| API Support » missing NG Aug Sep FTS spread in LIVE OEC May 26, 2011 @ 09:25 PM (Total replies: 1) | |||||
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OEC is missing Nat Gas August September spread. Neither GNG FTS +Q1,-U1 nor GNG FTS -U1,+Q1 are listed. Brandon |
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| Market Data » missing live data ticker NG Aug Sept FTS May 26, 2011 @ 09:24 PM (Total replies: 0) | |||||
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OEC is missing Nat Gas August September spread. Neither GNG FTS +Q1,-U1 nor GNG FTS -U1,+Q1 are listed. Brandon |
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| API Support » cant subscribe to GCL FTS in API demo env Apr 07, 2011 @ 05:48 PM (Total replies: 3) | |||||
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Any luck with this yet ? Brandon |
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| API Support » BUG: stale tick data in LIVE feeds Apr 01, 2011 @ 03:44 PM (Total replies: 0) | |||||
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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 |
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| API Support » cant subscribe to GCL FTS in API demo env Mar 29, 2011 @ 10:40 PM (Total replies: 3) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 10, 2011 @ 11:12 PM (Total replies: 26) | |||||
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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 |
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| API Support » bug in FTS --- misnamed contract Mar 10, 2011 @ 11:11 PM (Total replies: 1) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 08, 2011 @ 03:39 PM (Total replies: 26) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 08, 2011 @ 11:52 AM (Total replies: 26) | |||||
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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 |
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| API Support » timestamp milliseconds dropped ? Mar 04, 2011 @ 01:42 PM (Total replies: 1) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 04, 2011 @ 09:33 AM (Total replies: 26) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 04, 2011 @ 01:10 AM (Total replies: 26) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 06:39 PM (Total replies: 26) | |||||
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Nevermind. I was looking at an outdated file. Where should we be downloading the API files from for updates ? Brandon |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 06:18 PM (Total replies: 26) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 03:42 PM (Total replies: 26) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 12:30 PM (Total replies: 26) | |||||
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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 |
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| API Support » How to get est API performance Mar 03, 2011 @ 10:25 AM (Total replies: 1) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 09:53 AM (Total replies: 26) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 03, 2011 @ 12:30 AM (Total replies: 26) | |||||
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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 |
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| API Support » how to get current bid/ask without waiting for onPriceChanged Event. Mar 01, 2011 @ 12:43 PM (Total replies: 26) | |||||
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PS. These examples are both for the production server. Brandon |
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