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Jun 27, 2024 09:11 AM

Jul 02, 2024 09:29 AM



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CMicciche902 has contributed to 354 posts out of 5635 total posts

20 most recent posts:

FIX Support » auto-liquidation questions Jun 27, 2024 @ 09:11 AM (Total replies: 1)

1. When orders are auto-liquidated - what happens with working orders?
a. do they get canceled or rejected? how do ExecutionReports look for them? do they have unsolicited flag?

Working orders would be canceled and unsolicited orders would be sent to offset the position. Yes, they have an unsolicited flag.

b. could you please provide some examples

See below

2. how do open positions close in that case?

See below

a. how do ExecutionReports look for them?

Same as what is documented here https://futures-media.stonex.com/gfapi/?topic=html/c1fd1da0-bc5a-414f-8894-e21a49719a8c.htm, just an unsolicited flag

b. could you please provide some examples

See below


Any FIX examples or code would be much appreciated!! Thank you in advance!



GF.Servers.Front.FixOrderServer\Log\QuickFix20240627.log
09:02:33.104 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27035=834=249=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336807814=017=OECFIX:213368078:6137=21336807838=139=A40=244=5548.554=155=ES59=060=20240627-14:02:23.481150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=242
09:02:33.106 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27035=834=349=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336807814=017=OECFIX:213368078:6237=21336807838=139=040=244=5548.554=155=ES59=060=20240627-14:02:23.528150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=212
09:02:33.108 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27835=834=449=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:6337=21336807938=139=A40=244=5553.554=255=ES59=060=20240627-14:02:23.481150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=108
09:02:33.109 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=29435=834=549=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:6437=21336807938=139=940=244=5553.554=255=ES58=Auto-Execute59=060=20240627-14:02:23.496150=9151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=166
09:02:33.110 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27835=834=649=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:6537=21336808038=139=A40=354=255=ES59=060=20240627-14:02:23.48199=5543.5150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=098
09:02:33.111 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=29435=834=749=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:6637=21336808038=139=940=354=255=ES58=Auto-Execute59=060=20240627-14:02:23.51299=5543.5150=9151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=145
09:02:34.087 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=28535=834=1049=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=5548.5011=OECFIX:21336807814=117=OECFIX:213368078:6931=5548.5032=137=21336807838=139=240=244=5548.554=155=ES59=060=20240627-14:02:34.023150=F151=0167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=163
09:02:34.088 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26935=834=1149=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=5548.5011=OECFIX:21336807814=117=OECFIX:213368078:7037=21336807838=139=B40=244=5548.554=155=ES59=060=20240627-14:02:34.038150=B151=0167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=209
09:02:34.089 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=1249=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808114=017=OECFIX:213368081:7137=21336808138=139=A40=244=5553.554=255=ES59=060=20240627-14:02:34.054150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336807910=192
09:02:34.089 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=1349=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808214=017=OECFIX:213368082:7237=21336808238=139=A40=354=255=ES59=060=20240627-14:02:34.05499=5543.5150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336808010=199
09:02:34.098 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=1449=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808114=017=OECFIX:213368081:7337=21336808138=139=040=244=5553.554=255=ES59=060=20240627-14:02:34.085150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336807910=166
09:02:34.100 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27435=834=1549=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:7437=21336807938=139=040=244=5553.554=255=ES59=060=20240627-14:02:34.101150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=107
09:02:34.111 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=1649=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808214=017=OECFIX:213368082:7537=21336808238=139=040=354=255=ES59=060=20240627-14:02:34.10199=5543.5150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336808010=164
09:02:34.114 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27435=834=1749=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:7637=21336808038=139=040=354=255=ES59=060=20240627-14:02:34.10199=5543.5150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=097

09:02:36.178 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=25735=834=3149=OEC_TEST52=20240627-14:02:3656=CMiccicheTM1=API0036356=5548.5011=OECFIX:21336807814=117=OECFIX:213368078:8937=21336807838=139=B40=244=5548.554=155=ES59=060=20240627-14:02:36.168150=I151=0167=FUT200=202409461=FXXXXS1028=Y10=139
09:02:36.179 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26235=834=3249=OEC_TEST52=20240627-14:02:3656=CMiccicheTM1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:9037=21336807938=139=040=244=5553.554=255=ES59=060=20240627-14:02:36.183150=I151=1167=FUT200=202409461=FXXXXS1028=Y12076=010=046
09:02:36.179 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26235=834=3349=OEC_TEST52=20240627-14:02:3656=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:9137=21336808038=139=040=354=255=ES59=060=20240627-14:02:36.18399=5543.5150=I151=1167=FUT200=202409461=FXXXXS1028=Y12076=010=034
09:02:36.180 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26335=834=3449=OEC_TEST52=20240627-14:02:3656=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808114=017=OECFIX:213368081:9237=21336808138=139=040=244=5553.554=255=ES59=060=20240627-14:02:36.183150=I151=1167=FUT200=202409461=FXXXXS12077=21336807910=100
09:02:36.181 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26335=834=3549=OEC_TEST52=20240627-14:02:3656=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808214=017=OECFIX:213368082:9337=21336808238=139=040=354=255=ES59=060=20240627-14:02:36.18399=5543.5150=I151=1167=FUT200=202409461=FXXXXS12077=21336808010=107
09:03:13.557 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27435=834=3849=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:9437=21336807938=139=640=244=5553.554=255=ES59=060=20240627-14:03:13.544150=6151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N12076=010=122
09:03:13.569 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27435=834=3949=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:9537=21336808038=139=640=354=255=ES59=060=20240627-14:03:13.56099=5543.5150=6151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N12076=010=108
09:03:13.571 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=28235=834=4049=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808114=017=OECFIX:213368081:9637=21336808138=139=640=244=5553.554=255=ES59=060=20240627-14:03:13.560150=6151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N12077=21336807910=005
09:03:13.580 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=28235=834=4149=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808214=017=OECFIX:213368082:9737=21336808238=139=640=354=255=ES59=060=20240627-14:03:13.56099=5543.5150=6151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N12077=21336808010=012
09:03:13.615 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=4249=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808114=017=OECFIX:213368081:9837=21336808138=139=440=244=5553.554=255=ES59=060=20240627-14:03:13.591150=4151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336807910=180
09:03:13.618 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27435=834=4349=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:9937=21336807938=139=440=244=5553.554=255=ES59=060=20240627-14:03:13.607150=4151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=130
09:03:13.627 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27635=834=4449=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808214=017=OECFIX:213368082:10037=21336808238=139=440=354=255=ES59=060=20240627-14:03:13.62399=5543.5150=4151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336808010=216
09:03:13.634 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=4549=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:10137=21336808038=139=440=354=255=ES59=060=20240627-14:03:13.62399=5543.5150=4151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=149
09:03:13.758 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=25735=834=4649=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808814=017=OECFIX:213368088:10237=21336808838=139=A40=154=255=ES59=060=20240627-14:03:13.752150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N10=109
09:03:13.784 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=25735=834=4749=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808814=017=OECFIX:213368088:10337=21336808838=139=040=154=255=ES59=060=20240627-14:03:13.783150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N10=081
09:03:13.815 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27635=834=4849=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=5548.2511=OECFIX:21336808814=117=OECFIX:213368088:10431=5548.2532=137=21336808838=139=240=154=255=ES59=060=20240627-14:03:13.799150=F151=0167=FUT200=202409325=Y377=N461=FXXXXS1028=N10=001
09:03:13.820 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26035=834=4949=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=5548.2511=OECFIX:21336808814=117=OECFIX:213368088:10537=21336808838=139=B40=154=255=ES59=060=20240627-14:03:13.814150=B151=0167=FUT200=202409325=Y377=N461=FXXXXS1028=N10=027




Orders:
Account,Order #,State,Side,Qty,Filled Qty,Symbol,Price,Avg.Price,Comments,Time,Completed Time,Fill Time
API003635,213368078,Completed,Buy,1,1,ESU24,LMT 5548.50,5548.50,DOM,10:02:23.481,10:02:34.038,10:02:34.023
API003635,213368079,Cancelled,Sell,1,0,ESU24,LMT 5553.50,,Bracket,10:02:23.481,10:03:13.607,
API003635,213368080,Cancelled,Sell,1,0,ESU24,STP 5543.50,,Bracket,10:02:23.481,10:03:13.623,
API003635,213368088,Completed,Sell,1,1,ESU24,MKT,5548.25,Admin,10:03:13.752,10:03:13.814,10:03:13.799
Chris M


FIX Support » Margin request Jun 24, 2024 @ 01:55 PM (Total replies: 9)

You wouldn't need to use the FIX Sample. You already have a FIX application. Just support these messages:

    *MarginCalcRequest - UR- See https://futures-media.stonex.com/gfapi/?topic=html/6835735a-11da-42bd-ad01-3d4ccfbbc033.htm
    *MarginCalcReport - UM - See https://futures-media.stonex.com/gfapi/?topic=html/8f93af8f-9598-49f6-ae19-4c1950db9345.htm
Chris M


API Support » Multiple API Connections Jun 17, 2024 @ 10:58 AM (Total replies: 2)

Would this software only be used by you or other customers? We need to understand your setup before providing a solution.
Chris M


API Support » SendOSOOrders quanity ptoblem May 21, 2024 @ 02:11 PM (Total replies: 1)

This forum is for programming questions, not questions for how fills occurred in the demo platform. The simulator may not represent how live markets may have filled an order.
Chris M


API Support » Order Breaks Limits - Details May 15, 2024 @ 08:49 AM (Total replies: 6)

Our developers are looking into the matter.
Chris M


API Support » Order Breaks Limits - Details May 14, 2024 @ 12:59 PM (Total replies: 6)

Per https://gainfutures.com/GFAPI/?topic=html/9900566b-260a-4247-8326-9698b013e7b8.htm#SecOrders

Risk Violations
If your order is rejected, you can find the reason in ResultComments.

To get more details about a risk violation rejection, you can capture messages in the OnError event:

OnError
Copy
private static void Main(GF.Api.IGFClient client)
{
client.Logging.ErrorOccurred += GFClient_OnErrorOccurred;
}

private static void GFClient_OnErrorOccurred(GF.Api.IGFClient client, GF.Api.Utils.ErrorEventArgs e)
{
Console.WriteLine($"OnError: {e.Exception.Message}");
}
Risk violation text will look like this:

Risk violation: 1540:API001540 Max credit = 0.0000000000 USD,Order requires [3600.00000 USD] and needs additional credit of 130.00000 USD (cash leveraged) Cash and credit balance 125.00000 USD ...
where 1540 is AccountID and API001540 is Spec.
Chris M


API Support » Transaction History via API Apr 11, 2024 @ 02:13 PM (Total replies: 2)

GFAPI does not provide historical trade or position data. That can be found in our MyStoneX portal.
Chris M


API Support » Option Quotes for ES/NQ Jan 26, 2024 @ 10:43 AM (Total replies: 6)

We do not make any guarantees on uptime in this environment. It is used by our development team and certain services may be shut down with no warning. If you have passed Conformance testing, please use production environments. This environment should only be used for initial development or occasionally testing. There are no other support channels than this forum.
Chris M


API Support » Option Quotes for ES/NQ Jan 26, 2024 @ 08:54 AM (Total replies: 6)

The issue should be resolved.
Chris M


API Support » I cant login useing example from documentation. Help! Dec 28, 2023 @ 10:42 AM (Total replies: 2)

We will review and get back to you.
Chris M


API Support » Expired Options Nov 09, 2023 @ 09:36 AM (Total replies: 10)

I do not see the 11/8/23 options in your account. In production, we would expire them shortly after termination time, as defined by the exchange. In this environment, that will happen later.
Chris M


API Support » Expired Options Nov 08, 2023 @ 12:38 PM (Total replies: 10)

I'm not seeing that on my side. Please provide more details.
Chris M


API Support » Expired Options Nov 08, 2023 @ 09:06 AM (Total replies: 10)

In production, our Trade Desk runs an options assignment and offset process. This will not happen in our simulated environments. The Nov 8th options will drop off at 6 pm ET.
Chris M


API Support » OE4D Option Subscriptions Oct 30, 2023 @ 12:08 PM (Total replies: 4)

I'm no longer seeing an issue with options quotes. How does it look on your side?
Chris M


API Support » OE4D Option Subscriptions Oct 26, 2023 @ 08:27 AM (Total replies: 4)

Agree, there is currently an issue with options quoting in this environment. We will take a look. It may require weekend maintenance for the matter to be resolved.
Chris M


API Support » COM API: SIM OE Option Price Error Oct 26, 2023 @ 08:22 AM (Total replies: 5)

No, not necessarily in the simulator. Fills may not be realistic.
Chris M


API Support » COM API: SIM OE Option Price Error Oct 24, 2023 @ 12:27 PM (Total replies: 5)

Please do not expect fills to be realistic in our simulator.
Chris M


API Support » Can I get historical data through FIX API Oct 16, 2023 @ 10:01 AM (Total replies: 1)

GFAPI (.NET API) is better suited for historical data, per https://gainfutures.com/GFAPI/?topic=html/7e7bc85a-5565-457e-817d-897ce7d7b818.htm, refer to "Your application doesn't need post-processed chart data."

FAST server may provide extremely limited historical data and requires you to stay connected to build your own history.
Chris M


FIX Support » Python FIX API Aug 28, 2023 @ 09:19 AM (Total replies: 8)

We do not provide assistance if you're using a third-party Github repo. Please reach to the developer who build this adapter for assistance.
Chris M


API Support » COM API: Historical Settlement Prices Aug 28, 2023 @ 09:15 AM (Total replies: 1)

We do not provide historical settlement prices in our API.
Chris M