| Market Data » Download Hisotrical Tick Data (GF API) Jul 01, 2024 @ 02:35 PM (Total replies: 6) | |||||
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Peter, I fetched data from our Trader and this what I got: 2024/06/28 16:59:59,5532.50 2024/06/28 16:59:59,5532.50 2024/06/28 16:59:59,5532.50 2024/06/28 16:59:59,5532.50 2024/06/28 16:59:59,5532.25 2024/07/01 09:22:13,5531.50 2024/07/01 09:22:14,5531.50 2024/07/01 09:22:14,5531.50 2024/07/01 09:22:14,5531.50 2024/07/01 09:22:16,5531.50 2024/07/01 09:22:16,5531.50 This is eastern time zone. That means that first tick available on a new session is 2024/07/01 13:22 UTC Please check the code snippet that I used to fetch 3x1000 ticks from the server. https://bitbucket.org/GainFuturesDev/workspace/snippets/AzkaAz/gfapi-loadticks-with-3x1000 Please let me know if this helps. Vitaliy Pfau
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| Market Data » Download Hisotrical Tick Data (GF API) Jul 01, 2024 @ 10:32 AM (Total replies: 6) | |||||
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Hello Peter, 7:30PM Pacific is 10:30PM Eastern Time. We have ticks around that time. Let me write some code snippet that requests ticks. Be right back with you. Vitaliy Pfau
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| Market Data » Download Hisotrical Tick Data (GF API) Jun 27, 2024 @ 10:47 AM (Total replies: 6) | |||||
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Hello Peter, I believe you have to send a time range (start, end) request or amount (start, amount) request. Try to skip "end" argument or "amount" argument in the second request. Please let me know if it helps. Vitaliy Pfau
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| FIX Support » Margin request Jun 27, 2024 @ 09:01 AM (Total replies: 9) | |||||
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FIX dictionary publicly available by this link https://api.gainfutures.com/WebAPI/api/Files/DownloadClientUpdateLast?brandId=0&clientTypeId=5010&branchId=2 We don't support client side applications for FIX protocol. We don't support c++ and python. Thank you Vitaliy Pfau
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| FIX Support » Margin request Jun 26, 2024 @ 07:58 AM (Total replies: 9) | |||||
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For FIX connection we support only protocol messages. You are free to choose any implementation of the protocol and languages. I googled that for you: https://ref.onixs.biz/cpp-fix-engine-guide/group__fix-protocol-repeating-group.html This article describes groups and have examples in c++ Vitaliy Pfau
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| FIX Support » Margin request Jun 25, 2024 @ 01:10 PM (Total replies: 9) | |||||
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You cannot send 3 sequential 55 tags. NoInstrument is a group. From the documentation: Request: 8=FIX.4.4|9=230|35=UR|34=276|49=username|52=20140317-01:21:09|56=OEC_TEST|1=YRACCNT|702=3|55=ES|461=FXXXXS|200=201403|110=4|12066=5|55=ES|461=FXXXXS|200=201403|110=-5|12066=-4|55=OES|461=OCXFXS|200=201403|202=1600|110=1|12066=1|12064=635306160692759025|10=020| Response: 8=FIX.4.4|9=155|35=UM|34=276|49=OEC_TEST|52=20140317-01:21:08.119|56=username|1=YRACCNT|12064=635306160692759025|12065=0|12067=9522.70|12068=8657.00|12069=12015.00|12070=5265.20|10=073| Vitaliy Pfau
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| FIX Support » Margin request Jun 24, 2024 @ 12:56 PM (Total replies: 9) | |||||
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>1)How is this script language used? This is a console application that could execute your commands in interactive mode or you can provide foxscript as a parameter. Examples of foxscript located here https://bitbucket.org/GainFuturesDev/oecfixsample/src/master/Tests/ >How to run commands, from the console? I installed in LINUX but nothing seems to work, This is Windows console application based on .NETFramework 4.6.2; Dependencies located at ThirdParty/ are also Win based. >I want to write a function to compute the margins of a given portfolio, and run it from python, if possible. We do not support python. >2)Is there any working example of margin calculation for a portfolio of 3 different futures in foxscript? I did not find any but based on atg file the MarginCalc command defined as this: https://bitbucket.org/GainFuturesDev/oecfixsample/src/master/FoxScript/FoxScript.atg#lines-400 which leads to syntax like MarginCalc Account# Contract MinQty MaxQty, Custom Fields Assignment in form Tag=Value Vitaliy Pfau
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| FIX Support » Tag not defined error in SecurityListRequest Jun 05, 2024 @ 02:02 PM (Total replies: 11) | |||||
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Hello, Accordingly to our documentation (https://gainfutures.com/GFAPI/?topic=html/7e7bc85a-5565-457e-817d-897ce7d7b818.htm) the SecurityList (35=y) (https://gainfutures.com/GFAPI/html/29915164-8494-4dcd-96f0-ac26f62436f6.htm) has Instrument component (https://gainfutures.com/GFAPI/html/ac43642d-de73-4af6-9449-d1ea323f063b.htm) that contains *optional* StrikePrice Tag (202). The dictionary for FIX protocol 4.4 matches our documentation. ... <component name="Instrument"> <doc> <summary>Contract specification</summary> <remarks> The most of fields are populated in respose to <see cref="message.SecurityListRequest"/> and <see cref="message.SecurityDefinitionRequest"/>. But for contract identifying, only minimum set of fields required: <see cref="field.Symbol"/>, <see cref="field.CFICode"/>, <see cref="field.MaturityMonthYear"/>, <see cref="field.StrikePrice"/> </remarks> </doc> <field name="Symbol" required="Y" /> <field name="EleSymbol" required="N" /> <field name="PitSymbol" required="N" /> <field name="CFICode" required="Y"/> <field name="SecuritySubType" required="N" /> <field name="MaturityMonthYear" required="N" /> <field name="Factor" required="N" /> <field name="StrikePrice" required="N" /> ... The response message does not contains 202 but the dictionary check should pass it with no problem. Unfortunately we cannot tell what is going on with your code as we have no visibility to it. The message rejected on a client side. We see that you forcibly disconnect after SecurityList message and then connected again. skipped... 010101-21:00:00.000|345=00010101-21:00:00.000|969=0.1|12054=Metals|12055=0|12059=GGC FTS +J26,-Z26|12063=1|12071=05|55=GGC FTS|461=FMXXXN|762=FutureTimeSpread|200=202508|228=100|207=COMEX|107=COM Gold Future Time Spread|15=USD|555=2|600=GGC|608=FXXXXS|610=202508|253=100|623=1|624=1|12061=GGCQ25|600=GGC|608=FXXXXS|610=202604|253=100|623=1|624=2|12061=GGCJ26|126=20250827-21:00:00.000|341=00010101-22:00:00.000|344=00010101-21:00:00.000|345=00010101-21:00:00.000|969=0.1|12054=Metals|12055=0|12059=GGC FTS +Q25,-J26|12063=1|12071=05|10=092| 02:27:05.874 FIX.4.4:OEC_TEST->ABandali:9e61a8bc-0a31-4542-ad85-33ebab0e4e86 Session FIX.4.4:OEC_TEST->ABandali:9e61a8bc-0a31-4542-ad85-33ebab0e4e86 disconnecting: Unexpected 02:27:10.455 FIX.4.4:OEC_TEST->ABandali:9e61a8bc-0a31-4542-ad85-33ebab0e4e86 FIX.4.4:OEC_TEST->ABandali:9e61a8bc-0a31-4542-ad85-33ebab0e4e86 Socket Reader 29482970 accepting session FIX.4.4:OEC_TEST->ABandali:9e61a8bc-0a31-4542-ad85-33ebab0e4e86 from 103.244.178.144:33535 Vitaliy Pfau
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| FIX Support » Tag not defined error in SecurityListRequest Jun 04, 2024 @ 09:54 AM (Total replies: 11) | |||||
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Hello, The example is more than a month old. Please provide example that fits to last 30 days period. Also add delimiters to you messages. Thank you. Vitaliy Pfau
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| FIX Support » Tag not defined error in SecurityListRequest May 31, 2024 @ 08:37 AM (Total replies: 11) | |||||
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We are going to revisit published dictionaries and update them if necessary. Until then please provide more information about your issue: 1. Your connection point and your user name. So we can identify problematic user session. 2. Log of FIX messages and what dictionary you use That would be a good start point for investigation. Vitaliy Pfau
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| API Support » GF API COM: Ability to Place Combo Orders Apr 17, 2023 @ 02:50 PM (Total replies: 2) | |||||
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Hello > Meaning is there a way that I can place an option order and a limit order at the same time? Option is a contract type, limit is an order type. These categories do not overlap. An order can be option and limit at the same time. Do you mean sending any random 2 orders as an one? If so, we do not support it. We have a custom compounds feature but such orders should follow some strategy rules to be accepted. Vitaliy Pfau
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| API Support » DEMO server is slow Feb 21, 2023 @ 11:11 AM (Total replies: 3) | |||||
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Can you please email to GFSupport@StoneX.com? Thank you Vitaliy Pfau
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| API Support » ValPrice class Nov 21, 2022 @ 09:26 AM (Total replies: 2) | |||||
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Hello, VolPrice class is used in IPosition interface. See Short, Long, Net, Prev position properties Vitaliy Pfau
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| API Support » Instruments not found Nov 08, 2022 @ 07:50 AM (Total replies: 2) | |||||
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Hello Mauro, It is floating issue and you can still see it. We are working on the resolution. Thank you Vitaliy Pfau
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| FIX Support » FAST Logon SendingTime encoding Sep 26, 2022 @ 12:17 PM (Total replies: 2) | |||||
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Hello, We do not implement FAST protocol ourselves and use public libraries for that. Probably you can ask the question at related community: https://www.fixtrading.org/standards/fast/ Thank you Vitaliy Pfau
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| Market Data » Marginrequest does not always respond Sep 26, 2022 @ 07:57 AM (Total replies: 7) | |||||
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Sorry, it is hard to understand what is going on based on lines above. Can you provide a full example project that replicate the issue? Vitaliy Pfau
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| Market Data » Marginrequest does not always respond Sep 23, 2022 @ 11:58 AM (Total replies: 7) | |||||
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It is very possible that you use a contractID in your requests without obtaining a contract first. To be able to send margin requests you have to have a contract on a client side doing lookup or other loading methods. Vitaliy Pfau
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| FIX Support » FAST - how to loadticks for 1 full day? Sep 23, 2022 @ 10:50 AM (Total replies: 1) | |||||
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Hello, Amount of ticks for each contract for each day is different and we do restrict data we send back. You can request data you need by portions based on the server response. Thank you Vitaliy Pfau
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| FIX Support » Out of SessionTime??? Sep 23, 2022 @ 10:47 AM (Total replies: 1) | |||||
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Hello, I don't see that we send this message to you. At your last sessions you do not send heartbeats back or respond to a test message and get disconnected: 8=FIX.4.4^A9=585^A35=A^A34=1^A49=OEC_TEST^A52=20220923-14:54:06^A56=TLau471^A98=0^A108=30^A10=027^A 8=FIX.4.4^A9=54^A35=0^A34=2^A49=OEC_TEST^A52=20220923-14:54:36^A56=TLau471^A10=155^A 8=FIX.4.4^A9=63^A35=1^A34=3^A49=OEC_TEST^A52=20220923-14:54:42^A56=TLau471^A112=TEST^A10=172^A Vitaliy Pfau
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| Market Data » Marginrequest does not always respond Sep 22, 2022 @ 03:01 PM (Total replies: 7) | |||||
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Hello, I checked all contracts you specified and all of them are working but MEZ22. We do not have MEZ22 on API environment. I suppose the issue is that you don't see errors we send back if something goes wrong. Make sure you subscribe to `client.Traders.TraderError` event. Most often issue with margin requests is that you cannot send multiple requests in parallel. You need to wait `client.Margin.MarginCalculationCompleted` before send a new request. Please see example here: https://bitbucket.org/GainFuturesDev/workspace/snippets/Eg6jXk To See simultaneous error send two requests in line 44 like: client.Margin.RequestMarginCalculation(request);and you should get something similar at console: Connecting... Vitaliy Pfau
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