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Dec 17, 2010 11:50 AM

Jun 17, 2011 12:45 PM

May 15, 2012 12:17 PM



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AAlexander39 has contributed to 18 posts out of 5600 total posts (0.32%) in 4901 days (0.00 posts per day).

20 most recent posts:

API Support » Historical Data Jun 17, 2011 @ 12:45 PM (Total replies: 31)

Victor, where are you?

Alexander Barbarash

API Support » Historical Data Jun 16, 2011 @ 10:12 AM (Total replies: 31)

Ok, I will cope with it

There is other problem.
I need to download tics for 5-10 contracts simultaneously.
But at subscription only to the third contract this error stands out:
"Run-time error '-2147467261(80004003)'. Automation error"
What should I do?

Alexander Barbarash

API Support » Historical Data Jun 15, 2011 @ 12:50 PM (Total replies: 31)

Ok, I will cope with it

There is other problem.
I need to download tics for 5-10 contracts simultaneously.
But at subscription only to the third contract this error stands out:
"Run-time error '-2147467261(80004003)'. Automation error"
What should I do?

Alexander Barbarash

API Support » Historical Data Jun 14, 2011 @ 10:52 AM (Total replies: 31)

Thank you very much for your help & time. I appreciate it.

Now I can receive the information about each finished transaction.

Is it possible to receive values of the price only after its change i.e. that there were no repeating of the same value.

Alexander Barbarash

API Support » Historical Data Jun 08, 2011 @ 11:54 AM (Total replies: 31)

VBA eject an error for such code:
api.SubscribeTicks api.Contracts.Item("ESM1"), DateTime.UtcNow.AddSeconds(-10)
compile error: "Method or data member not found"
It is about "UtcNow"

Besides that, VBA does not define element WriteLine.

{
WriteLine("TICKS {0}, {3:s}: {1:s} - {2:s} ({4} ticks)",
Subscription.Contract,
Ticks.Timestamps[0],
Ticks.Timestamps[Ticks.Timestamps.Length-1],
DateTime.UtcNow,
Ticks.Timestamps.Length);
}

Could you please send me a code written for VBA 6.5?

Alexander Barbarash

API Support » Historical Data Jun 06, 2011 @ 11:04 AM (Total replies: 31)

I used value of time in all possible formats. Including UTC.
I tried to enter different values of time in StartDate parameter, from current to two-day remoteness.
As a result in any type of inquiries (database query) it is downloading about 8000 tics, as before... But tics in last 1-2 hours do not loading at all.
?ould You please try to check up this function work, may be I do something wrong or this function works not correctly.
Send please the real sample of a code for historical data reception for last 10 seconds.

Alexander Barbarash

API Support » Historical Data Jun 01, 2011 @ 07:58 AM (Total replies: 31)

Beginning of the downloaded range
1332,75 30.05.2011 9:16:56

The end of the downloaded range
1341,5 31.05.2011 7:54:47
(2 packages of 4096 tics)

Current price and time
1341,25 31.05.2011 16:42:00

Function of subscription:
api.SubscribeTicks api.Contracts.Item("ESM1"), Datetime.time

Value of Datetime.time =
31.05.2011 08:42:00 EDT (or 16:42:00, 31.05.2011 Russia)

Procedure in the module "OECClass"

Private Sub c_OnTicksReceived(ByVal Subscription As OECAPICOM.ISubscription, ByVal Ticks As OECAPICOM.ITicks)
If Ticks.PriceList.Length > 0 Then

MsgBox count_y

For y = 1 To Ticks.PriceList.Length - 10
count_y = count_y + 1
Sheet4.Cells(count_y, 5).value = Ticks.PriceList.Item(y)
Sheet4.Cells(count_y, 6).value = Ticks.TimestampList.Item(y)

Next y

Alexander Barbarash

API Support » Historical Data May 26, 2011 @ 11:15 AM (Total replies: 31)

Thank you for fast and exact answer.
After long programming I have forced this function to work.
But...

No matter what time I wrote at a subscription, I always receive 2 packages of 4096 tics.
Here is how I subscribe:
api.SubscribeTicks api.contracts.Item("6EM1"), DateTime.time - 0.00057

Here is a range of tics what I receive:
140,89 25.05.2011 17:34:00
141,63 26.05.2011 06:57:34

It is not possible to download Tics for the specific range of time.
I need tics in a real time mode for only last 10 seconds!

Alexander Barbarash

API Support » Historical Data May 20, 2011 @ 09:19 AM (Total replies: 31)

I have a real account and worked with it actively, but have stopped because of the problem which I cannot solve.

It is necessary for me to download all values of the prices (tics) for last minute.

Using the function api.Contracts.Item(6AH1).CurrentPrice.LastPrice does not give result because of impossible to load some values at fast changing of the price, even if to make frequent inquiries to the server.

I try to solve this problem very long! and I ask your... HELP ME PLEASE! I can not do it my self!

Alexander Barbarash

API Support » Historical Data May 06, 2011 @ 02:28 PM (Total replies: 31)

Hello!
Is there such possibility in API?
It is necessary for us.

Alexander Barbarash

API Support » Historical Data Apr 28, 2011 @ 04:03 PM (Total replies: 31)

I mean the number in the in an array.
eg
Ticks.PriceList.Item (43)

Number 43

Alexander Barbarash

API Support » Historical Data Apr 28, 2011 @ 03:37 PM (Total replies: 31)

in general, ideally, I want to ask for and receive
only one tick from an array of broker

I used this method before:
api.Contracts.Item("ESM1").CurrentPrice.LastPrice

Now I want to download tick by sending its serial number

Alexander Barbarash

API Support » Historical Data Apr 28, 2011 @ 03:14 PM (Total replies: 31)

how do I get the latest 4096 prices?
They interest me!
please correct my code

Alexander Barbarash

API Support » Historical Data Apr 28, 2011 @ 11:05 AM (Total replies: 31)

Thanks for the answer.

Using: c. SubscribeTicks c. Contracts. Item ("ESM1"), DateTime. Date
It is not possible to subscribe for reception of tics on the necessary futures.

If to write: api. SubscribeTicks c. Contracts. Item ("ESM1"), DateTime. Date,
Than the subscription occurs, but there is other problem -
In a data array of tics, instead of all values, only some prices (nearby 7) from different time ranges are present.

I need to receive all values on several futures simultaneously.

I need to obtain data not only at updating the array of tics of the broker, but with my inquiry, when it necessary.

Alexander Barbarash

API Support » Run-time error during connection Apr 25, 2011 @ 01:18 PM (Total replies: 4)

Hello.
During connection of Excel file to the demo account
this error stands out:
Run-time error '-2147467261 (80004003) ':
"Automation error".
During connection the same Excel file to the real account
no errors stand out and every things fine.
I have tried to lay out a screenshot but if you cannot open it
specify e-mail, I will send it for you.
http://i55.tinypic.com/2lbgdix.jpg
Thanks in advance.

Alexander Barbarash

API Support » Historical Data Apr 25, 2011 @ 12:56 PM (Total replies: 31)

I still have not received the answer from you. Your previous answer contained a lot of examples for C ++. Could You please write
concrete functions to implement downloading of ticks in VBA in a real time mode?

Alexander Barbarash

API Support » Historical Data Apr 14, 2011 @ 09:44 AM (Total replies: 31)

What a pity!
But If you do not have any examples for VBA, could You please write
concrete functions to implement downloading of ticks in VBA in a real time mode?
What would you use for yourself on my place?

Alexander Barbarash

API Support » Historical Data Apr 13, 2011 @ 02:36 PM (Total replies: 31)

I need to download the historical Data (history of all changes of the price on the futures contract) on Excel sheet through API (for VBA) in a real time mode.
I need to see all tics (Including last) without delays!
How can I do this? And what functions should I use?
Do you have any examples?
Thankyou!

Alexander Barbarash