| Market Data » duplicate market data Mar 19, 2014 @ 11:28 AM (Total replies: 4) | |||||
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I resolved the issue. It was on my end. Sorry to bother you with it. Thanks, Eric Eric Nissan |
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| Market Data » duplicate market data Mar 17, 2014 @ 05:36 PM (Total replies: 4) | |||||
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I just double checked, I did not. and the odd thing is, if I request a 3rd time, it still doubles the data, but doesn't triple it. Eric Nissan |
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| Market Data » duplicate market data Mar 17, 2014 @ 03:01 PM (Total replies: 4) | |||||
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When requesting historical data, the first time I make the call, the data looks good. But if I make a second request, I am getting duplicated bars: Below is the output from my program. you can see in the second request, the duplicated bars I am receiving. I am making the request like this: oecapi.RequestTicks(contract, begindate.ToUniversalTime(), DateTime.UtcNow); I am cancelling the historical request before starting the 2nd one by calling: oecapi.CancelSubscription(subscription); is there anything else I need to be doing? Thanks, Eric Nissan After the first request I see: Symbol lookup request for ESH4 found 1 contracts Backfilling, tickssize=4096 ticks start=3/17/2014 10:53:37 AM, end=3/17/2014 11:25:20 AM Backfilling, tickssize=4096 ticks start=3/17/2014 11:25:20 AM, end=3/17/2014 12:00:43 PM The thread '<No Name>' (0xa8c) has exited with code 0 (0x0). Backfilling, tickssize=4096 ticks start=3/17/2014 12:00:43 PM, end=3/17/2014 12:33:03 PM Backfilling, tickssize=4096 ticks start=3/17/2014 12:33:03 PM, end=3/17/2014 1:12:19 PM Backfilling, tickssize=4096 ticks start=3/17/2014 1:12:19 PM, end=3/17/2014 2:18:15 PM Backfilling, tickssize=3093 ticks start=3/17/2014 2:18:15 PM, end=3/17/2014 2:55:37 PM Backfilling, tickssize=0 after the next time I request ticks, I get Symbol lookup request for ESH4 found 1 contracts Backfilling, tickssize=4096 ticks start=3/17/2014 10:53:37 AM, end=3/17/2014 11:25:20 AM Backfilling, tickssize=4096 ticks start=3/17/2014 10:53:37 AM, end=3/17/2014 11:25:20 AM Backfilling, tickssize=4096 ticks start=3/17/2014 11:25:20 AM, end=3/17/2014 12:00:43 PM Backfilling, tickssize=4096 ticks start=3/17/2014 11:25:20 AM, end=3/17/2014 12:00:43 PM Backfilling, tickssize=4096 ticks start=3/17/2014 12:00:43 PM, end=3/17/2014 12:33:03 PM Backfilling, tickssize=4096 ticks start=3/17/2014 12:00:43 PM, end=3/17/2014 12:33:03 PM Backfilling, tickssize=4096 ticks start=3/17/2014 12:33:03 PM, end=3/17/2014 1:12:19 PM Backfilling, tickssize=4096 ticks start=3/17/2014 12:33:03 PM, end=3/17/2014 1:12:19 PM Backfilling, tickssize=4096 ticks start=3/17/2014 1:12:19 PM, end=3/17/2014 2:18:15 PM Backfilling, tickssize=4096 ticks start=3/17/2014 1:12:19 PM, end=3/17/2014 2:18:15 PM Backfilling, tickssize=3122 ticks start=3/17/2014 2:18:15 PM, end=3/17/2014 2:56:38 PM Backfilling, tickssize=0 Backfilling, tickssize=3122 ticks start=3/17/2014 2:18:15 PM, end=3/17/2014 2:56:38 PM Backfilling, tickssize=0 Eric Nissan |
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| Market Data » End of Historical Data Mar 17, 2014 @ 12:54 PM (Total replies: 1) | |||||
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How do I know when I have finished processing all historical ticks? if I make the call: oecapi.RequestTicks() how do I know when I have received all the backfill data from this request. Thanks, Eric Eric Nissan |
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| Market Data » tick subscription Mar 10, 2014 @ 07:24 PM (Total replies: 2) | |||||
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FYI, this is for ESH4. Thanks. Eric Nissan |
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| Market Data » tick subscription Mar 10, 2014 @ 07:24 PM (Total replies: 2) | |||||
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How far back should I be able to request a backfill? I am calling: oecapi.RequestTicks(contract, DateTime.UtcNow.AddDays(-1), DateTime.UtcNow); but the earliest tick I get is: 3/10/2014 2:04:46 PM no matter how many days back I try to request, that is the farthest back it let's me go. Thanks, Eric Eric Nissan |
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| Market Data » bid/ask change notifications Mar 10, 2014 @ 03:17 PM (Total replies: 6) | |||||
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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 |
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| Market Data » bid/ask change notifications Mar 10, 2014 @ 03:04 PM (Total replies: 6) | |||||
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oh wait I see it is onPriceChanged (quotes) vs onPriceTick (trades), right? Eric Nissan |
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| Market Data » bid/ask change notifications Mar 10, 2014 @ 03:00 PM (Total replies: 6) | |||||
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how do I do that? I only see: oecapi.OnDealQuoteUpdated is that what I want for the ES? Thanks. Eric Nissan |
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| Market Data » bid/ask change notifications Mar 10, 2014 @ 02:53 PM (Total replies: 6) | |||||
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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 |
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| API Support » not receiving Symbols for a contract Mar 10, 2014 @ 02:11 PM (Total replies: 1) | |||||
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after I log into the api, I am running this to get the ES contracts: oecapi.BaseContracts["ES"].Contracts but this call does not return anything. (size=0). am I missing something? Thanks, Eric Eric Nissan |
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