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Feb 09, 2015 09:52 AM

Nov 07, 2018 11:51 AM

Nov 07, 2018 11:51 AM



Post Statistics
ETrifonov has contributed to 36 posts out of 4471 total posts (0.81%) in 1738 days (0.00 posts per day).

20 most recent posts:

API Support » typelib missing Nov 07, 2018 @ 11:51 AM (Total replies: 3)

Hello WWatson2582,

Please update to fresh OECAPICOM 3.5.14.53
https://gainfutures.com/onelink/documentation

Thank you.
Evgeny


Market Data » Receiving only 2 bars Apr 20, 2018 @ 09:51 AM (Total replies: 3)

Hello,

Initially, you should receive requested amount.
After that you will receive incremental updates for bars.
Evgeny


API Support » Placing Trailing Stop Order Nov 02, 2017 @ 07:07 AM (Total replies: 5)

OrderDraft.Price is Stop Price.
When market hit this price, order will be modified to Market Order.
Evgeny


API Support » Placing Trailing Stop Order Nov 01, 2017 @ 09:58 AM (Total replies: 5)

Hi RAnde,

#1 Yes, your understanding correct, but with remarks below.

#1.2 This because of minimal distance - one contract.TickSize.
Delta will be used to calculate distance.
For provided sample distance will be (Delta + contract.TickSize).
And Trailing Stop Price will be modified by (+/-) Distance when market price becomes outside of (Reference +/- Distance).
Sorry for confusing you.
Evgeny


API Support » Placing Trailing Stop Order Oct 31, 2017 @ 02:50 PM (Total replies: 5)

Hello RAnde,

#1 Depending on order side (buy or sell), order will be modified to (+-Delta) price on market price become outside of (Reference +- Delta).

#2 You send Trailing Stop order next way:


var draft = OECClient.Global.CreateDraft();
var contract = OECClient.Global.Contracts["ESZ7"];

draft.Quantity = 1;
draft.Contract = contract;
draft.Side = OrderSide.Buy;
draft.Type = OrderType.TrailingStopLoss;
draft.Account = OECClient.Global.Accounts["TestAccount001"];

// stop price should be greater than last price for ‘buy’ order
draft.Price = contract.CurrentPrice.BidPrice + contract.TickSize * 2;

// delta, should be equal or more than 0
var delta = contract.TickSize;

// Trailing stop orders must be send with delta value diminished by one tick
draft.SetTSData(contract.CurrentPrice.LastPrice, Math.Max(0, delta - contract.TickSize));
OECClient.Global.SendOrder(draft);
Evgeny


FIX Support » Spread Execution report bugs May 16, 2017 @ 08:29 AM (Total replies: 4)

Hello,

Our simulation fill server is not support iceberg for spreads, sorry for confusion.

We will send:
    ER_NEW (150=0, for spread)
    ER_TRADE (150=F, for individual legs)
    ER_CALCULATED (150=B, for spread)

So, we won't send partial fill reports with updated LeavesQty for spread, only for individual legs.
Thank you.
Evgeny

Edited by ETrifonov on May 16, 2017 08:30 AM

FIX Support » Spread Execution report bugs Apr 26, 2017 @ 10:01 AM (Total replies: 4)

Hello,

Thank you for your report.
We will fix issues you reported soon.

In case of partial fill you should always expect 39=B message after whole order filled.
Otherwise we won't send this message.
Also I can suggest to send iceberg order to test this.

Thank you.
Evgeny


FIX Support » 'Unknown Contract' for Packs/Bundles orders Apr 12, 2017 @ 02:12 PM (Total replies: 3)

Thank you.
This is incorrect behavior in.
You also cannot lookup such contracts (for example, using SecurityListRequest).
We will investigate and fix this.
Evgeny


FIX Support » Request for Positions Issue Apr 12, 2017 @ 12:13 PM (Total replies: 3)

Thank you. We will fix this soon.
Evgeny


FIX Support » SecurityListRequest - MaxRecords tag not working Apr 12, 2017 @ 10:45 AM (Total replies: 3)

Hello, thank you.
This is a bug and it will be fixed soon.
Evgeny


FIX Support » FIX Order with quantity zero Mar 24, 2016 @ 09:09 AM (Total replies: 5)

On prod.gainfutures.com we have bug in this procedure.
It will be fixed soon.
Thank you.

Evgeny

FIX Support » FIX Order with quantity zero Mar 23, 2016 @ 12:21 PM (Total replies: 5)

Can you please provide user name and server address you are connecting?

Evgeny

FIX Support » FIX News messages Mar 23, 2016 @ 11:16 AM (Total replies: 7)

Jack,

You received alert message. Alert messages are mandatory for all users and we do not filter it.

Why you can't just ignore it if you do not need it?

Thank you.


Evgeny
Edited by ETrifonov on Mar 23, 2016 at 11:16:45

FIX Support » FIX Order with quantity zero Mar 23, 2016 @ 10:02 AM (Total replies: 5)

Hello, Jack

0 quantity is invalid, so you should expect execution report (35=8) with ExecType (150) = REJECTED (8). Also we put text field (58) with description.

For example:

8=FIX.4.4|9=251|35=8|34=36|49=OEC|52=20160323-13:00:00.000|56=User|1=ACCOUNT|6=0|11=12345|14=0|17=OECFIX:12345:2|37=NONE|38=0|39=8|40=1|54=1|55=NQ|58=Invalid request|60=20160323-13:00:00.000|103=99|150=8|151=0|200=201606|461=FXXXXS|10=114|



Evgeny
Edited by ETrifonov on Mar 23, 2016 at 10:02:45

FIX Support » FIX News messages Mar 23, 2016 @ 09:43 AM (Total replies: 7)

Hello, Jack.

No, we do not separate news by account.
All news are client specific.

Thank you.

Evgeny

Market Data » Loading ticks from historic contracts Aug 14, 2015 @ 11:09 AM (Total replies: 1)

Hi.

We do not return expired contract by SymbolLookup request.

If you received contract after login, you can try to request ticks.
We store ticks data for expired contracts some time but cannot guarantee that all data will be available on request time.

Regards,
Evgeny.

Evgeny

FIX Support » Price Conversion in ZC fill prices Jul 15, 2015 @ 03:21 PM (Total replies: 3)

Hi Jeremy,

Using our OECFIXSample I got next data from FAST FIX for ZCU5:

MarketDataSnapshotFullRefresh -> {2, W, ZCU5_0_2, [
[MDEntries -> {0, 4.2725, 1, 20150715, 181958594, , }]
[MDEntries -> {1, 4.31, 5, , , , }]
[MDEntries -> {2, 4.3, 2, , , , }]
[MDEntries -> {6, 4.295, , , , , }]
[MDEntries -> {C, , 533353, , , , }]
[MDEntries -> {4, 4.27, , , , , }]
[MDEntries -> {B, , 146536, , , , }] ], }


As you can see, price format is #.0000
For example bid price is 4.2725.

Please try OECFIXExample or provide more details about what are you doing.

Regards,
Evgeny.

Evgeny

Order Execution » Working State Order Cancel and Modify failure bug report Jun 18, 2015 @ 12:46 PM (Total replies: 2)

Hello, Chris.

Thank you for reporting.

Order #156261139 was filled 06/14/15 before your Cancel command #156269263.
But during this time we had issues with our DEMO servers and Fill was lost.

Regards,
Evgeny.

Evgeny

Order Execution » Iceberg Order superfluous Fills Jun 18, 2015 @ 12:13 PM (Total replies: 1)

Hello, William.

Thank you for reporting.

In some cases this may occur.
You should implement additional check in such situations.
Our client applications do such checks.

But this will be fixed in next release.

Regards,
Evgeny.

Evgeny

API Support » Account balance May 29, 2015 @ 04:31 PM (Total replies: 7)

Account summary updates each time when positions updates.
Please try my example and check behavior.

Regards,
Evgeny

Evgeny