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Apr 24, 2012 08:36 AM

Jun 20, 2018 06:27 PM

Aug 13, 2018 09:34 PM



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CWeber984 has contributed to 226 posts out of 4435 total posts (5.10%) in 2642 days (0.00 posts per day).

20 most recent posts:

New Feature Requests » Implement Market to Limit Order Type Jun 20, 2018 @ 06:27 PM (Total replies: 2)

In https://gainfutures.com/api/index.html#, in OECAPI Reference, see OrderType Enumeration.

The MarketToLimit order type is listed: "MarketToLimit 5 When partially filled, remaining part filled as limit order by partial fill price".

It's listed in the api, and I agree, its not available when I try to use it.

We would hope that a MarketToLimit order would fill thusly:
- Place a Buy MarketToLimit order of qty 5 and its limit price as either 5 tics above the current market price when processing the order or (not as good) some set final limit price
- As the order fills, the current market price rises 6 tics above the market price when the order started filling.
- The order stops filling when the limit ticks/limit price has been reached.

Some apis use a range of acceptable fill price for MKT orders. They place a "price tolerance level" on a MKT order for that range. This would be an alternative implementation that provides the same great results as MarketToLimit orders.
CHW


New Feature Requests » Implement Market to Limit Order Type Apr 26, 2018 @ 10:09 PM (Total replies: 2)

Hi Gain support and devs,

We have a real account customer that likes to trade Oil GCL. He has an issue with large order quantities occasionally eating him up with fees and price increases as the MKT order fills due to illiquidity (i.e. it fills at MKT, but the MKT price rises for each partial fill because there's not many offers in the DOM at the market price or tiers just above it.)

We'd like to use the MarketToLimit order type to help him, but it is not implemented in the api: "Unsupported order type".

Until then we'll use StopLimit, but it has a few drawbacks:
1) It will reject if the market price passes by the selected stop price. So if the market is moving he loses out on the trade completely.
2) It doesn't immediately fill at the market price, because the stop must be set to a bit higher than the market to assist it to not be rejected. He loses some profit there.

Clearly the MarketToLimit is his best option, unless you have a price tolerance or range on the backend for MKT order fills we can set for this customer.

Thanks,
Chris
CHW


API Support » How to access Options Greeks and Theoretical fields? Aug 16, 2017 @ 05:17 PM (Total replies: 2)

How do we access the new Options Greeks and Theoretical fields, etc in the api?

I can't find the new fields in the documentation.

As I am a user of the COM api, I might need an updated COM api version as well.

Thanks,
CHW


Market Data » How to obtain all EUR/USD daily data Jun 27, 2017 @ 11:12 PM (Total replies: 2)

Hi Jason, that worked perfectly well.

Thanks
CHW


New Feature Requests » News Message to get a new field: Forex, Futures, or General Jun 23, 2017 @ 08:47 PM (Total replies: 2)

Yes, we can do that. If there's ever any case where a message needs to go out for Forex clients, lets revisit this idea. Until then, I'll recommend this idea for implementation.

Thanks,
CHW


Market Data » How to obtain all EUR/USD daily data Jun 22, 2017 @ 09:41 PM (Total replies: 2)

For EUR/USD daily charts, I can get data back to March 9, 2009 in OEC Trader using the Load More Data method in the chart rt. click menu.

When I try to request all daily data for EUR/USD via the api, I get back 338 bars for my first request, back to 3/7/2016. Then I make another request to get more daily bars from 1900 to 3/7/2016. I don't get any more bars back.

How can I get all the available daily data for EUR/USD?

These are what my requests look like:

OECAPICOM::IContractPtr con = OECAPI()->Contracts->Item("EUR/USD");
COleDateTime from = 12/31/1899 11:55:00 PM;
COleDateTime to = 6/22/2017 12:18:00 AM;
OECAPI()->RequestBars(con,from.m_dt,to.m_dt,OECAPICOM::SubscriptionType_Bar,1440);
I get 338 daily bars back for this request to 3/7/2016.

OECAPICOM::IContractPtr con = OECAPI()->Contracts->Item("EUR/USD");
COleDateTime from = 12/31/1899 11:55:00 PM;
COleDateTime to = 3/7/2016 10:00:00 PM;
OECAPI()->RequestBars(con,from.m_dt,to.m_dt,OECAPICOM::SubscriptionType_Bar,1440);
I get 0 daily bars back here.

Can you help me to get the EUR/USD daily data back to 2009 as is available in OEC Trader?

Thanks,
CHW


New Feature Requests » News Message to get a new field: Forex, Futures, or General Jun 16, 2017 @ 07:02 PM (Total replies: 2)

Today our real account FX traders received this message:

ALERT:Notice: Friday, June 16th is the Last FULL Trade Date for JUNE 2017 FX Currency Futures (CME & ICE U.S. “physical delivery risk”). Please be advised—JUNE 2017 Currencies will expire @ 9:16am CST on the abbreviated close on LTD of Mon June 19th (besides Canadian Dollar - 6/20 @ 9:16am CST) All open positions must be liquidated/spread forward by close of business FRIDAY, 6/16 or risk liquidation (no exceptions). If you have any questions, please contact the Gain Capital Trade Desk directly at 877-456-3636 (international +1 312-706-7272).

The problem with this message is that it isn't relevant to them. They are FX traders, not Futures traders. Several were confused by the message. Many don't even have a Futures account with Gain, only a Forex account.

Could you create a field for these news messages that categorizes them:

Futures: (relevant for futures traders.... example "xyz futures contract is expiring tomorrow the is the last trading day must be out of all of these contracts by the close of today")

Forex: (relevant for spot forex traders)

General: (relevant for all traders...example "the system is down and unable to except trades we are currently rebooting").

This way we could suppress the messages that aren't relevant to the trader.

Thanks,
Edited by CWeber984 on Jun 16, 2017 07:48 PM

API Support » MicroFX account TotalBalance->OpenPnL, and pAcct->TotalBalance->RealizedPnL are off by 100 Apr 12, 2017 @ 01:55 AM (Total replies: 4)

The new api resolved our issues. Thanks Jason.
CHW


API Support » MicroFX account TotalBalance->OpenPnL, and pAcct->TotalBalance->RealizedPnL are off by 100 Apr 10, 2017 @ 05:15 PM (Total replies: 4)

HI Jason,

No, we aren't. I'll perform the update and post back to confirm it solved the issue.

Thanks,
CHW


API Support » MicroFX account TotalBalance->OpenPnL, and pAcct->TotalBalance->RealizedPnL are off by 100 Apr 07, 2017 @ 06:51 PM (Total replies: 4)

We are using and testing a new MicroFX account. When we have open and closed positions, the OECAPICOM::IAccountPtr::TotalBalance->OpenPnL and OECAPICOM::IAccountPtr::TotalBalance->RealizedPnL for these open and closed positions are off by 100.

For instance:
- A single open position on EUR/USD has an open profit of $6.40 in OEC Trader Demo, but the TotalBalance->OpenPnL value that we get from the api is $640.00.
- The same error occurs for RealizedPnL.

The MiniFX and StandardFX accounts are fine. They return the same value for the position as is shown in OEC Trader Demo. That is:
- the open position PL shown in OEC Trader Demo agrees with TotalBalance->OpenPnL returned by the api.
- the realized position PL shown in OEC Trader Demo agrees with pAcct->TotalBalance->RealizedPnL returned by the api.

I'll send the accounts involved to you in an email referencing this post.

Thanks,
CHW


Market Data » Soybean Oil StringToPrice/PriceToString does not round trip Apr 04, 2017 @ 07:19 PM (Total replies: 3)

Thanks for the words of caution Vitaly. We look forward to the fix.

Chris
CHW


Market Data » Soybean Oil StringToPrice/PriceToString does not round trip Apr 03, 2017 @ 10:41 PM (Total replies: 3)

We found today that StringToPrice /PriceToString does not roundtrip for Soybean Oil contracts.

Example: I get the current price for ZLK7. It is .3150. I input this price to OECAPICOM::IContractPtr::PriceToString and get back 31.50 as a string. Then I input this 31.50 string into OECAPICOM::IContractPtr:StringToPrice and get 31.50.

If this example should roundtrip, then it seems the StringToPrice function needs work.

Thanks,
CHW


API Support » In FX, do margins for currency pairs exist? Feb 23, 2017 @ 08:26 PM (Total replies: 2)

Thanks for the info. We appreciate that you are researching adding it into the api directly in the future.
CHW


API Support » In FX, why doesn't cash balance update after a position is closed? Feb 23, 2017 @ 06:53 PM (Total replies: 2)

Thanks for the info Chris. We know how to proceed from here given this info.
CHW


API Support » In FX, why doesn't cash balance update after a position is closed? Feb 23, 2017 @ 12:59 AM (Total replies: 2)

In OEC Trader Demo, when using an FX account, the cash balance doesn't update after closing a position. The same behavior exists when using the API.

Shouldn't the cash balance update after a position closes or is partially offset?

If not, when does the FX Cash Balance update?

Thanks,
CHW


API Support » In FX, do margins for currency pairs exist? Feb 21, 2017 @ 11:20 PM (Total replies: 2)

In OEC Trader, all the margins for FX currency pairs have 0.0 Initial and Maintenance Margin. I thought FX currency pairs had margin. Am I looking in the wrong place?

In Futures we use margin to calculate Return on Margin and also to notify the trader how much money they have left to trade.

If FX doesn't currently have margin available, is it something that could be supported in the api in the future?

Thanks,
CHW


API Support » Placing Time Release order X tics from MKT Oct 11, 2016 @ 08:27 PM (Total replies: 5)

Thanks Chris,

Sounds great. We look forward to the outcome of the meeting.

Chris
Edited by CWeber984 on Oct 11, 2016 08:30 PM

API Support » Placing Time Release order X tics from MKT Oct 11, 2016 @ 12:11 AM (Total replies: 5)

Hello API Support,

We requested this feature a year or so ago. Our interest in the feature remains 9/10.

Current users request the ability to add a stop and limit to a time release order. This requested feature would help those STP/LMT orders to place succesfully and accurately. Currently, they are nearly always being rejected unless the market was trading in a sideways channel, or the STP/LMT are placed very far away from the MKT price. Also, it would very much increase the accuracy of the OCO STP/LMT orders users setup on current orders and positions, eliminating slippage.

Do you have any timetable for implementing this feature?

Thanks,
Chris
CHW


Market Data » MaxBars subscription count includes same subscription several times, wrong api call? Jul 01, 2016 @ 09:16 PM (Total replies: 2)

We found we did need to make more than one request to get all available historical data. We were just doing it the wrong way. We weren't waiting for the zero bar callback before kicking off another request.

Thanks again,
Edited by CWeber984 on Jul 01, 2016 09:18 PM

API Support » Can't find the Connect - Force Login OEC Trader feature in the api Jul 01, 2016 @ 05:15 PM (Total replies: 2)

If ForceLogin is true by default using the original Connect method, then we have no need to get this other method into the COM api.

This week we had a real account customer who wasn't able to log in to his account because it was being used in another location. We thought the behavior had changed for the original api Connect call we have always used, because it has always simply disconnected the other location. We'll continue to troubleshoot the customer's experience if it ever occurs again.

Thanks,
CHW