| API Support » Momentum bar Subscription and data calculation Aug 06, 2012 @ 10:20 AM (Total replies: 1) | |||||
|
My previous post was addressed to Ruslan. Not sure if he is available, so I'd appreciate if i get clarification for the question I've posted earlier. Thank you very much for your support. === My developer asked me to post another clarification pertaining to Momentum Bar calculations. Thank you in advance for your prompt response. Here is his question: ======== I am subscribing to momentum Bar via method : Subscription s = oec.SubscribeBars(oec.Contracts[Contract], 30, barType, interval, false); where, Contract="ESM2" barType="MomentumBar" interval=4 I get 30 Bars in count with last Bar for e.g like.: like Open =1331, high=1331,low=1330,close=1330 for 4 ticks (after 30 bars, I start getting bars each fraction of second) then the next Bar should be 1. Open=1329.75 as Last close was with Low Price 2. Difference between High and Low should be 4 ticks for e.g. High=1332 and low=1331 3. And Close= either 1332 or 1331 Then I wait for the next Bar.Let the last close was 1332 i.e at High Price Then I wait for the Bar whose: 1. Open Price should be 1332.25 2. Diff B/w High and low shoukd be 4 ticks 3. And Close Price should be either equal to High Price or Low Price But what happens here: Since I was waiting for the Bar whose Open should be 1332.25 , It does not go with my expectation and new Bar start coming like this: Open=1332 High=1332.25 Low=1331.25 close=1331.25 then next Bar Open=1331.75 High=1331.75 low=1330.75 Close=1330.75 then Next Bar Open=1330.75 High=1331.50 low=1330.50 Close=1330.50 and so On Remember we were expecting for the new Bar with open Price =1332.25 but if price action reverses, instead of getting Bars with Open Price moving upward like 1332.25 I start getting Bars with Open Price moving downward like 1332,1331.75,1330.75 And This is the point where we Stop getting the expected Bar while momentum Bar is building on the platform (Tradestation) chart successfully while we are stuck in the application waiting for the expected Valid Bar. Can you please help me on how to handle such data for Momentum Bar in my application or Is there any other way of getting the Valid Bars likewise we are getting in the Tradestation..??? =========== Sergey Sprikut Sergey Sprikut |
|||||
| API Support » Momentum bar Subscription and data calculation Aug 06, 2012 @ 09:24 AM (Total replies: 1) | |||||
|
Hello, Ruslan! You've kindly addressed my previous question. My developer asked me to post another clarification pertaining to Momentum Bar calculations. Thank you in advance for your prompt response. Here is his question: ======== I am subscribing to momentum Bar via method : Subscription s = oec.SubscribeBars(oec.Contracts[Contract], 30, barType, interval, false); where, Contract="ESM2" barType="MomentumBar" interval=4 I get 30 Bars in count with last Bar for e.g like.: like Open =1331, high=1331,low=1330,close=1330 for 4 ticks (after 30 bars, I start getting bars each fraction of second) then the next Bar should be 1. Open=1329.75 as Last close was with Low Price 2. Difference between High and Low should be 4 ticks for e.g. High=1332 and low=1331 3. And Close= either 1332 or 1331 Then I wait for the next Bar.Let the last close was 1332 i.e at High Price Then I wait for the Bar whose: 1. Open Price should be 1332.25 2. Diff B/w High and low shoukd be 4 ticks 3. And Close Price should be either equal to High Price or Low Price But what happens here: Since I was waiting for the Bar whose Open should be 1332.25 , It does not go with my expectation and new Bar start coming like this: Open=1332 High=1332.25 Low=1331.25 close=1331.25 then next Bar Open=1331.75 High=1331.75 low=1330.75 Close=1330.75 then Next Bar Open=1330.75 High=1331.50 low=1330.50 Close=1330.50 and so On Remember we were expecting for the new Bar with open Price =1332.25 but if price action reverses, instead of getting Bars with Open Price moving upward like 1332.25 I start getting Bars with Open Price moving downward like 1332,1331.75,1330.75 And This is the point where we Stop getting the expected Bar while momentum Bar is building on the platform (Tradestation) chart successfully while we are stuck in the application waiting for the expected Valid Bar. Can you please help me on how to handle such data for Momentum Bar in my application or Is there any other way of getting the Valid Bars likewise we are getting in the Tradestation..??? =========== Sergey Sprikut Sergey Sprikut |
|||||
| API Support » Data request from OEC Aug 01, 2012 @ 12:42 PM (Total replies: 6) | |||||
|
Hello, Ruslan! You've kindly addressed my previous question. My developer asked me to post another clarification pertaining to Momentum Bar calculations. Here is his question: ======== am subscribing to momentum Bar via method : Subscription s = oec.SubscribeBars(oec.Contracts[Contract], 30, barType, interval, false); where, Contract="ESM2" barType="MomentumBar" interval=4 I get 30 Bars in count with last Bar for e.g like.: like Open =1331, high=1331,low=1330,close=1330 for 4 ticks (after 30 bars, I start getting bars each fraction of second) then the next Bar should be 1. Open=1329.75 as Last close was with Low Price 2. Difference between High and Low should be 4 ticks for e.g. High=1332 and low=1331 3. And Close= either 1332 or 1331 Then I wait for the next Bar.Let the last close was 1332 i.e at High Price Then I wait for the Bar whose: 1. Open Price should be 1332.25 2. Diff B/w High and low shoukd be 4 ticks 3. And Close Price should be either equal to High Price or Low Price But what happens here: Since I was waiting for the Bar whose Open should be 1332.25 , It does not go with my expectation and new Bar start coming like this: Open=1332 High=1332.25 Low=1331.25 close=1331.25 then next Bar Open=1331.75 High=1331.75 low=1330.75 Close=1330.75 then Next Bar Open=1330.75 High=1331.50 low=1330.50 Close=1330.50 and so On Remember we were expecting for the new Bar with open Price =1332.25 but its reversse happened, instead of getting Bars with Open Price moving upward like 1332.25 I start getting Bars with Open Price moving downward like 1332,1331.75,1330.75 And This is the point where we Stop getting the expected Bar while momentum Bar is building on the platform (Tradestation) chart successfully while we are stuck in the application waiting for the expected Valid Bar. Can you please help me on how to handle such data for Momentum Bar in my application or Is there any other way of getting the Valid Bars likewise we are getting in the Tradestation..??? =========== Sergey Sprikut |
|||||
| API Support » Data request from OEC Jul 23, 2012 @ 01:01 PM (Total replies: 6) | |||||
|
Ruslan, this is exact verbage from the developer: I have downloaded sample application from this link: http://www.openecry.com/trading/api/documentation.cfm This sample app is using the same API version 3.5.0.0(which I am using in my application) and this version does not contains the method: public Subscription SubscribeBars( Contract contract, Int32 Amount, //Here is the parameter your developer looking for SubscriptionType Type, Int32 Interval, Boolean IgnoreSessionBoundaries ); Can you please provide me the link where I can get the latest API containing the above mentioned method..? THANK YOU VERY MUCH Sergey Sprikut |
|||||
| API Support » Data request from OEC Jul 23, 2012 @ 12:55 PM (Total replies: 6) | |||||
|
Hi, Ruslan! Thank you very much for your prompt response. Couple of questions: -What’s the latest version of API? -URL to download the latest API? According to my developer: “as per their documentation they are showing 4 overload of same method but in my API I have only 3 overloads” Can you please let me know where the problem might be? Again, big SPACIBO. Sorry for any confusion on this. Regards, -Sergey Sprikut Sergey Sprikut |
|||||
| API Support » Data request from OEC Jul 23, 2012 @ 12:55 PM (Total replies: 6) | |||||
|
Hi, Ruslan! Thank you very much for your prompt response. Couple of questions: -What’s the latest version of API? -URL to download the latest API? According to my developer: “as per their documentation they are showing 4 overload of same method but in my API I have only 3 overloads” Can you please let me know where the problem might be? Again, big SPACIBO. Sorry for any confusion on this. Regards, -Sergey Sprikut Sergey Sprikut |
|||||
| API Support » Data request from OEC Jul 22, 2012 @ 07:44 AM (Total replies: 6) | |||||
|
Hello! I'm posting this question on behalf of my developer. We need to request 30 bars of data to calculate custom trend function. Data could be time bars, tick bars, Range bars or momentum bars. My developer is saying he can only request certain amount of time and not quantity of bars. Please, help us out to resolve this. Please, be specific in your response. Thank you very much Attached is the info from developer: "We are using OEC API Version 3.5.0.0 for C# Application We are subscribing to bars by following OEC methods: oec.SubscribeBars(oec.Contracts[Contract], datetime, barType, interval); for barType (SubscriptionType)=Bar,Tick and oec.SubscribeBars(oec.Contracts[Contract], datetime , barType, interval); for barType (SubscriptionType)= RangeBar and MomentumBar where Contract="ESU2" Datetime= Past date of about 120 hours back barType=Bar,Tick,RangeBar and MomentumBar interval=1,2,3,4..... My Question is: How can I get a list of exactly 30 bars.? Because giving Starting date 120 hours back gives me unnecessary very old historic data which I don't need anyway for my calculations. I want only desired number of bars from my subscription of each type." Sergey Sprikut |
|||||
| API Support » How can I subscribe no. of TickBar Data through the following method Jan 11, 2012 @ 10:09 AM (Total replies: 2) | |||||
|
Ruslan, I've sent e-mail with screen shot to api@openecry.com Please, give us a hand for number of bar subscription for Tick Data Sergey Sprikut |
|||||
| API Support » Subscribing to Tick Data and Range Bar Data Jan 11, 2012 @ 09:02 AM (Total replies: 2) | |||||
|
I'm trying to subscribe to the Tick Data and Range Data. I need to get 30 bars of Data with # of Ticks or Range defined. ============ If I want to request only 30 bars with each having 100 (500, 1500) ticks then how much DateTime value should I put in the following method to get exactly 30 bars in response?? (is there any number of bars value to get that data) Subscription s = oec.SubscribeBars(oec.Contracts[Contract], DateTime, barType, 100); Thanks, for your prompt response. Sergey Sprikut |
|||||
| API Support » How can I subscribe no. of TickBar Data through the following method Jan 10, 2012 @ 11:01 AM (Total replies: 2) | |||||
|
Hello, my developer asked me to post a question. The issue we're having is to get Range Bar and Tick Data versus regular Time intervals. Please, help us out to resolve the current problem. Thank you very much. ============ How can we subscribe no. of TickBar Data through method Subscription s = oec.SubscribeBars(oec.Contracts[Contract], DateTime, barType, interval); -------------- Question is how can I identify for each OHLC the required no. of Ticks in the response. Also How can I subscribe for Price range through this method.?? What is the role of DateTime in subscribing "TickBar" and "PrinceRangeBar" through this method..??? ====================== After making request of DateTime= "DateTime-30Min" and barType="TickBar" and Interval='1" I m getting Open=> 1275 High=> 1275 Low=> 1275 Close=> 1275 Volume=> 2 TimeStamp=> 06-Jan-12 12:29:20 PM CloseTimeStamp=> 06-Jan-12 12:29:20 PM Open=> 1274.75 High=> 1274.75 Low=> 1274.75 Close=> 1274.75 Volume=> 18 TimeStamp=> 06-Jan-12 12:29:24 PM CloseTimeStamp=> 06-Jan-12 12:29:24 PM Open=> 1274.75 High=> 1274.75 Low=> 1274.75 Close=> 1274.75 Volume=> 1 TimeStamp=> 06-Jan-12 12:29:24 PM CloseTimeStamp=> 06-Jan-12 12:29:24 PM Open=> 1274.75 High=> 1274.75 Low=> 1274.75 Close=> 1274.75 Volume=> 4 TimeStamp=> 06-Jan-12 12:29:24 PM CloseTimeStamp=> 06-Jan-12 12:29:24 PM Open=> 1274.75 High=> 1274.75 Low=> 1274.75 Close=> 1274.75 Volume=> 1 TimeStamp=> 06-Jan-12 12:29:24 PM CloseTimeStamp=> 06-Jan-12 12:29:24 PM .........................and counting Sergey Sprikut |
|||||
| API Support » Not able to get OHLC data for 1 minute through API Dec 20, 2011 @ 09:24 AM (Total replies: 5) | |||||
|
Hi, I am requesting One minute OHLC for every single minute with the following code pasted below: { barType = OEC.Data.SubscriptionType.Bar; interval = 1; DateTime dt = DateTime.UtcNow; Subscription s = _objOECClient.SubscribeBars(_objOECClient.Contracts[symbol], dt, barType, interval); } But I am getting a number of OHLC data in a single minute though I want only single OHLC in single minute. How can I get that?? Am I wrong somewhere while calling this method or there is some other way?? Sergey Sprikut |
|||||
| API Support » Net Liq Balance Jul 01, 2011 @ 03:52 PM (Total replies: 0) | |||||
|
Hi, lately I've experiencing issue with Net Liq Balance in API demo environment. Any time when I place a market order to buy or sell ES or RLM-M, Net Liq Balance gets reduced for 65,000.00. Does anybody experience the same issue when connecting to API server? Sergey Sprikut |
|||||