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Apr 04, 2011 09:57 AM

Aug 06, 2012 10:20 AM

Aug 07, 2012 08:42 AM



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SSprikut637 has contributed to 12 posts out of 5573 total posts (0.22%) in 4741 days (0.00 posts per day).

20 most recent posts:

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