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Aug 20, 2012 10:23 AM

Sep 28, 2012 07:49 PM

Dec 13, 2012 11:07 PM



Post Statistics
ORad821 has contributed to 5 posts out of 4386 total posts (0.11%) in 2305 days (0.00 posts per day).

20 most recent posts:

Market Data » NYSE $TICK Data Sep 28, 2012 @ 07:49 PM (Total replies: 0)

Hi,

How can I get NYSE $TICK data indicators in OEC, and through the API? Being able to do this is a key for us to decide whether or not to build our trading code on top of OEC framework. I'd appreciate any info and help from you.

Thanks.

Edited by ORad821 on Sep 28, 2012 at 19:50:03

Object Model » Getting Started With Strategy Programming Sep 28, 2012 @ 06:46 PM (Total replies: 0)

Hi,

I can program in C# and I want to learn how to use it in OEC Trader. Can you please point me to some resources/tutorials to get me started with programming strategies for OEC Trader?

Is there any Visual Studio support to do that or do I have to use the code editor in OEC Trader?

Thanks.

Edited by ORad821 on Sep 28, 2012 at 18:46:44

Optimization » OEC API DOM events less frequent than OEC Trader software Sep 03, 2012 @ 02:16 AM (Total replies: 3)

Hi,

How can I subscribe to contract's quote? The closest thing I can find is OECClient.SubscribeDealQuote method which gives me an "Invalid subscription" exception. What should I use in the API to subscribe to contract's quote and what event is triggered?

Thanks

Omid Rad

Optimization » OEC API DOM events less frequent than OEC Trader software Aug 30, 2012 @ 03:26 AM (Total replies: 3)

Hi, when I subscribe to DOM changes in OEC API, I see that the OnDOMChanged event is invoked much less frequently than the DOM updates in OEC Trader. On high volumes the API OnDOMChanged event is called about 3 times less frequently than the DOM in OEC Trader. The following code can somehow demonstrate this on high volumes. Listening at the beeps on each OnDOMChanged event and looking at the OEC Trader DOM you can clearly see that.

So is my observation correct or is there any way I achieve the same frequency as OEC Trader in the API?

Thanks,
ORad821



using System;

namespace OECConsoleApp
{
class Program
{
static void Main(string[] args)
{
var program = new Program();
program.Connect();
Console.WriteLine("Press CTRL+C to exit.");
System.Windows.Forms.Application.Run();
}

private OEC.API.OECClient oecClient;

// Credentials
private string _login = "<user>";
private string _password = "<pass>";

public Program()
{
this.oecClient = new OEC.API.OECClient();

this.oecClient.EventBatchInterval = 0;
this.oecClient.PriceHost = "";
this.oecClient.RemoteHostingEnabled = false;

this.oecClient.OnLoginComplete += new OEC.API.OnLoginCompleteEvent(this.oecClient_OnLoginComplete);
this.oecClient.OnSymbolLookupReceived += new OEC.API.OnSymbolLookupEvent(this.oecClient_OnSymbolLookupReceived);
this.oecClient.OnDOMChanged += new OEC.API.OnDOMChangedEvent(oecClient_OnDOMChanged);
this.oecClient.OnLoginFailed += new OEC.API.OnLoginFailedEvent(this.oecClient_OnLoginFailed);
this.oecClient.OnDisconnected += new OEC.API.OnDisconnectedEvent(this.oecClient_OnDisconnected);

Console.WriteLine("Ready");
}

public void Connect()
{
try
{
oecClient.UUID = "9e61a8bc-0a31-4542-ad85-33ebab0e4e86";
oecClient.Connect("api.openecry.com", 9200, _login, _password, false);
Console.WriteLine("OEC Server found");
}
catch (Exception ex)
{
Console.WriteLine("Connect failed: " + ex.Message);
}
}

private void oecClient_OnLoginComplete()
{
Console.WriteLine("Logged in");
oecClient.SymbolLookup("ESU2");
}

private void oecClient_OnSymbolLookupReceived(OEC.API.SymbolLookupCriteria SymbolLookup, OEC.API.ContractList Contracts)
{
Console.WriteLine(String.Format("Symbol Lookup Received: {0}", SymbolLookup.SearchText));
if (Contracts.Count > 0)
oecClient.SubscribeDOM(Contracts.First);
}

private DateTime _lastUpdate = DateTime.Now;

private void oecClient_OnDOMChanged(OEC.API.Contract contract)
{
var now = DateTime.Now;
TimeSpan delta = now - _lastUpdate;
Console.WriteLine(delta.Milliseconds + " ms");
_lastUpdate = now;

Console.Beep();
}

private void oecClient_OnLoginFailed(OEC.Data.FailReason reason)
{
Console.WriteLine("Login Failed: " + reason.ToString());
}

private void oecClient_OnDisconnected(bool unexpected)
{
Console.WriteLine("Disconnected. Unexpected? " + unexpected.ToString());
}

}
}

Edited by ORad821 on Aug 30, 2012 at 03:27:33
Edited by ORad821 on Aug 30, 2012 at 03:38:11

New Feature Requests » API server on weekends Aug 26, 2012 @ 12:31 AM (Total replies: 3)

Is this feature available yet?

Edited by ORad821 on Aug 26, 2012 at 00:32:15