| Market Data » Symbol Limit and DOM Data via API Oct 25, 2012 @ 03:50 PM (Total replies: 1) | |||||
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Hello, We connect to the API and have had our account increased to allow for a DOM limit of 10 symbols instead of the standard 5 symbols. We do indeed now receive DOM data for 10 symbols but it seems volume of last trade isn't coming through for symbols 6-10. It does for symbols 1-5. We are not treating anything different on our end for > 5 symbols. |
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| API Support » Net Liq in AccountSummary May 24, 2012 @ 03:25 PM (Total replies: 19) | |||||
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In my app, we're not listening to OnBalanceChanged. Do you think this might explain our unsynch'd values? |
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| API Support » Net Liq in AccountSummary May 23, 2012 @ 06:54 PM (Total replies: 19) | |||||
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Can you elaborate on this: "Advanced Example will need a minor changes in code to update Net Liq by price changes" Are you talking about the OnPriceChanged callback? (If yes, then I think I'll need to add code to track the Account and Currency myself since this event type does not give me that.) Also, our app is not listening to OnBalancedChanged. Is it advised that we should be using this one (in addition to OnAccountSummaryChanged)? Edited by THarnett81 on May 23, 2012 at 18:55:05 Edited by THarnett81 on May 23, 2012 at 18:55:37 Edited by THarnett81 on May 23, 2012 at 18:56:05 |
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| API Support » Net Liq in AccountSummary May 21, 2012 @ 01:38 PM (Total replies: 19) | |||||
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What should I be looking for in this log, Victor? Just a minute ago, I ran it, placed a few market orders followed by a flatten order, and there really isn't much to see in the log. 12:32:09.951 Dbg Reader Order Login to OEC Server 4.1.0.0
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| API Support » Net Liq in AccountSummary May 18, 2012 @ 05:38 PM (Total replies: 19) | |||||
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I turned on logging. Market's closed, so not much to see. Guess I'll have to get back to you later. |
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| API Support » Net Liq in AccountSummary May 18, 2012 @ 05:04 PM (Total replies: 19) | |||||
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Interesting. I don't think we're doing that though. There is a single function that copies over the AccountSummary data. Any update uses that same block of assignments, which includes the line I had pasted. Aside from checking the Net Liq after login (before any trading), what else can we look at? |
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| API Support » Net Liq in AccountSummary May 18, 2012 @ 04:44 PM (Total replies: 19) | |||||
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I'm sorry, which post is correct? |
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| API Support » Net Liq in AccountSummary May 18, 2012 @ 04:42 PM (Total replies: 19) | |||||
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(deleted) Edited by THarnett81 on May 18, 2012 at 16:43:34 |
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| API Support » Net Liq in AccountSummary May 18, 2012 @ 04:39 PM (Total replies: 19) | |||||
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"Could you please check that your window is updating with "total" balance all the time?" Here is the exact code line that pulls the value: d.NetLiquidity = System.Convert.ToDecimal(Can you confirm this is correct? Edited by THarnett81 on May 18, 2012 at 16:41:52 |
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| API Support » Net Liq in AccountSummary May 18, 2012 @ 04:39 PM (Total replies: 19) | |||||
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"Does it sync after logon with flatten position?" - I think you're asking if the value is correct after login but before any orders are placed... is that right? The market is closed right now, but we can get back to you on this. |
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| API Support » Net Liq in AccountSummary May 14, 2012 @ 04:04 PM (Total replies: 19) | |||||
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Victor, There is still a problem. When the trader's position is not flat, it seems to work and the values in my app and OEC Trader seem to stay in sync. But when the trader flattens his position, the numbers become different. See this video: http://www.screencast.com/t/qzuW4Jjhd0YJ Please advise. |
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| API Support » Net Liq in AccountSummary May 11, 2012 @ 04:41 PM (Total replies: 19) | |||||
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So the "Net Liq" displayed value is not actually Account.TotalBalance.NetLiquidatingValue? That is unexpected. So I should set my displayed value to be equal to your formula? (where all 3 operands are members of Account.TotalBalance) Edited by THarnett81 on May 11, 2012 at 16:41:35 |
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| API Support » Net Liq in AccountSummary May 10, 2012 @ 04:20 PM (Total replies: 19) | |||||
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We've made an Account Summary window similar to the Account Summary window in OEC Trader, but when we run them side-by-side we see that our "Net Liq" value becomes different than OEC Trader's. We're not doing any complex math here. When we receive an Account update, we set the displayed value to Account.TotalBalance.NetLiquidatingValue. You can see the divergence in this video: http://www.screencast.com/t/VVYkLriPBXUv (password is deltamd) So I can only guess that we're using the wrong variable. What variable should we use to get the value that OEC Trader displays as in the graphic below?  Edited by THarnett81 on May 10, 2012 at 16:24:40 |
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| API Support » Clarification of Trailing Stop behavior Mar 12, 2012 @ 03:55 PM (Total replies: 1) | |||||
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Can you confirm that we are understanding OEC's trailing stop behavior correctly? In a Trailing Stop, the following fields are the price-related fields that affect its behavior:
We see one problem: In the docs, it says "Usually reference price is the last trade price, and delta is 0." Doesn't that potentially create a race condition? What if the last trade price changes in between user-action and OEC-reception? |
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| Market Data » EUREX Data Connection Oct 25, 2011 @ 04:05 PM (Total replies: 0) | |||||
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Which Eurex data connection is OEC connecting to? http://deutsche-boerse.com/dbag/dispatch/en/kir/gdb_navigation/mda/200_market_data/700_data_feed_services We have seeing a different level of market data with Eurex when using the OEC feed versus other Eurex feeds we use. However, without time and sales on OEC Trader it is impossible to truly compare tick by tick. |
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| API Support » OEC throws exception - can't find NVIDIA _etoured.dll library Oct 13, 2011 @ 12:02 AM (Total replies: 4) | |||||
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Ah, THowes97, I forgot to mention that I did see that page and I asked the user to try that. The user reports that it did not work. |
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| API Support » OEC throws exception - can't find NVIDIA _etoured.dll library Oct 12, 2011 @ 12:09 PM (Total replies: 4) | |||||
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I've also posted a query to the NVIDIA forums in case someone there can help. http://forums.nvidia.com/index.php?showtopic=212704 |
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| API Support » OEC throws exception - can't find NVIDIA _etoured.dll library Oct 12, 2011 @ 11:40 AM (Total replies: 4) | |||||
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We've seen this happen on two different client machines, so it appears to be a notable problem. The client is not able to get past this and use our app. When our app starts up, we get this exception: 2011/10/11 12:41:45,267 [8260] ERROR Footprint - - [OUR_APP.API.OpenECry.OecApi] unexpected login failure System.IO.FileNotFoundException: Could not find file 'C:\Program Files\NVIDIA Corporation\CoProcManager\_etoured.dll'. File name: 'C:\Program Files\NVIDIA Corporation\CoProcManager\_etoured.dll' at System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath) at System.IO.FileStream.Init(String path, FileMode mode, FileAccess access, Int32 rights, Boolean useRights, FileShare share, Int32 bufferSize, FileOptions options, SECURITY_ATTRIBUTES secAttrs, String msgPath, Boolean bFromProxy) at System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share, Int32 bufferSize, FileOptions options, String msgPath, Boolean bFromProxy) at System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share, Int32 bufferSize) at OEC.HashTools.HashHelper`1.ComputeFilesHash(String[] FileNames) at OEC.HashTools.HashHelper`1.ComputeFilesHash(ProcessModule[] Modules) at OEC.HashTools.ProcessHasher.Calculate(Boolean force) at OEC.API.OECClient.Connect(String Host, Int32 Port, String UserName, String Password, Boolean AutoReconnect) at OUR_APP.API.OpenECry.OecApi.Login(String username, String password) Have you ever seen this before? Is this just a bad or weird install of the NVIDIA libraries? I don't really think OEC causes it, but since it's your library that throws it, I'd guess that if you haven't seen it yet, you will eventually. It may not be OEC or my firm's fault, but I think it's a problem for both of us. |
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| Market Data » Instruments with no depth Oct 10, 2011 @ 05:58 PM (Total replies: 1) | |||||
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Hi, We are using your api and noticed that certain instruments are not returning any depth. After a little research we came accross one of your forum posts that attributed the issue as vendor specific issue ( http://www.openecry.com/forum/index.cfm?page=topic&topicID=145 ) We would like to handle this issue in our app by atleast displaying top of the book in the depth. We can achieve this if we know by some means the instruments that will not return any market depth. We would not like to hard-code instruments names. Is there a way API can tell us about such instruments? Also, would the depth subscription throw an error of some sort telling us there wont be any depth for these instruments. Or will it be no error but nothing will be sent? Thanks in advance! |
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| Market Data » ESZ1 Tick Data Discrepancy Sep 28, 2011 @ 04:24 PM (Total replies: 14) | |||||
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Thanks for the update Victor. Is there potentially going to be a DLL change? Or something we'll have to implement? Also, is there a way to get notified of updates/fixes/changes to the API? Some automated mailing list? Please let us know. Thank you. John Vatianou Connamara Systems Project Manager jvatianou@connamara.com 312-235-6772 |
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