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Dec 08, 2010 08:26 AM

May 26, 2011 09:25 PM

May 26, 2011 09:25 PM



Post Statistics
BBrandon has contributed to 24 posts out of 5573 total posts (0.43%) in 4858 days (0.00 posts per day).

20 most recent posts:

API Support » missing NG Aug Sep FTS spread in LIVE OEC May 26, 2011 @ 09:25 PM (Total replies: 1)

OEC is missing Nat Gas August September spread.
Neither GNG FTS +Q1,-U1 nor GNG FTS -U1,+Q1 are listed.

Brandon

Market Data » missing live data ticker NG Aug Sept FTS May 26, 2011 @ 09:24 PM (Total replies: 0)

OEC is missing Nat Gas August September spread.
Neither GNG FTS +Q1,-U1 nor GNG FTS -U1,+Q1 are listed.

Brandon

API Support » cant subscribe to GCL FTS in API demo env Apr 07, 2011 @ 05:48 PM (Total replies: 3)

Any luck with this yet ?

Brandon

API Support » BUG: stale tick data in LIVE feeds Apr 01, 2011 @ 03:44 PM (Total replies: 0)

Hi,

When I remote to the live environment I get sporadic stale ticks in my tick subscription (looking at GCLK1). The ticks are off by a few hours.
As far as I can tell this happens if I have a tick price chart of the same security open in the OEC Trader workbench.

Could someone investigate ? This is quite dangerous and unsettling.
I would like to know if this just a resutl of having the tick chart open, or if its more pervasive.

Brandon

Brandon

API Support » cant subscribe to GCL FTS in API demo env Mar 29, 2011 @ 10:40 PM (Total replies: 3)

Hi,

All of a sudden my code has stopped picking up subscribtions to Future Time Spreads. In particular I subscribe to quotes of GCL FTS +K1,-M1 .

To add colour, my code works fine in the Live environment and was working fine in the demo env until yesterday. I would do this by requesting contracts from "GCL FTS" base group. I dont think the request is going through in the demo env.

Thanks

Brandon

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 10, 2011 @ 11:12 PM (Total replies: 26)

Thanks for the information.

Finally is the DOM data throttled on the server side? Or can I get as much resolution as with the tick subscriptions ?

Thanks

Brandon

API Support » bug in FTS --- misnamed contract Mar 10, 2011 @ 11:11 PM (Total replies: 1)

Hi,

The april-may nat gas spread is listed in the system as
"GNG FTS -K1,+J1"
It should be called
"GNG FTS +J1,-K1".

Is something wrong with the naming generator ?

Brandon

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 08, 2011 @ 03:39 PM (Total replies: 26)

Thanks,

I cant seem to get quotes for future time spreads ? FTS
eg. GCL FTS +J1,-K1.
How can I get the list of contracts for which I am tick subscribed ? Also, what is the limit in the number of subscriptions ?

thanks,

Brandon

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 08, 2011 @ 11:52 AM (Total replies: 26)

Thank you for the clarification.
What degree of throttling is done, server side, for the quotes (assuming OnPriceTick subscription). Is it limited to a number of events per second ?

Thanks,

Brandon

Brandon

API Support » timestamp milliseconds dropped ? Mar 04, 2011 @ 01:42 PM (Total replies: 1)

Hi,

For general quote/price information how do I get the milliseconds. All times seem to be rounded to the nearest second ... This is for quote and tick subscriptions.

thanks,

BRandon

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 04, 2011 @ 09:33 AM (Total replies: 26)

Hi,

Thanks for the clarification. If I use OnPriceTick with OnChangedEvent handler and set the batchInterval throttle to 0, I am still not guaranteed to get all the trades ? I.e. Tick subscription is still superior to that method ?

Will subscribing to ticks as well as to quotes count against my subscription limit ? I am thinking of complementing both data feeds.


Thanks,

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 04, 2011 @ 01:10 AM (Total replies: 26)

Hi,

I have been playing with the Tick subscription and I have a few questions.

1.This does not provide me with bid/ask volumes, correct ?
2.This only fires when an actual trade occurs ?

For my application I need to track the bid/asks, so it would seem that quote subcription triggered by OnPriceTick might be better. but what did you mean when you said tick subscription was more reliable in capturing trades ?

Thanks,

Brandon

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 06:39 PM (Total replies: 26)

Nevermind. I was looking at an outdated file. Where should we be downloading the API files from for updates ?

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 06:18 PM (Total replies: 26)

The API which is packaged with OEC Trader 3.5.0.21 (the most recent LIVE trading platform I could find) does NOT have that functionality.


The API which is packaged with OEC Trader Developer 3.5.0.22 (the most recent DEMO trading platform I could find) does have that functionality.

I want to trade LIVE. Can I use the API from the demo trading platform for live trading ?

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 03:42 PM (Total replies: 26)

The API that comes with my 3.5.0.21 of OEC Trader (i.e. in the OEC API COM 3.5 branch of the OEC Trader installation) has a version of 3.5.0.0 under c# properties. I just want to make sure I have the most up to date versio of the API. If not, then where do I get it ?

Thanks again,

Brandon

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 12:30 PM (Total replies: 26)

I was not aware you could do that.
Just to be clear. I see three ways of subscribing to OEC data:

1) SubscribeTicks
2) Subscribe and having OnPriceChangedEvent feeding OnPriceChanged handler.
3) Subscribe and having OnPriceTick feeding OnPriceChanged handler.

Are you referring to option 1) ? What events does this trigger - OnPriceTicks ?

Currently I am using 3.5.0.0 of the API and version 3.5.022 of the OEC Trader Developer and 3.5.0.21 of the OEC Trader.

Brandon

API Support » How to get est API performance Mar 03, 2011 @ 10:25 AM (Total replies: 1)

Hi,

I am wondering which is the best way to write efficent API code since I want to monitor several contracts on a tick by tick basis.

Currently I work with console applications which I remote to the OEC trader platform. I choose to remote as during development I can better manage the trades that way. However I can do without it later. My questions is:

1) does remoting vs stand alone greatly impact performace ?
2) what is more efficient API program, console vs gui-light winform ?

The second question is related to how the API manages and triggers events. As I will be dealing with multiple assets which might have concurrent firings I wanted to keep things resource light. However I noticed that the API events are synchronous, or at least fire, in the same thread as my console application. If I need to use these to execute my code asynchronoulsy I would like to do so in the most compatible manner with the API. Currently I am thinking of just manually executing my code with beginInvoke's or as new threads.

Any comments would be welcome

thanks,

Brandon

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 09:53 AM (Total replies: 26)

Will tick subscription provide the bid ask quotes ?

I traded 38528322 which was not reported back to via an onchangedPrice event. This stream did not seem to update any trades after subscription ...

Thanks,

Brandon

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 12:30 AM (Total replies: 26)

Hi,

Thanks for the suggestion. I was able to get the data I needed from Contract.CurrentPrice. As am asoed the contracts I mentioned earlier however still seem to behaving strangely. They dont seem to update any new trades (via lastPrice, lastDatetime and lastVol), just changes in the bid/ask quotes --- even though I have executed trades, the new trade is not reported in the OnPriceChanged event.

Brandon

API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 01, 2011 @ 12:43 PM (Total replies: 26)

PS. These examples are both for the production server.

Brandon