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Aug 11, 2015 02:10 PM

Jun 03, 2021 02:58 PM

Jun 03, 2021 02:58 PM



Post Statistics
JSmith5611 has contributed to 128 posts out of 5221 total posts (2.45%) in 2266 days (0.00 posts per day).

20 most recent posts:

API Support » LIVE API throwing exception, DEMO API does not Jun 03, 2021 @ 02:58 PM (Total replies: 8)

Sorry, the fix has not been released yet.
Jason Smith


API Support » GF COM API - Suspended Order State May 24, 2021 @ 01:39 PM (Total replies: 1)

It will be added.
Jason Smith


API Support » LIVE API throwing exception, DEMO API does not May 24, 2021 @ 06:46 AM (Total replies: 8)

I see where we introduced a bug that causes problems with old version of the api, I will work to fix it and let you know.
Jason Smith


API Support » LIVE API throwing exception, DEMO API does not May 21, 2021 @ 10:45 AM (Total replies: 8)

That version is from december 2019.

I can replicate it on that version, but not on the latest nuget, 4.0.3.44

Can you update to the latest nuget package and retest?
Jason Smith


API Support » API C# - RealzedPnL and Postions from Yesterday May 11, 2021 @ 09:58 AM (Total replies: 1)

Top day positions reset and realizedPnL will be reset when the trading day advances for a given contract.
For example ESM21 will move to previous day position and realized pnl will be reset at 18:00 EST every day.
Jason Smith


API Support » Real Time capturing data May 06, 2021 @ 02:26 PM (Total replies: 7)

the line gfClient.Subscriptions.Ticks.Subscribe(contratto.ID, Client.Subscriptions.Ticks.Duration.Create(DateTime.UtcNow.AddSeconds(-1)));

returns a subscription object that you use to unsubscribe.
Jason Smith


API Support » Excel "Class not registered" May 06, 2021 @ 11:59 AM (Total replies: 6)

Its ok. Your fix is what i would have suggested anyway.
I have no idea why in 2021 Excel is still a 32bit app. (or at least the VB part of it is)
Jason Smith


API Support » Not able to Pull Latest Contracts for some Symbols May 06, 2021 @ 11:55 AM (Total replies: 1)

I don't see your lookup request in that code block.
Which address are you logging into, and what is your username so i can check through logs? (and when you were trying this)
Jason Smith


API Support » Real Time capturing data May 06, 2021 @ 11:36 AM (Total replies: 7)

What I think you need is to change your tick subscription from one-time to continuous.

var sub = gfClient.Subscriptions.Ticks.Duration.Create(DateTime.UtcNow.AddSeconds(-90))

this will request all the ticks starting 90 seconds ago, and continue recieving new ones as they are generated by the exchange until you manually end the subscription by doing sub.Unsubscribe()
Jason Smith


Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback May 06, 2021 @ 11:24 AM (Total replies: 42)

Yes.. so the bug was that one-minute bars weren't limiting responses as other minute-interval (3min, 5min, etc) bars were. Should hit API this weekend.
Jason Smith


Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback May 06, 2021 @ 08:51 AM (Total replies: 42)

Hmm... now this is something i can look into. I'll see if i can find the differences why 5minute bars limit data but 1 minute bars do not.
Jason Smith


Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback May 05, 2021 @ 01:39 PM (Total replies: 42)

You don't use the same contractIDs between sim and prod, right?
Jason Smith


Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback May 04, 2021 @ 11:09 AM (Total replies: 42)

Connection was dropped due to previously mentioned issue.

19:42:33.214 - Logged off 50.77.44.92:64631:TNT2 Slow connection

19:46:56.625 - Logged off 50.77.44.92:65202:TNT2 Slow connection
Jason Smith


Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback May 04, 2021 @ 11:00 AM (Total replies: 42)

I don't know how far back ZSK21 history goes, but you're only asking for history up to mid january 2020:

Timestamp: 5/3/2021 3:40:29 PM - Category: 2 - Message: PriceConnection Outgoing: SubscribeMsg Subscribe=Load Type=Bar StartDate=12/29/1899 11:55:00 PM EndDate=1/17/2020 1:00:00 AM Interval=60 SubscriptionID=540 ContractID=276049534
Jason Smith


Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback May 04, 2021 @ 10:49 AM (Total replies: 42)

Sorry, having issues getting notifications when forum threads update.. checking on your questions..
Jason Smith


API Support » Real Time capturing data May 04, 2021 @ 07:45 AM (Total replies: 7)

If you want to compare to tick history, you should be using a tick subscription instead of a price subscription:

Client.Subscriptions.Ticks.TicksReceived += ....

Tick subscriptions provide every price change, and therefore have considerably more data, so you have a much lower limit of how many can be running at once.
Jason Smith


API Support » Real Time capturing data May 03, 2021 @ 02:47 PM (Total replies: 7)

What archive are you comparing to?
Jason Smith


API Support » Socket errors May 03, 2021 @ 02:40 PM (Total replies: 6)

For logging, it can be enabled by doing:

GFAPI()>Logging>SetCategories(GF_Api_COM::LogCategory_All);

and addinf a handler for GFAPI()>Logging>OnNewMessageLogged.
Jason Smith


API Support » Socket errors May 03, 2021 @ 02:37 PM (Total replies: 6)

Is there any consistency of what the user is doing when the disconnect occurs? contract loads, bar loads, or anything else?
Jason Smith


Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback Apr 30, 2021 @ 07:38 AM (Total replies: 42)

I've been search for settings differences between demo and production, or anything else that would cause the behavior differences, but nothing so far.

A simple work around would not requesting the entire history at once, loading a date range at a time.
Jason Smith