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Aug 25, 2008 08:27 AM

Jan 19, 2010 06:07 PM

Jan 19, 2010 06:25 PM

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SShah5 has contributed to 9 posts out of 4435 total posts (0.20%) in 3980 days (0.00 posts per day).

20 most recent posts:

API Support » Login failed with correct login data using Jan 19, 2010 @ 06:07 PM (Total replies: 1)

Did you change the Server in Sub Connect?

Default is
Server = "api.openecry.com"
Server = "prod.openecry.com"
Server = "sim.openecry.com" for the demo

verify port...

Public Sub Connect(Name As String, Pass As String, Reconnect As Boolean)
On Error GoTo Err

If c Is Nothing Then
'Set c = New OECAPICOM.OECClient
Server = "sim.openecry.com"
End If
c.Connect Server, 9200, Name, Pass, Reconnect

Exit Sub
MsgBox Err.Description
End Sub

New Feature Requests » Open Interest Jun 04, 2009 @ 12:00 AM (Total replies: 0)

Quotes should have Data for Open Interest at least for CME futures and options.

New Feature Requests » Option Chains May 22, 2009 @ 12:00 AM (Total replies: 0)

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

A command similiar to:
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

API Support » Retrieving Future Option Quotes using API Excel COM Sample Mar 10, 2009 @ 05:14 PM (Total replies: 0)

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

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
Set SubscribedContracts(i) = Nothing
End If
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.

API Support » Excel DDE Add in iterative calculations Oct 07, 2008 @ 02:26 PM (Total replies: 6)

Works like a charm so far...
Thank you very much for expediting this fix.

API Support » Excel DDE Add in iterative calculations Sep 30, 2008 @ 09:35 PM (Total replies: 6)


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?

API Support » Excel DDE Add in iterative calculations Sep 25, 2008 @ 11:53 PM (Total replies: 6)

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?

Advanced Order Management » Turbo Order Entry - Chained OCO/OSO's Aug 27, 2008 @ 08:23 PM (Total replies: 2)

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.

Advanced Order Management » Turbo Order Entry - Chained OCO/OSO's Aug 27, 2008 @ 02:53 PM (Total replies: 2)

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 ?)
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)
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)
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