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Viewing User Profile for: VPfau


Oct 26, 2011 10:41 AM

Mar 30, 2020 08:23 AM

Mar 30, 2020 08:23 AM


Post Statistics
VPfau has contributed to 117 posts out of 4814 total posts (2.43%) in 3181 days (0.00 posts per day).

20 most recent posts:

API Support » Not Able to Build GF api Mar 30, 2020 @ 08:23 AM (Total replies: 4)

Class TicksReceivedEventArgs is in GF.API assembly.
Documentation for this class: https://gainfutures.com/GFAPI/html/T_GF_Api_Subscriptions_Ticks_TicksReceivedEventArgs.htm

Please take a look basic and advanced examples and their packages/references.
Vitaliy Pfau

API Support » Not Able to Build GF api Mar 27, 2020 @ 08:44 AM (Total replies: 4)

Hello Kapil,

what build issue is?
Vitaliy Pfau

API Support » What is AccountId in OrderDraft Mar 27, 2020 @ 08:43 AM (Total replies: 1)

Hello Kapil,

you can find account information thru `IAccountsApi IGFClient.Accounts`
See https://gainfutures.com/GFAPI/html/T_GF_Api_Accounts_IAccountsApi.htm
Vitaliy Pfau

API Support » SendLinkedOrders Multiple Order Support Mar 25, 2020 @ 02:23 PM (Total replies: 3)


it is the SendOSOOrders function:
IReadOnlyList SendOSOOrders(OrderDraft main, OrderDraft other, OrderDraft oco, OSOGroupingMethod groupingMethod);

you send 'main' OSO order and two OCO on it. As soon as 'main' order get filled 'other' and 'oco' increase qty. As 'oco' or 'other' get filled another leg get cancelled.
Vitaliy Pfau

API Support » SendLinkedOrders Multiple Order Support Mar 25, 2020 @ 01:55 PM (Total replies: 3)

Hello Dave,

So far you can use only IOrdersAPI.SendOSOOrders function which send OSO with OCO pair. More than that, if you send multiple orders thru 3.5 OECAPI SendLinkedOrders function, only 2 OCO will be accepted. Other orders will be ignored.
Vitaliy Pfau

API Support » GAIN API COM interface bugs Mar 04, 2020 @ 10:17 AM (Total replies: 4)

Hello Scott,

One of our developers is working on this topic right now. We will update you as soon as we get any result.
Thank you for you patience.
Vitaliy Pfau

API Support » GF API equivalent of OEC.client.RequestTicks Feb 18, 2020 @ 03:32 PM (Total replies: 1)

Hello TLau,

Please check out IGFClient.Subscriptions.Ticks.Subscribe(ContractID contractID, Duration duration)
you can specify date range in the duration parameter
Vitaliy Pfau

API Support » Request Daily Historical Data Jan 31, 2020 @ 02:11 PM (Total replies: 1)

Hello Mauro Frasson,

>Which one should I consider?
BarsReceived raised for all bars coming to your client. DayBarsReceived raised only for day bars. In 3.5 client DayBarsReceived use to be OnHistoryReceived event.

> Is my solution the best way to request daily historical data?
yes, it is.
Vitaliy Pfau

Market Data » Hello Handshake fields Jan 31, 2020 @ 01:51 PM (Total replies: 7)


Arturs, you can find HelloTemplate in FAST implementation here, for example:
public final static MessageTemplate FAST_HELLO_TEMPLATE = new MessageTemplate("Hello", new Field[] {
new Scalar("SenderName", Type.ASCII, Operator.NONE, ScalarValue.UNDEFINED, false),
new Scalar("VendorId", Type.ASCII, Operator.NONE, ScalarValue.UNDEFINED, true) });

Once again, we do not implement libraries for FAST protocol.
Vitaliy Pfau

Market Data » FIX Logon response and username hashing for FAST Login Jan 28, 2020 @ 11:02 AM (Total replies: 16)

No, these fields are constant
I don't think we are interested in our own FAST protocol implementation

Although, we send you the our fix example c# project with external dependencies in it. You can use it as a start point.

Thank you
Vitaliy Pfau

Market Data » FIX Logon response and username hashing for FAST Login Jan 27, 2020 @ 02:24 PM (Total replies: 16)


we do not implement FAST protocol ourselves, we use available implementations. We are going to update our fix example project very soon
Vitaliy Pfau

API Support » Futures Option Custom Compound Contract Jan 21, 2020 @ 12:27 PM (Total replies: 1)

Hello MVenè,

There is WithCustomCompound function on OrderDraftBuilder class which can help you construct correct order draft with custom compound contract on it.
See https://gainfutures.com/GFAPI/html/M_GF_Api_Orders_Drafts_OrderDraftBuilder_WithCustomCompound.htm
Vitaliy Pfau

Order Execution » Getting position OTE Jan 17, 2020 @ 07:41 AM (Total replies: 2)

Hello VCapeluto9935,

Please take a look at our examples. There is a place where we show the work with positions.
Vitaliy Pfau

Market Data » FIX Logon response and username hashing for FAST Login Jan 15, 2020 @ 10:25 AM (Total replies: 16)

Please check out our oecfixsample project https://bitbucket.org/GainFuturesDev/oecfixsample
Vitaliy Pfau

Market Data » FIX Logon response and username hashing for FAST Login Jan 14, 2020 @ 02:30 PM (Total replies: 16)

Hello AErglis3996,

Take a hashcode from 12004 tag of FIX login message, then use this code without modifications at FastFIX login
Vitaliy Pfau

API Support » API failing when Excel not primary Focus Jan 10, 2020 @ 03:18 PM (Total replies: 4)

Please provide more details.
What API and version do you use, what Excel version is it?
Vitaliy Pfau

API Support » Request Full Option Chains Dec 20, 2019 @ 10:32 AM (Total replies: 1)

Hello MVenè,

We have two snippets for option fetching in our repository (3.5 API version)
and https://bitbucket.org/snippets/GainFuturesDev/6eg47K/paginated-options-lookup

does it work for you?
Vitaliy Pfau

API Support » OnSymbolLookupReceived returns empty instruments list Mar 20, 2019 @ 08:47 AM (Total replies: 4)

Please see reply in this topic https://apisupport.gainfutures.com/Topic/Index/1229
Vitaliy Pfau

API Support » m_Client_OnSymbolLookupReceived's Contracts returns nothing for m_Client.SymbolLookup ESM9 Mar 18, 2019 @ 07:50 AM (Total replies: 7)


Please provide a code example and environment you are working on (API, SIM, PROD)

Thank you
Vitaliy Pfau

API Support » Empty accounts list after login Mar 01, 2019 @ 07:29 AM (Total replies: 1)


No, this is not a known issue. For future investigation please provide user name, environment you connected to and time of incident.

Thank you
Vitaliy Pfau