| API Support » Login failed with correct login data using Jan 19, 2010 @ 06:07 PM (Total replies: 1) | |||||
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Did you change the Server in Sub Connect? Default is Server = "api.openecry.com" Try Server = "prod.openecry.com" or Server = "sim.openecry.com" for the demo verify port... |
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| New Feature Requests » Open Interest Jun 04, 2009 @ 12:00 AM (Total replies: 0) | |||||
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Quotes should have Data for Open Interest at least for CME futures and options. |
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| New Feature Requests » Option Chains May 22, 2009 @ 12:00 AM (Total replies: 0) | |||||
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Retrieving quotes for future option chains is not efficient. Each option uses a quote subscription and is not correlated as a set nor related to the underling contract and current market. I suggest publishing option chains as an array similiar to Level II Dom data. This way the basic quote data for an option chain can be retrieved as a set in one step. 25 strikes of calls 25 strikes of puts bid,ask,bidsize,asksize A command similiar to: OECUserID|options!OESM9?Chain would deliver an array of 200 records. Base Contract: ESM9 Option Month: M9 (Builds OESM9) Call/Put: Boolean (used to add C or P prefix to strike) Strikes: 25 ( Publish 20 strikes OTM and 5 Strikes ITM) Bid/Ask: Boolean Price,Size |
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| API Support » Retrieving Future Option Quotes using API Excel COM Sample Mar 10, 2009 @ 05:14 PM (Total replies: 0) | |||||
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Can't seem to be able to retrieve Future Option Quotes or DOM using API. Option Chains display in OEC Trader DEV but do not update in Excel sample file. IE. OESH9 P700 Think: Private api As OECAPICOM.IOECClient Public Sub SubscribeAll(oecApi As OECAPICOM.IOECClient) Set api = oecApi Dim i As Integer For i = 1 To 100 Dim Name As String Name = Range("A" & (i + 2)).value Dim contract As OECAPICOM.IContract Set contract = api.Contracts.Item(Name) If contract Is Nothing Then Set contract = Glob.FindNearest(Name) If Not (contract Is Nothing) Then Range("A" & (i + 2)).value = contract.symbol ElseIf Len(Name) > 3 Then Name = Left(Name, Len(Name) - 2) Dim bc As OECAPICOM.IBaseContract Set bc = api.BaseContracts.FindBySymbol(Name) If Not (bc Is Nothing) Then api.RequestContracts bc End If End If End If If Not (contract Is Nothing) Then api.Subscribe contract Set SubscribedContracts(i) = contract Else Set SubscribedContracts(i) = Nothing End If Next End Sub is stripping the symbol to OE instead of OES.. not sure if the base contract works the same way for these options. Before I recode the sample looking for best practices for this method. |
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| API Support » Excel DDE Add in iterative calculations Oct 07, 2008 @ 02:26 PM (Total replies: 6) | |||||
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Works like a charm so far... Thank you very much for expediting this fix. |
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| API Support » Excel DDE Add in iterative calculations Sep 30, 2008 @ 09:35 PM (Total replies: 6) | |||||
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Victor. Excel dde add-in relies on OEC running, logged in and connected without disruption. If OEC disconnects for any reason.. Excel soft crashes even if autoreconnects if enabled. Problem is Excel remains connected but dde links become jumbled.. ie ES is updated with 6E quotes etc. just a mess. I don't believe any orders can be procesed in this soft crash state. Unless we are monitoring the system directly we would have no clue. Solution so far is to disable autoreconnect and manually restart.. ie. Exit Excel... Exit OEC... Restart OEC... Restart excel and reload the workbook. Can you think of any better way to error trap and recover from this soft crash? Ideally we would like to reenable autoreconnect and write a function that can poll OEC and refresh/reload excel. Is this possible? Tried using the exchange time field from quotes to error trap... not reliable. Are there any other time fields or anything else we can use as a heartbeat to poll and verify connectivity inside of Excel? |
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| API Support » Excel DDE Add in iterative calculations Sep 25, 2008 @ 11:53 PM (Total replies: 6) | |||||
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Is there any known issues with OEC Excel DDE addin and enabling iterative calculations? Freezes up frequently. Excel 2007. Can't tell much more other than a iterative counter gets pegged constantly preventing worksheet switching. Using Excel calculations with circular references to trigger orders through DDE. Worksheet works reliably using RTD feeds. Is there any specific calculation setup other than calculate workbook? Can DDE updates be throttled? |
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| Advanced Order Management » Turbo Order Entry - Chained OCO/OSO's Aug 27, 2008 @ 08:23 PM (Total replies: 2) | |||||
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Thanks Serge, I misinterpreted your user guide: Turbo Order Entry (TOE) The TOE order ticket facilitates high column trading because it creates a number of orders at one time, transmits multiple orders concurrently, and creates, saves and retrieves orders from Excel. |
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| Advanced Order Management » Turbo Order Entry - Chained OCO/OSO's Aug 27, 2008 @ 02:53 PM (Total replies: 2) | |||||
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Not sure if this is the right place to post. Trying to find documentation or information on how to use the Chains Feature of Turbo Order Entry via Excel DDE. In the dropdown there is a preset list of OCO1, OCO2... OCO5 and OSO1-5. How do we specify the OCO's listed in the drop down? Please confirm once triggered from Excel DDE these order chains are managed server side and not by the client. Below is a sample of a 3 Step Trade Set. How can this Trade Set be entered and managed server side in OCE chaining OCO's and OSO's? Tried using your OCO/OSO Order entry in OEC but can't find where to adjust the order quantity or specify a price based on calculation / ticks (average cost + x ticks). // Open Tradeset Buy 10 ESU8 Market By DEMO //Open Tradeset // Step 1 Sell 10 ESU8 Average Cost + 4 Ticks By DEMO //Close Trade Set LINKED ??? (How can we Loop Back to Open Tradeset ?) OCO Buy 20 ESu8 Average Cost - 8 Ticks BY DEMO //Add Step 1 LINKED (Goto STEP 2) // Hedge Check: If no hedge Open Option Position Buy 20 OESU8 P(calculate 2 strikes OTM) BY DEMO // Open Option Hedge // Step 2 Sell 30 ESU8 Average Cost + 4 Ticks By DEMO // Close Trade Set LINKED (Loop Back to Open Tradeset) OCO Buy 60 ESU8 Average Cost - 8 Ticks BY DEMO //Add Step 2 LINKED (Goto STEP 3) // Step 3 Sell 90 ESU8 Average Cost + 4 Tick By DEMO //Close Trade Set LINKED (Loop Back to Open Tradeset) OCO Sell 90 ESU8 Average Cost - 8 Ticks By DEMO // Close Trade Set LINKED (Loop Back to Open Tradeset) // Hedge Check - Liquidate Hedge Sell 20 OESU8 Market BY DEMO // Liquidate Options |
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