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About

May 08, 2007 03:26 PM

May 20, 2014 08:37 AM

May 30, 2014 03:09 PM

www.openecry.com

L

C++, C#, Scala, F#




Post Statistics
VictorV has contributed to 746 posts out of 4386 total posts (17.01%) in 4236 days (0.00 posts per day).

20 most recent posts:

FIX Support » OEC FIX/FAST Price Server May 20, 2014 @ 08:37 AM (Total replies: 1)

Yes, demo and prod are working now.

We released an up-to-dated documentation for FIX. You can find out it here: http://www.openecry.com/api/api/index.html

Victor Vins
Lead Software Developer


Market Data » RLM-M daily history request returns a bar timestamped on Sunday Apr 01, 2014 @ 06:37 PM (Total replies: 18)

The issue with RLM-M is on server-side and related to daylight savings time change recently. Development of solution for this issue is in progress. You will not need to install a new version of API as soon as we roll the bugfix out.

Victor Vins
Lead Software Developer


API Support » RequestBars results in: Error System.Exception: Invalid subscription Mar 31, 2014 @ 08:43 AM (Total replies: 1)

Hello. We support ignoreSessionBoundaries = true for RangeBars and MomentumBars only

Victor Vins
Lead Software Developer


API Support » RequestBars for Day bars not working still ! Mar 26, 2014 @ 03:49 PM (Total replies: 10)

OEC API writes down bars to the log right before calling OnBarsReceived (of course, if it is hooked by any handler). From what I see in your log clip, bars were sent by server.

Victor Vins
Lead Software Developer


API Support » RequestBars for Day bars not working still ! Mar 26, 2014 @ 03:45 PM (Total replies: 10)

Historical responses come with several packets. After the last packet with historical bars, our server sends an empty packet. So, your output will always show "No openEcry bars" for every subscription or request.

Victor Vins
Lead Software Developer


API Support » RequestBars for Day bars not working still ! Mar 26, 2014 @ 03:16 PM (Total replies: 10)

13:27:18.907 Dbg System #1 5 ESM4: 64 Bars <Bars Items=[64] />
13:27:18.908 Dbg System #1 5 ESM4: 0 Bars <Bars />

These two lines relate to your RequestBars call. Here is your request:
<Price Subscribe=Load Type=DayBar StartDate=12/27/2013 6:27:18 PM EndDate=3/26/2014 6:27:18 PM Interval=1 SubscriptionID=5 ContractID=273825720 />

At the same time, you subscribed to daily bars too. <Price Subscribe=Subscribe Type=DayBar StartDate=5/30/2013 6:27:18 PM EndDate=12/31/9999 11:59:59 PM Interval=1 SubscriptionID=4 ContractID=273825720 /> and this response relate to it:
13:27:18.849 Dbg System #1 4 ESM4: 179 Bars <Bars Items=[179] />

So, I guess our server responded correctly to your request. How do you handle responses?

Victor Vins
Lead Software Developer


API Support » Querying API version Mar 26, 2014 @ 03:03 PM (Total replies: 6)

Oops, sorry for this mess with my previous response. As you correctly noted, we increment "file version", not "assembly version".

Victor Vins
Lead Software Developer


API Support » RequestBars for Day bars not working still ! Mar 26, 2014 @ 02:09 PM (Total replies: 10)

You need to use http://www.openecry.com/api/api/html/M_OEC_Log_Start_1.htm method before using OEC API to start logging at a folder that is the best for you.

Victor Vins
Lead Software Developer


API Support » Querying API version Mar 26, 2014 @ 02:02 PM (Total replies: 6)

Yes, this is correct. We increment this version every time when publish it to NuGet

Victor Vins
Lead Software Developer


API Support » Querying API version Mar 26, 2014 @ 01:09 PM (Total replies: 6)

Hi. You can get version from .NET assembly info

Victor Vins
Lead Software Developer


API Support » RequestBars for Day bars not working still ! Mar 26, 2014 @ 12:58 PM (Total replies: 10)

According our today's logs, you are trying to connect twice and the second connection kills the first one. Please check OECAPI logs.

Victor Vins
Lead Software Developer


API Support » SubscribeBars returning incorrect prices Mar 24, 2014 @ 02:27 PM (Total replies: 3)

Hello. One bar is closed one, another is opening.

Victor Vins
Lead Software Developer


Market Data » Options: re. today's strike price and premium minmove changes Mar 21, 2014 @ 11:35 AM (Total replies: 3)

We have uploaded new version of OEC COM API with StrikeDisplayFactor

Victor Vins
Lead Software Developer


Market Data » Options: re. today's strike price and premium minmove changes Mar 19, 2014 @ 09:17 PM (Total replies: 3)

Q1: OEC API will provide a new property in BaseContract class: StrikeDisplayFactor. The application can use it to adjust strike prices for displaying in exchange-like format.

Q2: We didn't have multiple minmoves that would depend on price of order.

Q3: I don't see any new requests to update strike prices. Our business or Customer Service will notify about such changes.

Thank you.

Victor Vins
Lead Software Developer


Market Data » duplicate market data Mar 17, 2014 @ 06:09 PM (Total replies: 4)

Can you reproduce it in OEC Sample?

Victor Vins
Lead Software Developer


Market Data » duplicate market data Mar 17, 2014 @ 04:26 PM (Total replies: 4)

Are you sure you didn't hook to the event twice?

Victor Vins
Lead Software Developer


Market Data » End of Historical Data Mar 17, 2014 @ 01:10 PM (Total replies: 1)

Empty set of ticks is a sign of the end of historical data

Victor Vins
Lead Software Developer


FIX Support » No heartbeats over FAST Mar 12, 2014 @ 10:07 PM (Total replies: 6)

Our test client application tells us that heartbeats come as expected. You can direct your application to API environment - our server has detailed logs enabled there.

Victor Vins
Lead Software Developer


Documentation » What is PortfolioMarginValues.RiskValue Mar 11, 2014 @ 09:15 AM (Total replies: 2)

You are correct - this is intraday margin requirements for the existing portfolio.

Victor Vins
Lead Software Developer


Market Data » How to request historical weekly and monthly bars Mar 11, 2014 @ 09:12 AM (Total replies: 2)

Please try to use SubscriptionType_WeeklyBar and SubscriptionType_MonthlyBar with interval=1

Victor Vins
Lead Software Developer