| API Support » Price scale issue Jul 08, 2011 @ 04:26 AM (Total replies: 1) | |||||
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Hi, I just discover that the quote of 6B and 6J in OEC are very different from other broker and data providers. The quote of 6BU1 is 100 times of the standard quote from CME. The quote of 6JU1 is 1000 times of the standard. The issue is that I may want to use IQFeed data as a trading reference but this price scaling had created an issue for me. Do you have a parameter in your API telling me that the price had been scaled up or down from certain factor? Do you have a list of those instruments with similar price scaling implementation? Thanks. Alan Chau |
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| API Support » Trailing stop Jun 14, 2011 @ 02:27 PM (Total replies: 9) | |||||
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Victor, Thanks for your information. I finally understand the whole picture. BTW, what is the difference of function call draft.SetEquityTSData? It seems that it is for stock. Can I use the SetTSData for stock, future and forex? When the system modify a trailing stop order, are there any modify order event? We are dispalying the trailing stop on a DOM and it will be nice if we can update the position of the trailing stop when it is updated on the server. Thx. Alan Chau |
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| API Support » Persistence order number, Trailing stop Jun 13, 2011 @ 06:30 PM (Total replies: 2) | |||||
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Victor, Thanks for the reply. I had traced the ORder.ID issue and found a bug in my software. Thanks. Alan Chau |
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| API Support » Trailing stop Jun 13, 2011 @ 06:28 PM (Total replies: 9) | |||||
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Hi Victor, Thanks for your explanation. It seems that my understanding on reference price is correct. If that is the case, it seems that the trailing stop order doesn't work when I place it via API. As I stated in my message, the ES price went up and then went down on that night. The ES price should have exceeded the reference price and thus triggered the traling stop. The ES price retraced more than one point and thus it should fire the trailing sell stop to close my long position. If I look into the order log, it seems that the system just keep on modifying the trailing amount; from 1 to 4 points. Did I miss anything? Is it possible for you to look into my provided order number to see what happen? I may try again in the coming trading session. I hope that I can provide further informaton to you. Alan Chau |
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| API Support » Trailing stop Jun 10, 2011 @ 05:29 PM (Total replies: 9) | |||||
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Victor, Thanks for the reply. I have sent the following order to trade the ESM1 in the demo account. Coditional order - Buy ESM1 at 1273.5 - Sell ESM1 draft.SetTSData(1275, 0) draft price = 1 The buy order have been filled and the Sell order is in a working state The market price of ESM1 moved from 1273.5 to 1278 and then reverse to 1269. The trailing stop order didn't kick in. The system just modify it from TrStop 1.0 to TrStop 5.0 and reference price remain at 1275. Delta 0.25 Actually, I don't understand what is reference price and delta value. In my example, I think that the reference price at 1275 means that the system starts to trigger the trailing stop with trigger amount of 1. However, it seems that my understanding is incorrect. Can you help us understand why the system behaves in this way? I thought that the system should execute my trailing stop order but it doesn't work. p.s. The order# of the trailing stop order in the demo system is 62705122. Thanks. Alan Chau |
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| API Support » Trailing stop Jun 08, 2011 @ 05:57 PM (Total replies: 9) | |||||
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Hi, Are there any examples on how to submit an trailing stop order via the API. I tried to put in different paramter but I still cannot submit a valid trailing stop order via the API. Thanks. Alan Chau |
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| API Support » Persistence order number, Trailing stop May 31, 2011 @ 12:15 PM (Total replies: 2) | |||||
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Hi, Is the order number persistence? Last week, I opened two GTC orders in my account. In this week, I use the API to check open orders and I found that the order number of the two open orders had been changed. I would like to get a permanent reference number for each order and execution. Which field should I use to get this perm reference number? My second question is how to use the trailing stop. The trailing stop in the OEC trader has a value called "Delta". What's that and how can I creat a trailing stop order in API? Do you have documentation regarding the trailing stop setup. Thanks a lot for your help. Alan Chau |
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| API Support » Subscription limit Apr 11, 2011 @ 11:43 AM (Total replies: 8) | |||||
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Victor, Thanks a lot for your help. Finally, I found out a bug in my program and I had fixed it. BTW. the system keep on rejecting my orders submitted. Are there any way to get the order reject reason? Thanks, Alan Alan Chau |
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| API Support » Subscription limit Apr 11, 2011 @ 09:48 AM (Total replies: 8) | |||||
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Victor, BTW, my test is on the Forex account. Is the Forex account has a different subscription limit? I didn't test the Future account yet. Thanks, Alan Alan Chau |
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| API Support » Subscription limit Apr 11, 2011 @ 09:44 AM (Total replies: 8) | |||||
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Victor, I only use Subscribe(contract). I didn't use SubscribeBars. So, I don't understand why I cannot get more than 11 subscribe(contract). Are there any event when I hit a subscription limit? Can I check the current subscribe no? I plan to write small routime to dump all the subscriptions to see what happen. Are there any variables that I can add to the dump to help me find out what happen? Thanks, Alan Alan Chau |
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| API Support » Subscription limit Apr 08, 2011 @ 05:25 PM (Total replies: 8) | |||||
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Victor, I don't have any open position. Alan Chau |
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| API Support » Subscription limit Apr 07, 2011 @ 05:28 PM (Total replies: 8) | |||||
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According to information in another message, it seems that OEC API has a subscription limit of 50 quotes, 5 ticks, 10 bars, 5 DOMs. Is subscription to OECClient.Global.Subscribe(contract) considered as quote subscription. I encountered a problem. My program would like to monitor around 20 symbols real time. I used the OECClient.Global.Subscribe(contract) to subscribe for realtime quote. However, I normally can only get 11-12 realtime subscription. By tracing the program and looking in the subscription detail using OECClient.Global.Subscriptions. I found that there are some other subscription in the subscription list. I suspect that the other subscription are generate when my program request for bar backfill using OECClient.Global.RequestBars. Now, my questions are: 1. Can I have up to 50 OECClient.Global.Subscribe(contract) to monitor 50 realtime symbol? 2. Will OECClient.Global.RequestBars generate subscription and affect the limit of OECClient.Global.Subcribe? 3. How can I remove those subscription created by OECClient.Global.RequestBars? Thanks Alan Chau |
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| API Support » How to link order to fills? Aug 30, 2010 @ 01:45 AM (Total replies: 1) | |||||
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Hi, I don't want my trading program running 7x24 and thus my program will keep all the outstanding orders in the database. When I resume my program, I will try to match the outstanding orders with fills when my program is offline. My problem is that I am unable to link the fills with orders using orderid as the Fills in position has no orderid. Scan the orderlist for completed orders is also not a solution as it seems that OEC cleans up all the completed orders everyday. If my program offline for longer than 1 day, I cannot find the completed order in the order list. Are there any way that I can find out how my orders were filled after my program comes back online? BTW, is my observation that OEC cleans up all the completed orders everyday is correct? Thanks, Alan Alan Chau |
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