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Feb 11, 2020 03:38 PM

Apr 16, 2021 02:14 PM

Apr 16, 2021 02:34 PM



Post Statistics
RWare2020 has contributed to 80 posts out of 5095 total posts (1.57%) in 430 days (0.00 posts per day).

20 most recent posts:

Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback Apr 16, 2021 @ 02:14 PM (Total replies: 7)

It is random how many times I am able to get a callback.

There are times when no callback occurs and other times when I get 4096 or get up to 16,398 records, but stop after that.

It seems like it might be some type of data lock preventing the callback from coming. This is what I get from a debug diag analysis:

win32u!NtUserMsgWaitForMultipleObjectsEx+c
user32!RealMsgWaitForMultipleObjectsEx+7a
user32!MsgWaitForMultipleObjectsEx+4c
combase!CCliModalLoop::BlockFn+14b [onecore\com\combase\dcomrem\callctrl.cxx @ 2156 + d] onecore\com\combase\dcomrem\callctrl.cxx @ 2156 + d
combase!ClassicSTAThreadWaitForHandles+b4 [onecore\com\combase\dcomrem\classicsta.cpp @ 51 + e] onecore\com\combase\dcomrem\classicsta.cpp @ 51 + e
combase!CoWaitForMultipleHandles+77 [onecore\com\combase\dcomrem\sync.cxx @ 122 + c] onecore\com\combase\dcomrem\sync.cxx @ 122 + c
mshtml!CDwnTaskExec::ThreadExec+102
mshtml!CExecFT::StaticThreadProc+6d
kernel32!BaseThreadInitThunk+19
ntdll_77720000!__RtlUserThreadStart+2f
ntdll_77720000!_RtlUserThreadStart+1b

I started going off the path of thinking there needed to be a closed position of Soybeans for this to happen, but that was not true. I tested with an account that has not had a closed position of soybeans.

I'm not quite sure what else to give you for data as to why I'm not getting a callback.

Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback Apr 16, 2021 @ 12:47 PM (Total replies: 7)

Thanks for checking it out. I'll see if I can narrow down the issue and post back here when I have more information.

Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback Apr 14, 2021 @ 11:33 AM (Total replies: 7)

Yes sorry, ZSK21 is what I meant.

Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback Apr 13, 2021 @ 07:06 PM (Total replies: 7)

Sorry, to clarify, I tested this in the GF API and it is broken in there as well.

Again, this is sim.gainfutures.com.

We are aware of Soybeans and Corn that are broken right now, but they are broken in both the OEC API and the GF API.

Thanks

Market Data » ZSK21 Stops Receiving Intraday History after First OnBarsReceived Callback Apr 13, 2021 @ 06:01 PM (Total replies: 7)

It appears that the ZSKM21 (Soybeans May 2021 contract) is not returning all of the history for intraday charts if the number of bars exceeds 4096.

This appears to only happen in the sim version

After the first 4096 bars, the history request doesn't come back anymore

Here is an example of a history request we do:
OECAPICOM::IContractPtr con = OECAPI()->Contracts->Item("ZSKM21");
OECAPI()->RequestBars_3(con, 1.9965, 44299.8958, OECAPICOM::SubscriptionType_Bar, 1);

This appeared to have broke over the weekend.

I do realize this is still the OECAPI, we are currently in the process of moving over to the GF API.

Will you please take a look into this?

Thanks

Market Data » Pulling in Silver Weekly Options Mar 01, 2021 @ 03:53 PM (Total replies: 9)

They are working now, thanks.

Market Data » Pulling in Silver Weekly Options Feb 25, 2021 @ 11:43 AM (Total replies: 9)

Yeah I did see the sample code. I am able to get all other options, but the weekly silver options.

I can get the silver monthly options, just not the weekly, so yes I can get the "OSI" options.

Market Data » Pulling in Silver Weekly Options Feb 24, 2021 @ 01:37 PM (Total replies: 9)

I am using RWare2020 and this is the code I am using to get the options:

Here is the code I use to make sure we are subscribed to the contract:

std::vector weeklies = GetWeeklyMonthlyOptionSyms(opBase);
for(size_t i = 0; i < weeklies.size(); i++)
{
if(m_RequestedOptionsContracts.find(weeklies) == m_RequestedOptionsContracts.end()) {
OECAPICOM::IBaseContractPtr bc = OECAPI()->BaseContracts->Item(weeklies.c_str());
if(bc && bc->IsOption)
{
OECAPI()->RequestContracts(bc); //subscribe to get this base contract.
m_RequestedOptionsContracts.insert(weeklies);
}
}
}


Here is the code I use to actually get the option contracts. Where this code is a little confusing, what we are doing is iterating through all of the options and finding the ones with a different month/year and different base symbol to get the option's available contracts:

OECAPICOM::IContractListPtr options = futCon->Options;
_bstr_t previousMonthYear, previousBase;
int size = options->Count;
for(int i = 0; i < size; i++)
{
OECAPICOM::IContractPtr optCon = options->GetByIndex(i);
if(previousMonthYear != optCon->MonthYear || previousBase != optCon->BaseSymbol)
{
std::string base((char*)optCon->BaseSymbol);
std::string parent((char*)optCon->ParentContract->BaseSymbol);

std::string contractYearMonth = base + (char*)optCon->MonthYear;
orderedList.push_back( OpMonth(optCon->ExpirationDate, contractYearMonth, base, parent) );
previousBase = optCon->BaseSymbol;
previousMonthYear = optCon->MonthYear;
}
}

Market Data » Pulling in Silver Weekly Options Feb 23, 2021 @ 06:17 PM (Total replies: 9)

I have tried the GF COM API as well with the silver weekly options and they are not coming in.

I am getting all other options for other contracts and I am getting the monthly silver contracts, but the weekly silver contracts are not pulling in.

As far as I am aware, the symbol is "OSI" is that correct? Any other suggestions to finding the problem?

Thanks.

Market Data » Pulling in Silver Weekly Options Feb 10, 2021 @ 05:02 PM (Total replies: 9)

I can't seem to request the weekly options for the Silver COMEX contract.

The way we request options is:

OECAPICOM::IBaseContractPtr bc = OECAPI()->BaseContracts->Item("OSI2");

if(bc && bc->IsOption)
OECAPI()->RequestContracts(bc); //subscribe to get this base contract.

When doing this, the base contract pointer is NULL.

I can see them in OEC Trader so I can see that they are available, I'm just not sure what I'm doing incorrect to pull in these contracts.

API Support » GF COM API Order Modification Response Taking Long Jan 26, 2021 @ 12:32 PM (Total replies: 32)

Thank you very much. Please let me know if there's anything you need from me.

API Support » GF COM API Order Modification Response Taking Long Jan 19, 2021 @ 02:02 PM (Total replies: 32)

It appears that it is working better than before, but I am still seeing a 2 second delay that I was not seeing with the OEC API.

Here are some order ID's with timestamps:

Modifying order id: 211848548 with price: 12985.3 at timestamp: 1/19/2021 12:56:37 PM
Modified order id: 211848548 coming back with price: 12985 at timestamp: 1/19/2021 12:56:39 PM
Modified order id: 211848548 coming back with price: 12985.3 at timestamp: 1/19/2021 12:56:39 PM

Modifying order id: 211848423 with price: 12982 at timestamp: 1/19/2021 12:34:26 PM
Modified order id: 211848423 coming back with price: 12982.3 at timestamp: 1/19/2021 12:34:28 PM
Modified order id: 211848423 coming back with price: 12982 at timestamp: 1/19/2021 12:34:28 PM

API Support » GF COM API Order Modification Response Taking Long Jan 19, 2021 @ 12:43 PM (Total replies: 32)

Yes I was doing multiple contract load requests during the order modification. We load all of the contracts when the user logs in which takes some time. I will try not doing that and give it another shot to see how it behaves and let you know.

Thanks.

API Support » GF COM API Order Modification Response Taking Long Jan 18, 2021 @ 08:54 PM (Total replies: 32)

I took the most recent update 4.0.3.36 and I am still seeing the issue unfortunately.

In API here is an order ID with timestamp where I was modifying an order: (9 seconds)

Modifying order id: 211847185 with price: 12879.8 at timestamp: 1/18/2021 7:52:30 PM
Modified order id: 211847185 coming back with price: 12865.3 at timestamp: 1/18/2021 7:52:37 PM
Modified order id: 211847185 coming back with price: 12879.8 at timestamp: 1/18/2021 7:52:39 PM

In SIM here is an order ID with timestamp where I was modifying an order: (11 seconds)

Modifying order id: 252043753 with price: 12886.8 at timestamp: 1/18/2021 7:37:38 PM
Modified order id: 252043753 coming back with price: 12887 at timestamp: 1/18/2021 7:37:44 PM
Modified order id: 252043753 coming back with price: 12886.8 at timestamp: 1/18/2021 7:37:49 PM

In PROD here is an order ID with timestamp where I was modifying an order: (5 seconds)

Modifying order id: 184593428 with price: 12884.8 at timestamp: 1/18/2021 7:46:40 PM
Modified order id: 184593428 coming back with price: 12864.3 at timestamp: 1/18/2021 7:46:44 PM
Modified order id: 184593428 coming back with price: 12884.8 at timestamp: 1/18/2021 7:46:45 PM

Market Data » ZSP Contract LastPrice is 0 Jan 18, 2021 @ 05:34 PM (Total replies: 1)

I am not entirely sure if this is the correct place to put this, but the ZSP (S&P 500) contracts are coming back with a last price of 0. This is showing in OEC Trader Demo as well.

Thanks

API Support » GAIN API COM installation and version query Jan 18, 2021 @ 05:01 PM (Total replies: 3)

Is there a way that we can include the dll files in our installer and then register the required items through the registry instead of including the whole executable file with our installer?

API Support » GF COM API Order Modification Response Taking Long Jan 18, 2021 @ 01:24 PM (Total replies: 32)

Was an update posted this weekend for this fix? When downloading a version of the COM 32 bit API I am still getting 4.0.3.30.

- Thanks

API Support » GF COM API Order Modification Response Taking Long Jan 11, 2021 @ 11:14 AM (Total replies: 32)

Thank you for the updated.

Is there a fix ready though once the dependencies get figured out? Or is a fix still being worked on?

Will this fix go straight into sim/prod or will it need to go to api for a two week test period?

Thanks again for your help.

API Support » GF COM API Order Modification Response Taking Long Jan 05, 2021 @ 01:29 PM (Total replies: 32)

Sounds great! Thank you very much. Do you have a rough time estimate of completion?

Thanks for all of your help.

API Support » GF COM API Order Modification Response Taking Long Jan 04, 2021 @ 01:22 PM (Total replies: 32)

If it helps out at all to look at a different path I am seeing slow response times for placing orders too.

Took 15 seconds to receive a response from the server to confirm an order.

In sim.gainfutures.com order ID 251534737
Creating new order at 1/4/2021 12:20:40 PM
Order confirmed at 1/4/2021 12:20:55 PM