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About

Jul 17, 2007 01:13 PM

Mar 17, 2014 02:19 AM

Jun 26, 2014 02:48 PM

http://www.sierrachart.com

Sierra Chart Engineer



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SierraChart has contributed to 111 posts out of 4474 total posts (2.48%) in 4509 days (0.00 posts per day).

20 most recent posts:

FIX Support » Urgent: Currency Future Price Formatting Mar 17, 2014 @ 02:19 AM (Total replies: 0)

Hello,

We are noticing on the FAST data feed that the decimal position for currency futures has changed effective this Sunday evening (2014-3-16).

For example, the 6E futures is quoted now as having four decimal places rather than two decimal places. This image demonstrates this:

http://www.sierrachart.com/image.php?l=1395036990682.png


Is this change intentional and expected?

Thank You,
Sierra Chart Engineering


FIX Support » No heartbeats over FAST Mar 12, 2014 @ 10:26 PM (Total replies: 6)

I can see they are coming now:

2014-03-13 15:23:44 | OEC FAST Data (Recv) >> [ID: 62] 35=052=20140313022335 <80, 044A-1441-501E-FF>
2014-03-13 15:23:49 | OEC FAST Data (Recv) >> [ID: 62] 35=052=20140313022340 <80, 044A-1441-501F-84>
2014-03-13 15:23:53 | OEC FAST Data (Send) << [ID: 62] 35=052=20140313022353 <80, 044A-1441-501F-91>
2014-03-13 15:23:54 | OEC FAST Data (Recv) >> [ID: 62] 35=052=20140313022345 <80, 044A-1441-501F-89>
2014-03-13 15:23:59 | OEC FAST Data (Recv) >> [ID: 62] 35=052=20140313022350 <80, 044A-1441-501F-8E>

I did not test this recently. I had tested this when I originally posted in the thread and they were not coming at that time. And also there was a report from a user about two weeks ago also indicating the heartbeats were not coming.

I can see this is now resolved. I had another report today of a problem that I thought may have been due to heartbeats but I can see it is not.

Thank you.

Thank You,
Sierra Chart Engineering


FIX Support » No heartbeats over FAST Mar 12, 2014 @ 07:14 PM (Total replies: 6)

A higher timeout will not help because your FAST protocol is not delivering any heartbeats at all.

I have verified this by setting a breakpoint in the function that receives data from the socket. It was never it. In the test, I did not subscribe to any symbols and there were no heartbeats.

This needs to get resolved.

This is critical problem.

Thank You,
Sierra Chart Engineering


FIX Support » Market depth over FAST Feb 21, 2014 @ 01:07 AM (Total replies: 9)

Message: The reason we asked for a technical explanation of how the depth is processed because maybe we are not understanding how it should be done.

For example, you pointed out that in the case of a delete operation , to ignore the position number. Currently we ignore the position number in all cases and work strictly off of the prices.

Look at the following log. See my comments in parentheses.

The time zone is US Eastern time in the timestamps at the end. This is in the API environment.

Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 158. | 2014-02-21 00:28:53
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 160. | 2014-02-21 00:28:55
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 161. | 2014-02-21 00:28:59
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 93. | 2014-02-21 00:28:59
Bid Depth - Id: MD2D. Position Number: 2. Action: Change, Price: 1841.500000. Size: 129. | 2014-02-21 00:28:59
Bid Depth - Id: MD2D. Position Number: 9. Action: Change, Price: 1839.750000. Size: 358. | 2014-02-21 00:28:59
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 163. | 2014-02-21 00:28:59
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 101. | 2014-02-21 00:28:59
Bid Depth - Id: MD2D. Position Number: 2. Action: Change, Price: 1841.500000. Size: 124. | 2014-02-21 00:28:59
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 161. | 2014-02-21 00:29:04
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 162. | 2014-02-21 00:29:05
Bid Depth - Id: MD2D. Position Number: 8. Action: Change, Price: 1840.000000. Size: 304. | 2014-02-21 00:29:06
Bid Depth - Id: MD2D. Position Number: 4. Action: Change, Price: 1841.000000. Size: 137. | 2014-02-21 00:29:06
Bid Depth - Id: MD2D. Position Number: 5. Action: Change, Price: 1840.750000. Size: 148. | 2014-02-21 00:29:06
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 163. | 2014-02-21 00:29:07
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 162. | 2014-02-21 00:29:07
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 164. | 2014-02-21 00:29:10
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 96. | 2014-02-21 00:29:10
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 111. | 2014-02-21 00:29:13
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 163. | 2014-02-21 00:29:15
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 112. | 2014-02-21 00:29:18
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 170. | 2014-02-21 00:29:19
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 109. | 2014-02-21 00:29:19
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 175. | 2014-02-21 00:29:19
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 176. | 2014-02-21 00:29:21
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 171. | 2014-02-21 00:29:22
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 176. | 2014-02-21 00:29:22
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 112. | 2014-02-21 00:29:22
Bid Depth - Id: MD2D. Position Number: 7. Action: Change, Price: 1840.250000. Size: 319. | 2014-02-21 00:29:22
Bid Depth - Id: MD2D. Position Number: 8. Action: Change, Price: 1840.000000. Size: 302. | 2014-02-21 00:29:22
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 113. | 2014-02-21 00:29:23
Bid Depth - Id: MD2D. Position Number: 2. Action: Change, Price: 1841.500000. Size: 129. | 2014-02-21 00:29:23
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 118. | 2014-02-21 00:29:23
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 177. | 2014-02-21 00:29:28
Bid Depth - Id: MD2D. Position Number: 7. Action: Change, Price: 1840.250000. Size: 318. | 2014-02-21 00:29:28
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 179. | 2014-02-21 00:29:29
Bid Depth - Id: MD2D. Position Number: 7. Action: Change, Price: 1840.250000. Size: 316. | 2014-02-21 00:29:29
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 177. | 2014-02-21 00:29:29
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 172. | 2014-02-21 00:29:32
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 171. | 2014-02-21 00:29:32
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 166. | 2014-02-21 00:29:36
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 168. | 2014-02-21 00:29:42
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 169. | 2014-02-21 00:29:44
Bid Depth - Id: MD2D. Position Number: 8. Action: Change, Price: 1840.000000. Size: 301. | 2014-02-21 00:29:52
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 170. | 2014-02-21 00:29:56
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 175. | 2014-02-21 00:29:56
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 174. | 2014-02-21 00:29:57
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 169. | 2014-02-21 00:29:59
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 174. | 2014-02-21 00:30:00
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 115. | 2014-02-21 00:30:00
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1841.750000. Size: 118. | 2014-02-21 00:30:00
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 162. | 2014-02-21 00:30:01
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 163. | 2014-02-21 00:30:02
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 164. | 2014-02-21 00:30:02
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 165. | 2014-02-21 00:30:03
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 166. | 2014-02-21 00:30:03
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 167. | 2014-02-21 00:30:06
Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.000000. Size: 166. | 2014-02-21 00:30:06

+ DeleteDOMLevelByPrice. Price does not exist. Side: 1. Price: 1842.25 | 2014-02-21 00:30:07
Bid Depth - Id: MD2D. Position Number: 0. Action: Delete, Price: 1842.250000. Size: 0. | 2014-02-21 00:30:07

(please explain how the above delete operation makes sense? The bid side never contained a price of 1842.25. The log above contains all of the incremental refreshes since the initial full book received. As you can see above, there were never any updates at that price and the market depth book never contained it as is confirmed by the line above the Delete indicating that the level never existed.)

(Notice below, we now have a change at 1842.25. This is a new level. And what is the purpose of deleting it (assuming it actually existed which it did not) and adding it again right after? I can find no logical explanation for what we are seeing.)

Bid Depth - Id: MD2D. Position Number: 0. Action: Change, Price: 1842.250000. Size: 53. | 2014-02-21 00:30:07
Bid Depth - Id: MD2D. Position Number: 1. Action: Change, Price: 1842.000000. Size: 197. | 2014-02-21 00:30:07
Bid Depth - Id: MD2D. Position Number: 2. Action: Change, Price: 1841.750000. Size: 120. | 2014-02-21 00:30:07
Bid Depth - Id: MD2D. Position Number: 3. Action: Change, Price: 1841.500000. Size: 124. | 2014-02-21 00:30:07
Bid Depth - Id: MD2D. Position Number: 4. Action: Change, Price: 1841.250000. Size: 124. | 2014-02-21 00:30:07
Bid Depth - Id: MD2D. Position Number: 5. Action: Change, Price: 1841.000000. Size: 151. | 2014-02-21 00:30:07
Bid Depth - Id: MD2D. Position Number: 6. Action: Change, Price: 1840.750000. Size: 149. | 2014-02-21 00:30:07
Bid Depth - Id: MD2D. Position Number: 7. Action: Change, Price: 1840.500000. Size: 182. | 2014-02-21 00:30:07


The username is SierraChartTM


As I was working through preparing this message, and looking at the depth updates, I finally realized what you are doing. When there is a shift of the market depth, you send out the entire book and we need to rely on the position numbers.

What may have been clear to you, because you know how you do the market depth, was not to us. This whole thing was confusing. The documentation did not provide a detailed explanation as to how the depth works.

And also, it seems like these Deletes are meaningless. What is the point of even sending those?

Thank You,
Sierra Chart Engineering


FIX Support » Market depth over FAST Feb 20, 2014 @ 10:29 PM (Total replies: 9)

I think the best way to solve this problem is to have documentation provided for how to process the incremental market depth updates in order to maintain the initial order book from the market data full refresh.

We have worked with market depth with a lot of different services and this is the first one, where we cannot see how to do this without there being a problem with the final result.

Thank You,
Sierra Chart Engineering


FIX Support » Testing Account Allocation Block Order Feb 20, 2014 @ 07:34 PM (Total replies: 2)

When testing an Allocation block order in the API environment we get this error:

Trade Order Error - OEC order update (Rejected). Info: Service is not available Broker / Exchange option. Service Order ID: 270773.0. Symbol: 6AH4 | 2014-02-20 19:32:26

Username: SierraChartTM

Thank You,
Sierra Chart Engineering


FIX Support » No heartbeats over FAST Feb 20, 2014 @ 07:27 PM (Total replies: 6)

Username: SierraChartTM

Environment : API

Log (Time zone is US Eastern):

OEC FAST Market Data session: Disconnecting due to a loss of activity. No activity for at least 48 seconds. | 2014-02-20 19:26:22

OEC FAST Market Data session: Sending a Logout message. Text = Disconnecting due to loss of activity. | 2014-02-20 19:26:22

OEC FAST Market Data session: Remote side disconnected without completing the logout sequence. Final messages may have been lost, although unlikely. | 2014-02-20 19:26:22

Connection to the external service has been lost. | 2014-02-20 19:26:22

Thank You,
Sierra Chart Engineering


FIX Support » No heartbeats over FAST Feb 20, 2014 @ 06:26 PM (Total replies: 6)

After establishing a FAST session, we do not receive any heartbeat messages within the 30 seconds specified time.

Thank You,
Sierra Chart Engineering


FIX Support » Position Average Price Feb 17, 2014 @ 09:16 PM (Total replies: 1)

I see that the standard FIX 4.4 PositionReport [type 'AP'] message has no field to indicate the average price of the position or the price of the positions in repeating group 702.

I would suggest to add a custom tag to indicate the average position price. Our users have asked for this. Sierra Chart will compute this, if it has available all of the order fills that make up the position but this is not always the case.

Thank you.

Thank You,
Sierra Chart Engineering


FIX Support » Market depth over FAST Feb 07, 2014 @ 03:24 PM (Total replies: 9)

Is it clear the issue I am pointing out?

The problem is that we have no way to know to remove levels from the depth without a delete being given, for the levels which are beyond the number of levels for a particular symbol.

Have a look at this image:
http://www.sierrachart.com/images/OEC%20market%20depth.png

You can see there are additional levels beyond the 10 levels, which continue to remain because we never got a delete for them. How do we solve this?

Thank You,
Sierra Chart Engineering


FIX Support » Market depth over FAST Feb 05, 2014 @ 04:59 PM (Total replies: 9)

The log provided does not include a market depth delete operation on the ask side for 135.28 . My point is there should have been one because otherwise with the change at 135.23 on the ask side which would be an insert, 135.28 should no longer be valid because there are only 5 levels of depth for the 6E.

Thank You,
Sierra Chart Engineering


FIX Support » Market depth over FAST Feb 05, 2014 @ 02:56 PM (Total replies: 9)

This is understood:

Quote: Please do not treat missed MDEntryPositionNo as 0. We suppose that price value would be enough to find out and delete the level
. I have already changed our market depth handling not to rely on MDEntryPositionNo .

However, there still is the question as to why there was not a delete
on the ask side for 135.28 which was the previous fifth level. This was never given. It should have been because the 6E only has five levels of depth. And once the price at 135.23 came in, the maximum depth price should have been 135.27.

Thank You,
Sierra Chart Engineering


FIX Support » Market depth over FAST Feb 05, 2014 @ 02:54 PM (Total replies: 9)

This is a continuation of an email discussion.

Response from OEC:

I suppose the first delete came from this message:
19:30:51.622 {3, X, MD2, [
[MDEntries -> {2, 0, 135.179992675781, , , , , }]
[MDEntries -> {1, 0, 135.22, 53, 20140205, 13051572, 0, }]
[MDEntries -> {1, 0, 135.21, 86, , , 1, }]
[MDEntries -> {1, 0, 135.2, 102, , , 2, }]
[MDEntries -> {1, 0, 135.19, 112, , , 3, }]
[MDEntries -> {1, 0, 135.18, 161, , , 4, }]
[MDEntries -> {1, 1, 135.24, 29, , , 0, }]
[MDEntries -> {1, 1, 135.25, 90, , , 1, }]
[MDEntries -> {1, 1, 135.27, 86, , , 3, }] ], }

Unfortunately, it is not reflected in our documentation, but we do not specify optional MDEntryPositionNo field for DELETE update action. Please do not treat missed MDEntryPositionNo as 0. We suppose that price value would be enough to find out and delete the level.

Misaligned price by tick size for DELETE entries will definitely be fixed on our side.

It would be great, if you will use our API Forum.

Thank you!



Quote:
In the log below for the depth for 6EH4, I have excluded the updates from the best bid/ask and trade incremental subscription.

Notice an update at 135.23 on the bid side at the top. And then at the bottom there is an update at 135.23 on the ask side. This is fine, but then there is a delete on the ask side just before it for the price of 135.229996. This makes no sense because this level does not exist yet on the ask side. Instead there should have been a delete on the ask side for 135.28 which was the previous fifth level. This was never given.

If you need the actual FAST log, I can give you that, I thought this would be easier to work with now that I gave you the IDs.

Bid Depth - Id: MD2. Position Number: 0. Action: Change, Price: 135.230000.
Size: 5. | 2014-02-04 20:30:30
Bid Depth - Id: MD2. Position Number: 3. Action: Change, Price: 135.200000.
Size: 102. | 2014-02-04 20:30:30
Ask Depth - Id: MD2. Position Number: 1. Action: Change, Price: 135.250000.
Size: 90. | 2014-02-04 20:30:30
Bid Depth - Id: MD2. Position Number: 1. Action: Change, Price: 135.220000.
Size: 62. | 2014-02-04 20:30:33
Bid Depth - Id: MD2. Position Number: 1. Action: Change, Price: 135.220000.
Size: 54. | 2014-02-04 20:30:37
Ask Depth - Id: MD2. Position Number: 0. Action: Change, Price: 135.240000.
Size: 28. | 2014-02-04 20:30:51
Ask Depth - Id: MD2. Position Number: 1. Action: Change, Price: 135.250000.
Size: 88. | 2014-02-04 20:30:51
Bid Depth - Id: MD2. Position Number: 0. Action: Delete, Price: 135.179993.
Size: 0. | 2014-02-04 20:30:52
Bid Depth - Id: MD2. Position Number: 0. Action: Change, Price: 135.220000.
Size: 53. | 2014-02-04 20:30:52
Bid Depth - Id: MD2. Position Number: 1. Action: Change, Price: 135.210000.
Size: 86. | 2014-02-04 20:30:52
Bid Depth - Id: MD2. Position Number: 2. Action: Change, Price: 135.200000.
Size: 102. | 2014-02-04 20:30:52
Bid Depth - Id: MD2. Position Number: 3. Action: Change, Price: 135.190000.
Size: 112. | 2014-02-04 20:30:52
Bid Depth - Id: MD2. Position Number: 4. Action: Change, Price: 135.180000.
Size: 161. | 2014-02-04 20:30:52
Ask Depth - Id: MD2. Position Number: 0. Action: Change, Price: 135.240000.
Size: 29. | 2014-02-04 20:30:52
Ask Depth - Id: MD2. Position Number: 1. Action: Change, Price: 135.250000.
Size: 90. | 2014-02-04 20:30:52
Ask Depth - Id: MD2. Position Number: 3. Action: Change, Price: 135.270000.
Size: 86. | 2014-02-04 20:30:52
Bid Depth - Id: MD2. Position Number: 0. Action: Change, Price: 135.220000.
Size: 53. | 2014-02-04 20:30:52
Bid Depth - Id: MD2. Position Number: 4. Action: Change, Price: 135.180000.
Size: 161. | 2014-02-04 20:30:52
Ask Depth - Id: MD2. Position Number: 0. Action: Change, Price: 135.240000.
Size: 31. | 2014-02-04 20:30:58
Bid Depth - Id: MD2. Position Number: 0. Action: Change, Price: 135.220000.
Size: 50. | 2014-02-04 20:30:58
Bid Depth - Id: MD2. Position Number: 1. Action: Change, Price: 135.210000.
Size: 86. | 2014-02-04 20:30:59
Ask Depth - Id: MD2. Position Number: 0. Action: Delete, Price: 135.229996.
Size: 0. | 2014-02-04 20:31:00
Bid Depth - Id: MD2. Position Number: 0. Action: Change, Price: 135.220000.
Size: 42. | 2014-02-04 20:31:00
Bid Depth - Id: MD2. Position Number: 1. Action: Change, Price: 135.210000.
Size: 83. | 2014-02-04 20:31:00
Ask Depth - Id: MD2. Position Number: 0. Action: Change, Price: 135.230000.
Size: 1. | 2014-02-04 20:31:00



Thank You,
Sierra Chart Engineering


API Support » EUREX market depth Jul 16, 2013 @ 03:45 AM (Total replies: 1)

We are noticing a problem with EUREX market depth data using the standard API.

If you have a look at this image:
http://www.sierrachart.com/image.php?l=1373960204802.png

Notice on the Ask side, Level 2 and level 6 have the same price value. This is counting from 1 from the top. There are other issues we notice as well.

This is the code that we use when we get an OnDOMChanged call.

for (int Level = 0; Level < max (10,MAX_NUM_DOM_LEVELS); ++Level)
{
if (Level < Contract->DOM->BidLevels->Length)
p_SymbolData->m_BasicData.BidDOM[Level].Price = (float)(Contract->DOM->BidLevels[Level] * PriceMultiplier);

if (Level < Contract->DOM->BidSizes->Length)
p_SymbolData->m_BasicData.BidDOM[Level].Volume = Contract->DOM->BidSizes[Level];

if (Level < Contract->DOM->AskLevels->Length)
p_SymbolData->m_BasicData.AskDOM[Level].Price = (float)(Contract->DOM->AskLevels[Level] * PriceMultiplier);

if (Level < Contract->DOM->AskSizes->Length)
p_SymbolData->m_BasicData.AskDOM[Level].Volume = Contract->DOM->AskSizes[Level];
}

Thank You,
Sierra Chart Engineering


FIX Support » AllocationBlock Over FIX May 23, 2013 @ 01:31 AM (Total replies: 4)

Thank you for this. We are going to be working on it when we can.

We are also going to be finishing up our FIX integration and FAST Market data integration. We have been working on our own encoder and decoder for FAST.

We hope to have all of this released within about a month.

Thank You,
Sierra Chart Engineering


FIX Support » AllocationBlock Over FIX Apr 03, 2013 @ 04:10 PM (Total replies: 4)

We received the following from the broker who is asking us about Account allocation blocks:

Quote:
We do have some time until this solution is needed and as I discussed this with the client, he would be willing to put some money in the development of this.


Is it realistic that this capability would come sometime in a few months?

Thank You,
Sierra Chart Engineering


FIX Support » AllocationBlock Over FIX Apr 01, 2013 @ 04:31 PM (Total replies: 4)

Is there a way to specify an Allocation Block when using the FIX interface?

Thank you.

Thank You,
Sierra Chart Engineering


API Support » NQH1 Data on Demo Server Mar 02, 2011 @ 02:07 AM (Total replies: 0)

Hello,

Your demo server is missing historical data for NQH1 for part of the day on February 28. Can this data be restored from your production server?

Thank You,
Sierra Chart Engineering


API Support » New OEC Trader Version Feb 28, 2011 @ 02:16 PM (Total replies: 1)

Hello,
When using a shared connection with your new OEC Trader version, we are getting a null pointer returned from the following call
OEC::API::Subscription^ Subscription = m_API->SubscribeTicks(Contract, UnmanagedToManaged(CurrentDateTime + 1*YEARS));

Do you have a new version of the API we need to use when compiling our program?

Thank You,
Sierra Chart Engineering


API Support » OnLoginComplete May 05, 2010 @ 02:14 PM (Total replies: 9)

If we have another report of this issue, we will send them to you.

Thank You,
Sierra Chart Engineering