
2014-07-10 15:21:48.290 6MU4
2014-07-10 15:21:38.870 6NU4
2014-07-10 15:23:26.033 DX-MU4

---

John Gagnon

Posted: Jul 10, 2014 @ 11:12 PM             Msg. 6 of 7

I did some more digging, if you look at the code above where it states:

if (setContract.CurrentPrice == null)
{
:
:

This variable is set to null for everything except for contract: YMU4 which instead of null contains this value:

OEC.API.Price

This causes the if statement to fail and is not subscribed to.

Do you know why this would happen?

---

John Gagnon
Edited by JGagnon on Jul 10, 2014 at 23:12:49

Posted: Jul 10, 2014 @ 11:25 PM             Msg. 7 of 7

I have commented out this "if" statement and the subscription appears to be working properly. Not sure if this will cause other unintended problems, this is code from the samples.

---

John Gagnon