| API Support » Missing SetLoggingConfig() Mar 13, 2012 @ 04:42 AM (Total replies: 2) | |||||
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Okay, I found this class in the latest OEC dll. I am now able to start OEC logging like this. var loggingConfig = new LoggingConfiguration(); loggingConfig.Level = LogLevel.Transport; OECClient.Global.SetLoggingConfig(loggingConfig); Log.Start(); Very nice! Dale |
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| API Support » Missing SetLoggingConfig() Mar 12, 2012 @ 05:20 PM (Total replies: 2) | |||||
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The documentation at http://www.openecry.com/api/api/OEC.API.OECClient.SetLoggingConfig.html says I should be able to access OECClient.Global.SetLoggingConfig(), but in API.DLL 3.5 Visual Studio doesn't see that as a public class. SendOrder() and SubmitAllocationBlocks() are there, but not SetLoggingConfig. Am I missing something simple? Reflector doesn't find it, either. Thanks, Dale Dale |
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| Market Data » 2 Bars history questions and a SubscribeBars question Oct 25, 2011 @ 07:36 PM (Total replies: 1) | |||||
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1. There is a SubscribeBars() in the API, but no UnsubscribeBars(). Should I do anything special to unsubscribe? 2. When I request 10,000 historical Minute bars (SubscriptionType.Bar) for ESZ1 I get 8,192 of them, maximum. Is that the limit? 3. When I request the same bars for an equity or equity index (DJI or SH) I get only 993 or 999 of them, maximum. Is that the limit? That seems very small, barely more than 2 days. [I'm doing this on my demo account or my real account, not the API account.] Thanks! Dale |
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| API Support » Today's 3.4 problem email Sep 01, 2009 @ 03:27 PM (Total replies: 1) | |||||
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The email I received just now is confusing me -- titled Mandatory Release Update to the LIVE trading software. What is the LIVE trading software? Does this mean the API has changed and I should download a new and improved 3.4 dll (the one I'm using is a couple of weeks old)? Thanks, Dale |
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| New Feature Requests » more detailed Tick Data Jun 16, 2009 @ 12:00 AM (Total replies: 3) | |||||
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Serge, I'd like to second the request for millisecond timestamps (which in a DateTime field is only accurate to about 15 msec, but that's okay). You said a year ago that exchange timestamps were not available, but 1) the current FIX protocol now provides for millisecond timestamps, so maybe that is changing? and 2) I understood your timestamps were stamped by you or your data provider, NOT by the exchange. ?? Thanks, Dale Dale |
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| Order Execution » OEC handling of Globex Market and Stop Market Orders Jun 16, 2009 @ 12:00 AM (Total replies: 1) | |||||
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As I understand the Globex rules, they don't handle Market orders, only Market With Protection. Likeways, they don't handle Stop Market orders, only Stop Limit orders. So is OEC simulating these orders and keeping them on OEC servers instead of within Globex? Or modifying them to suit Globex? Whichever way it is, you're doing a good job, no complaints, but the handling seems important and I haven't found it in the docs (perhaps I missed it). :-) Thanks, Dale Dale |
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| Market Data » SubscribeTicks() also causes OnPriceChanged() Mar 17, 2009 @ 09:27 AM (Total replies: 4) | |||||
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Serge, That helps. My only other comment is that it would be helpful if these automatic subscriptions would be reflected by a Price type in the Subscription in SubscriptionsList for the symbol. At present they seem to be invisible. Thanks, Dale Dale |
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| Market Data » SubscribeTicks() also causes OnPriceChanged() Mar 17, 2009 @ 06:23 AM (Total replies: 4) | |||||
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Because of the limit of 5 Ticks subscriptions and 50 Price subscriptions, I need to subscribe to Ticks on some symbols (and grab them in the OnTicksReceived() event) and subscribe to Prices on other symbols (and grab them in OnPriceChanged()). To my surprise, subcribing to Ticks is enough to also cause occasional OnPriceChanged() events to be thrown. I've verified in the Subscription that only Tick, not Price, is subscribed. Is this behavior intentional? I guess my workaround is to maintain my own dictionary of which symbols are subscribed how? On a related issue, there are many SubscribeXXXX methods but only 2 UnsubscribeXXXX methods. Should I assume that Unsubscribe() will unsubscribe from both Ticks and Prices in the same call? Thanks, Dale Dale |
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| API Support » Api server down today? Oct 24, 2008 @ 09:17 AM (Total replies: 3) | |||||
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Logged in at 9 a.m. this morning again (api server) and ticks on ESZ8 are at 910, vs. reality of 856 -- not close. So you still have api server problems? If I buy a demo server account, will it give me decent ticks that I can develop to? Or do you only maintain your production server? Thanks, Dale Dale |
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| API Support » Api server down today? Oct 23, 2008 @ 03:53 PM (Total replies: 3) | |||||
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I'm puzzled. When my software logs into the API server today, I only get 2 ticks for ESZ8 then they stop. Disconnecting and logging into the production server, I get all the ticks. Repeatable process. When I go onto OEC Trader Dev, I get prices for ESZ8 but I can't get ticks in a Tick chart. ??? Thanks, Dale Dale |
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| Market Data » Ticks backfill Aug 26, 2008 @ 04:35 PM (Total replies: 6) | |||||
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Duh! That worked. I was converting ticks received but not the request params. THANK you! Dale |
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| Market Data » Ticks backfill Aug 26, 2008 @ 02:59 PM (Total replies: 6) | |||||
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That's not how it works. Requesting ticks for 8/22 to 8/26 returns a little more than 60000 ticks (in 4096-tick chunks) from 8/25 pm to 8/26. Then I must request again from 8/22 to 8/25 pm. Dale |
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| Market Data » Ticks backfill Aug 26, 2008 @ 02:49 PM (Total replies: 6) | |||||
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First did API, then live, no difference in results. DBrubaker60 is the username on both. BTW my first request was from 8/22 until now, and I received about 60,000 ticks from now (8/26 pm) back till 8/25 pm. The second request missed the ticks between 10:30 and 2 approx. Dale |
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| Market Data » Ticks backfill Aug 26, 2008 @ 02:28 PM (Total replies: 6) | |||||
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Today I am trying to backfill ESU8. Requesting a time period from 8/22/2008 4:14:00 PM thru 8/25/2008 2:43:58 PM returns 36384 ticks in the range from 8/22/20085 1:24:22 PM thru 8/25/2008 10:24:45 AM. No matter what I do, I can't seem to get ticks on 8/25 between 10:24:45 AM and 2:43:58 PM. Are they missing and not available? Or am I misunderstanding something? Thanks, Dale Dale |
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| API Support » Remoting events Aug 20, 2008 @ 12:26 PM (Total replies: 4) | |||||
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That's helpful, but I'm working in C# not C++. Will that make a difference? Could I see a code sample in C#? Thanks, Dale Dale |
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| API Support » Remoting events Aug 19, 2008 @ 03:25 PM (Total replies: 4) | |||||
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When my remote application uses remoting into another main application of mine, OnBarsReceived and OnTicksReceived events in the remote application can receive both bars and ticks subscribed to in the main application. But when I try to remote into the OEC Trader software (with Remoting Enabled), I receive bars in the OnBarsReceived event but I've been unable to receive ticks into the OnTicksReceived event. This is true even when I'm showing a tick chart in OEC Trader. It is true even if my remote application does a SubscribeTicks() on the contract. Any help you can provide will be GREATLY appreciated. Thanks, Dale Dale |
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| Market Data » Determining if ticks already subscribed Aug 19, 2008 @ 03:19 PM (Total replies: 1) | |||||
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I'm using Remoting to get ticks from one application to another. Is there a way to determine from the AIP whether SubscribeTicks() has already been called once for a given contract? I don't want to call it a second time, because then the OnTicksReceived event gets duplicate ticks for the contract. Thanks, Dale Dale |
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| API Support » Subscription Limits Jun 30, 2008 @ 12:15 PM (Total replies: 1) | |||||
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In the API I sometimes get an error message that my Subscription Limit of 5 has been reached. In OEC Trader sometimes I get the same error, but the limit is 10. 1. What is a subscription? It seems to be any chart or DOM, not just SubscribeTicks or SubscribeBars? 2. What is the purpose of this limit? Why shouldn't I be able to show the same contract in many charts without going over the limit? 3. Do API users like Sierra Charts pay extra to get around this limit? I can't imagine they pass the limits through to their customers? Thanks in advance for your help! Dale |
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| API Support » API Server down? Jun 09, 2008 @ 10:26 AM (Total replies: 9) | |||||
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The API server stopped giving me ticks and allowing trades this morning. 1. Is it down, or is the problem on my end. 2. Who should I call, or is this the best place to check status? Thanks, Dale |
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| API Support » Auto Reconnect Mar 14, 2008 @ 12:39 AM (Total replies: 9) | |||||
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Serge, You said, "I mean data objects, such as contracts, orders, positions etc - not the OECGlobal component, so you don't need to re-hook events." I'm finding that after reconnecting I must resubscribe to ticks for each contract so that ticks are received again in the OnTicksReceived event. Does that make sense? And then sometimes after reconnecting I'm getting an error that I've subscribed to too many contracts -- implying that the subscriptions weren't really "lost." Do I have to unsubscribe then resubscribe after reconnecting? I'm confused. Help? Thanks, Dale Dale |
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