| API Support » OnPriceTick event only raised on price change Dec 17, 2008 @ 10:31 AM (Total replies: 3) | |||||
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Thanks for the quick reply. I completely understand about subscribing for ticks. I coded OECClient.Global.OnPriceTick += new OnPriceChangedEvent(... expecting to get events "when ANY of quote values (last, bid, ask) is changed" The actual behavior is that it will fire only when CERTAIN of quote values change. I was watching the data during the night session - so throttling is not an issue. The issue for me is that LastVol does not trigger the event. Is that expected behavior? |
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| API Support » OnPriceTick event only raised on price change Dec 17, 2008 @ 02:29 AM (Total replies: 3) | |||||
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I am doing... OECClient.Global.OnPriceTick += new OnPriceChangedEvent(... The event is only firing when price changes. I am remoting off trader and can see multiple trades (at different volumes) at a certain price on trader. However, my event only fires on price change. What am I doing wrong, please? Thank you. |
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| Market Data » price.OpenInterest Dec 05, 2008 @ 01:45 PM (Total replies: 1) | |||||
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This is stays at 0 for the ES contracts. Is this property ever used? |
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