API Support Forum
User Profile

Viewing User Profile for: dtraderd


About

Jul 09, 2007 06:53 AM

Jan 25, 2008 03:35 PM

Jan 25, 2008 03:38 PM



Post Statistics
dtraderd has contributed to 24 posts out of 4474 total posts (0.54%) in 4517 days (0.00 posts per day).

20 most recent posts:

New Feature Requests » Seconds-based bars Jan 25, 2008 @ 03:35 PM (Total replies: 4)

I second that request.

OEC programmers should know that tick charts are NOT the same as time-based second charts.

Please consider reducing the time-based granularity on charts from minutes to seconds.

Thanks.

Advanced Order Management » strategy order brackets are not persistent through session Oct 01, 2007 @ 09:59 AM (Total replies: 7)

I've retested with your "new" version 3.1.1.2 demo - which did not auto-update on Friday Sept 28th.

Your workaround for the client-side strategy order brackets now works as indicated.

Is there a target date for migrating these strategy order brackets from client-side to server-side (like the regular brackets)?

Advanced Order Management » strategy order brackets are not persistent through session Oct 01, 2007 @ 09:07 AM (Total replies: 7)

Sure.

Just now I set up a STRATEGY ORDER bracket in the 3.1.1.2 DEMO.

Then I logged off while keeping the application open.

I logged back on and the bracket targets and stops (which are held client-side) were GONE.

They did NOT re-initialize themselves upon reconnection of the session. My expectation based on your comments is that they would not disappear at all.

Could you advise?

Advanced Order Management » strategy order brackets are not persistent through session Sep 28, 2007 @ 07:48 PM (Total replies: 7)

This issue is still occurring and has not been fixed in the latest PROD release 3.1.1.2 tonight (Friday Sept 28 2007). Also still present in the same DEMO as well.

It is apparent that the new Strategy Order brackets are held client-side, and not on your server, for some reason - and this may be the cause of the problem.

Since it has not been fixed with this release as promised, could you advise when your team plans to do so?

Thanks.

Advanced Order Management » strategy order brackets are not persistent through session Sep 26, 2007 @ 06:10 PM (Total replies: 7)

There is a problem with the new STRATEGY ORDER brackets in both live (PROD) and demo (SIM) environment.

These strategy order brackets do not persist through sessions/connections with the OEC Trader.

When a connection is lost, and reestablished - or when you logon on and off, the STRATEGY ORDER brackets disappear.

Only the main order remains in the DOM - the brackets are gone.

Could someone look into this and advise, as it is a PITA to add these brackets again each time this happens?

Please feel free to contact me if you need further details as I have replicated this issue on both version 3.1.1.1 LIVE and 3.1.1.2 DEMO applications.

Market Data » Incorrect Custom Price Format values in quotes Aug 28, 2007 @ 07:49 PM (Total replies: 1)

Custom price format yields incorrect figure for "per point" value in quotes.

It is multiplying the base per point value instead of dividing it. For example, see Corn, Wheat or Soybeans contracts. It is well known that the tick size and per point value for these contracts mirrors that of the ES (e-mini S&P500) contract when viewed on the same scale.

Standard price for Corn, for example, is nominally listed in dollars and cents (e.g. $3.6000) with a tick size of 0.0025 and per point value of 5000.0000. This equates to a tick size of 0.25 and point value of 50.00 when scaled to cents (e.g. 360.00).

When a custom price format is entered to change the price to cents by changing the default multiplier to x100 and default format to 0.00 (e.g. 360.00), the tick size is correctly changed to 0.25.

However, the per point value is incorrectly multiplied by the default multiplier value (x100) to show a wrong value of 500000.00. It should be DIVIDED by this value (x100) to yield the correct value of 50.00.

This issue affects ALL contracts on the quotes that has a custom price format entered. Could you have your team look into this and advise?

New Feature Requests » OCO for adding sell AND buy bracket orders Jul 12, 2007 @ 01:45 PM (Total replies: 2)

Sure.

Adding OCO orders for bracket orders, wherein if one bracket is triggered, the other bracket is cancelled.

Example: one buy bracket order OCOed with one sell bracket order

Market Data » data spikes in CME e-mini feeds in PROD Jul 11, 2007 @ 05:52 PM (Total replies: 5)

Thanks.

Market Data » data spikes in CME e-mini feeds in PROD Jul 11, 2007 @ 04:01 PM (Total replies: 5)

I can confirm the following for this afternoon (July 11, 2007) at 15:30 EST.

In SIM - on the CME e-mini feeds for ES, NQ, ER2 and EMD - settlement price spikes were NOT present.

In PROD - the settlement spikes WERE still present.

This means that your fix is working in SIM, and can be pushed to PROD when your team has checked and verified this.

Market Data » bad data in 30yr bond in PROD !!! Jul 11, 2007 @ 01:23 PM (Total replies: 9)

And just moments ago:

ZBU7 30 yr - quarter tick in PROD (but suppressed in SIM) :)

at 13:01 et (12:01 ct) this afternoon Jul 11 07

PROD - 107'07.75

SIM - quarter-tick suppressed successfully

Please verify and push your fix to the PROD environment when ready - and thanks again for taking care of this issue.

Market Data » bad data in 30yr bond in PROD !!! Jul 11, 2007 @ 01:05 PM (Total replies: 9)

Quarter- and half- ticks found today:

For PROD, ZBU7 (30yr) Jul 11 2007

- 107'26.25 at 8:11am et (7:11 am ct)

- 107'17.50 at 10:55am et (9:55 am ct)

In SIM, these ticks are NOT present.

Please confirm the data and your fix accordingly.

Documentation » Scale-in / scale-out Jul 11, 2007 @ 12:59 PM (Total replies: 2)

Sure.

What is the distinction between the OEC Trader and API then? They require development and testing from the same staff, if I'm not mistaken.

Furthermore, many issues experienced in PROD on the OEC Trader charting and DOM affect the API as well - as two of my posts have shown quite clearly.

Please let me know where and when proper documentation on how (or if) this "Scale-IN/Scale OUT" feature works in the PROD environment.

Thanks again for your assistance.

Documentation » Scale-in / scale-out Jul 11, 2007 @ 12:21 PM (Total replies: 2)

Is there user documentation or video tutorials that explains exactly how this feature (Scale in / Scale-out) works in a real-world scenario?

New Feature Requests » OCO for adding sell AND buy bracket orders Jul 11, 2007 @ 12:15 PM (Total replies: 2)

OCO when adding BOTH sell and buy bracket orders.

Useful when trading news and econ events.

Market Data » data spikes in CME e-mini feeds in PROD Jul 11, 2007 @ 12:12 PM (Total replies: 5)

I will monitor both PROD and SIM this afternoon for this issue.

Market Data » bad data in 30yr bond in PROD !!! Jul 11, 2007 @ 11:53 AM (Total replies: 9)

Current SIM data appears to be correct as provided - so far today.

The main concern, of course, is having these errors pop-up in the live PROD data and environment, as was the case on Monday.

Market Data » data spikes in CME e-mini feeds in PROD Jul 10, 2007 @ 04:10 PM (Total replies: 5)

There are strange data spikes everyday in the PROD data for the CME e-minis (ES, NQ, ER2, and EMD).

These data spikes seem to occur at the same time on a daily basis, around 9:28am ET (8:28 CT) and 15:30 ET (14:30 CT).

This afternoon, for example, at 15:30:15 ET (14:30:15 CT) the following spikes were observed in PROD:

ESU7 - 1542.50
NQU7 - 2008.50
ER2U7 - 858.10
EMDU7 - 924.10

Please check the integrity of your data and feed from the CME and advise.

Thanks again for your assistance.

Market Data » bad data in 30yr bond in PROD !!! Jul 09, 2007 @ 04:30 PM (Total replies: 9)

Thanks for looking into this issue, Robert.

I first noticed it last year on the SIM, and more recently, earlier this year in PROD.

Since the P/L on the DOM for the 30 year ZB currently changes for open positions when these ticks are present, it might cause a trader to make a decision based on inaccurate information.

Could you add a simple filter to your ZB and/or US bond quotes in the outright months that would reject, remove or suppress any ticks that are NOT at the 1/32nd full tick increment?

Please advise when your team will be able to issue a fix for this - and thanks again.

Market Data » bad data in 30yr bond in PROD !!! Jul 09, 2007 @ 12:47 PM (Total replies: 9)

I've recently noticed bad ticks in the PROD data for the 30yr bonds.

It is a full-tick product (1/32nds), yet there are quarter- and half-ticks in the live data.

This also affects the P/L on the PROD environment, as it will change on the DOM, while the price on the DOM remains static (in 32nds). You can clearly see the tick movement on the OEC chart, however.

Today's bad tick:

ZBU7 at 1139am ET (1039 CT): 106'16.25 (should be 106'16)

Could a developer explain this, and tell the user community what OEC is doing to fix this problem once and for all?

Advanced Order Management » bracket orders when position open Jul 09, 2007 @ 07:10 AM (Total replies: 1)

When another position is open, why can I not add a bracket on the opposite side of the open bracket in the OEC DOM?

I can only add a bracket on the same side as the open position.

Explain the logic behind this apparent limitation.

Thanks.