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Oct 13, 2020 04:56 PM

Jan 12, 2021 05:12 AM

Jan 12, 2021 12:53 PM



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RPovsic724 has contributed to 5 posts out of 5029 total posts (0.10%) in 99 days (0.00 posts per day).

20 most recent posts:

API Support » Problem with trailing stop orders Jan 12, 2021 @ 05:12 AM (Total replies: 3)

Hi OTurman!
Sure, here's the raw log. I used QuickFixJ client (latest version).

OEC_TEST, outgoing> (8=FIX.4.49=19935=D34=5449=DBookmap00252=20210112-10:50:01.86256=OEC_TEST1=DEMO01422611=K4SXPuaJT+CUq9ITwJ3Y3A==18=a38=140=354=155=ES59=160=20210112-10:50:01.86199=3805200=202103211=0.25461=FXXXXS10=069)

OEC_TEST, incoming> (8=FIX.4.49=26635=834=8149=OEC_TEST52=20210112-10:50:0156=DBookmap0021=DEMO0142266=0.0011=K4SXPuaJT+CUq9ITwJ3Y3A==14=017=OECFIX:251825401:2248637=25182540138=139=A40=354=155=ES59=160=20210112-10:50:01.94899=3805150=A151=1167=FUT200=202103211=0.25461=FXXXXS10=088)

OEC_TEST, incoming> (8=FIX.4.49=26635=834=8249=OEC_TEST52=20210112-10:50:0156=DBookmap0021=DEMO0142266=0.0011=K4SXPuaJT+CUq9ITwJ3Y3A==14=017=OECFIX:251825401:2248737=25182540138=139=A40=354=155=ES59=160=20210112-10:50:01.94899=3805150=A151=1167=FUT200=202103211=0.25461=FXXXXS10=090)

OEC_TEST, incoming> (8=FIX.4.49=26635=834=8349=OEC_TEST52=20210112-10:50:0256=DBookmap0021=DEMO0142266=0.0011=K4SXPuaJT+CUq9ITwJ3Y3A==14=017=OECFIX:251825401:2248837=25182540138=139=040=354=155=ES59=160=20210112-10:50:02.01399=3805150=0151=1167=FUT200=202103211=0.25461=FXXXXS10=043)

==========
The Gain Trader app recognizes order as a trailing stop. But GF doesn't send updates for it.
I noticed when I hover over orders in the Trader app, it shows that the "Ref price" is always 0 for orders that I place via API. Maybe this is the clue, but I don't see how to specify this field via API.
Edited by RPovsic724 on Jan 12, 2021 05:13 AM

API Support » Problem with trailing stop orders Dec 15, 2020 @ 02:02 PM (Total replies: 3)

When I place TS orders via FIX API, I don't get trailing stop updates. Why this can happen??

I set ExecInst="a" (18) and use PegOffsetValue (211) field, as it's written in the docs, but it doesn't work for me. I see that the desktop app recognizes orders as trailing stops, but it doesn't send any updates for them. However, if I place trailing stop via the desktop app it works ok ... please help me with this issue, what I'm doing wrong?

Request:
8=FIX.4.4|9=199|35=D|34=7|49=Dbkmp5533|52=20201215-19:39:41.754|56=OEC_TEST|1=DEMO019622|11=4/qfypYbSGmVySxS0HsKDg==|18=a|38=1|40=3|54=2|55=ES|59=1|60=20201215-19:39:41.754|99=3691|200=202012|211=0.25|461=FXXXXS|10=130|


Response PENDING_NEW:
8=FIX.4.4|9=265|35=8|34=7|49=OEC_TEST|52=20201215-19:39:41|56=Dbkmp5533|1=DEMO019622|6=0.00|11=4/qfypYbSGmVySxS0HsKDg==|14=0|17=OECFIX:251116443:9158|37=251116443|38=1|39=A|40=3|54=2|55=ES|59=1|60=20201215-19:39:41.815|99=3691|150=A|151=1|167=FUT|200=202012|211=0.25|461=FXXXXS|10=091|


Response NEW:
8=FIX.4.4|9=265|35=8|34=9|49=OEC_TEST|52=20201215-19:39:41|56=Dbkmp5533|1=DEMO019622|6=0.00|11=4/qfypYbSGmVySxS0HsKDg==|14=0|17=OECFIX:251116443:9160|37=251116443|38=1|39=0|40=3|54=2|55=ES|59=1|60=20201215-19:39:41.875|99=3691|150=0|151=1|167=FUT|200=202012|211=0.25|461=FXXXXS|10=058|

API Support » Modify request is not supported response Dec 10, 2020 @ 09:21 AM (Total replies: 3)

Yes, exactly. If I send OrderCancelReplaceRequest message without tag 59 (TimeInForce) the server sends error response with the message "Modify request is not supported". However, if I send the same request + 59 tag it works ok.
-------
Could I ask you about tags 12076 and 12077? There's no information about them in docs. GF sends them as part of the ExecutionReport message.
I encountered them when the primary OSO order is filled, GF sends 4! messages about placing a new order(35=8,39=0), however, I specify only 2 child orders. What interesting that two of those message/orders have tag 12077 that specify order id of another order, like this:
37=ordId1
37=ordId2
37=ordId3,12077=ordId1
37=ordId4,12077=ordId2

what does it mean?

API Support » Modify request is not supported response Dec 10, 2020 @ 01:32 AM (Total replies: 3)

Ok, I managed to handle this problem. Fixed by adding the "timeInForce" parameter to the request.
Although this is the optional parameter, it doesn't work without it. And I have to say that the rejected response message is a little confusing.
Hopefully, this answer will save time for those stuck with this issue.

API Support » Modify request is not supported response Dec 09, 2020 @ 07:02 AM (Total replies: 3)

Hi!

I'm trying to implement order updates logic, but when I send OrderCancelReplaceRequest (35=G), I always get the order rejected response with the message "Modify request is not supported":

Request to modify order:
8=FIX.4.4|9=207|35=G|34=2|49=DBkmp5577|52=20201209-12:32:52.429|56=OEC_TEST|1=DEMO7483333|11=2352352362fds46454|37=250901451|38=2|40=2|41=ZNFVjZiTQ6qaEviDbdr1/A==|54=2|55=ES|60=20201209-12:32:52.428|200=202012|461=FXXXXS|10=108|

Response 1 (ExecutionReport 1 with status PENDING_REPLACE):
8=FIX.4.4|9=276|35=8|34=2|49=OEC_TEST|52=20201209-12:32:52|56=DBkmp5577|1=DEMO7483333|6=0.00|11=2352352362fds46454|14=0|17=OECFIX:250901451:24753|37=250901451|38=2|39=E|40=2|41=ZNFVjZiTQ6qaEviDbdr1/A==|44=0|54=2|55=ES|59=0|60=20201209-12:32:52.513|150=E|151=2|167=FUT|200=202012|461=FXXXXS|10=202

Response 2 (OrderCancelReject message):
8=FIX.4.4|9=200|35=9|34=3|49=OEC_TEST|52=20201209-12:32:52|56=DBkmp5577|11=2352352362fds46454|37=250901451|39=8|41=ZNFVjZiTQ6qaEviDbdr1/A==|58=Modify request is not supported|60=20201209-12:32:52.532|102=99|434=2|10=021

I suppose it should work because Gain Futures documentation says that it is possible to modify orders, plus I can change the order through GF mobile client and see incoming FIX messages.
I'm already tried various combinations of parameters it doesn't work anyway.
What am I doing wrong? I use the demo environment.

Thanks in advance.
Edited by RPovsic724 on Dec 09, 2020 07:03 AM
Edited by RPovsic724 on Dec 09, 2020 07:17 AM