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Aug 11, 2015 02:10 PM

Dec 04, 2018 02:30 PM

Dec 04, 2018 02:30 PM



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JSmith5611 has contributed to 25 posts out of 4386 total posts (0.57%) in 1219 days (0.00 posts per day).

20 most recent posts:

API Support » Missing properties in OEC API COM 3.5 Dec 04, 2018 @ 02:30 PM (Total replies: 4)

For the values of OSOGroupingMethod, they matter for oso orders when the parent order gets partial fills.

ByFirstPrice: Only one sub order will be created with price based on the first fill of the main order. This is how the versions of SendLinkedOrders function that do not have OSOGroupingMethod as a parameter

ByPrice: Sub order will be created for each different fill price of the main order.

ByFill: Sub order will be created for each fill of the main order.


Also, the missing properties will be available in the next release of the COM Api.
Jason Smith


API Support » Missing properties in OEC API COM 3.5 Dec 04, 2018 @ 11:17 AM (Total replies: 4)

The immediate issue is that DeltaTicks/DeltaTicks2 are defined as nullable in the API.
i.e. they can be an integer value, or null (nothing).

Properties of this type cannot be easily exposed in a COM interface, though i'm looking into how now.
Jason Smith


API Support » matching positions across sessions Aug 13, 2018 @ 01:15 PM (Total replies: 2)

To get full details for previous days, a report would have to be run.
Jason Smith


API Support » matching positions across sessions Aug 13, 2018 @ 01:07 PM (Total replies: 2)

The API only has full details of the orders and fills for the current business day. All previous day information is summarized in the Prev property on Position.
Jason Smith


API Support » Trailing Orders - Not Trailing Apr 13, 2018 @ 07:36 AM (Total replies: 2)

We currently have an issue with trailing stops on our developer environment, they will be fixed at the Sunday open.
Jason Smith


API Support » Continuous Contracts Oct 11, 2017 @ 02:59 PM (Total replies: 6)

Unfortunately, if you rely on volume and open interest to determine switch dates for expired contracts, you will need a 3rd-party data vendor to get that information, we do not plan on developing the volume setting in the foreseeable future.
Jason Smith


API Support » Continuous Contracts Oct 10, 2017 @ 01:40 PM (Total replies: 6)

The default for @6E is Spot month, switching 5 days before expiration, so right now, it is using 6EV7, should switch to 6EZ7 tomorrow.

For creating rules, the basecontract you should be able to get from OECClient.BaseContracts

Available Splicing rules are:

SpotMonthSplicingRule, for example
new SpotMonthSplicingRule(5)
means use contract closest to expiration, and switch to next month 5 days before expiration.

ScheduleSplicingRule
is the other one, that one is more complex.
you'll need to do:

new ScheduleSplicingRule { Items = new List()};
then add every contract, in expiration order under the selected base contract.
for each Schedule rule item, the switchdate is the date you want to switch to the next active one in the list
if you don't want to include a contract in the schedule, set the disabled flag on the item.
Jason Smith


API Support » Continuous Contracts Oct 10, 2017 @ 12:52 PM (Total replies: 6)

Volume isn't actually supported. It should be excluded from the documentation and was missed in being removed from the enum.
Jason Smith


API Support » How to access Options Greeks and Theoretical fields? Oct 09, 2017 @ 08:12 AM (Total replies: 2)

Support has been added as of COM api ver 3.5.14.38, please let us know if you have any problems.
Jason Smith


Market Data » How to obtain all EUR/USD daily data Jun 27, 2017 @ 11:13 AM (Total replies: 2)

In this case, it is probably better to use the RequestBars(IContract contract, IDuration duration, IBarDescription description) version of RequestBars.
Jason Smith


API Support » MicroFX account TotalBalance->OpenPnL, and pAcct->TotalBalance->RealizedPnL are off by 100 Apr 12, 2017 @ 06:51 AM (Total replies: 4)

You're welcome.
Jason Smith


API Support » MicroFX account TotalBalance->OpenPnL, and pAcct->TotalBalance->RealizedPnL are off by 100 Apr 10, 2017 @ 09:47 AM (Total replies: 4)

Are you using the 1.5.14.20 version of the COM API that was released on friday?
Jason Smith


API Support » Custom Indicators not updating when called in Strategies Mar 16, 2017 @ 07:18 AM (Total replies: 5)

Odd, I thought I had responded, but it seems like the forum ate my response.

We have determined that this is an actual bug, and have it on our list of things to fix.
Jason Smith


API Support » Custom Indicators not updating when called in Strategies Mar 02, 2017 @ 11:23 AM (Total replies: 5)

I see nothing that immediately jumps out at me, but I'm looking into it.
Jason Smith


API Support » Errors on EventsTimer_Tick Feb 15, 2017 @ 08:10 AM (Total replies: 3)

This bug was first fixed in Trader version 3.5.15.188.
I don't know the status of the official API releases, but you should be able to use the DLLs included with trader to eliminate the bug.
Jason Smith


API Support » Errors on EventsTimer_Tick Feb 13, 2017 @ 09:50 AM (Total replies: 3)

What version of the API are you using?
Jason Smith


API Support » OEC API COM .NET Framework supported versions? Dec 16, 2016 @ 11:42 AM (Total replies: 4)

due to the way registering COM APIs work, it is not possible to add an additional supported runtime, so the .NET 2.0 runtime is needed.

see https://msdn.microsoft.com/en-us/library/hh506443(v=vs.110).aspx for installation instructions on Windows 8/10
Jason Smith


API Support » OEC API COM .NET Framework supported versions? Dec 14, 2016 @ 09:27 AM (Total replies: 4)

The COM library is currently built against .NET 2.0, in theory for maximum compatibility with legacy applications.

Also, if you are having trouble getting the COM API to initialize, do you have a platform conflict? (the x64 COM API cannot be initialized from a x32 application, and vice versa.)

If you are creating a new application, why have you decided to use the COM API instead of the regular API?
Jason Smith

Edited by JSmith5611 on Dec 14, 2016 09:31 AM

User Interface » How to automate Chart->Data->Show Table->Export Sep 15, 2016 @ 09:19 AM (Total replies: 2)

The API doesn't interface with Trader. It is used to develop your own trading application.

I'm sorry, but there's no support for automating Trader's UI.
Jason Smith


FIX Support » PegOffsetValue, Trailing order instructions Oct 27, 2015 @ 02:06 PM (Total replies: 7)

PegOffsetValue and MaxFloor fields were added to ExecutionReports on May 1, 2015.

Jason Smith