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Sep 26, 2012 05:02 PM

Aug 16, 2013 04:25 PM

Aug 22, 2013 07:10 PM



Post Statistics
PFranchetti has contributed to 17 posts out of 5232 total posts (0.32%) in 3352 days (0.00 posts per day).

20 most recent posts:

API Support » Legs member in Contract Aug 16, 2013 @ 04:25 PM (Total replies: 5)

Noticed now that this problem is fixed in OEC API current version.
Thank you

Paolo Franchetti

API Support » can't get GCLK3 and GNGJ3 through API Aug 16, 2013 @ 02:57 AM (Total replies: 6)

Good morning,
still can't get current GNG contract, which is GNGU3. This is due to these facts:
- even if you set DesiredResultCount to high values,OEC server returns a maximum of 50 items;
- contracts definitions for GNG reach at least year 2021 (why?),so I get a lot of distant contracts (2017,2018...) but not current ones

Thank you

Paolo Franchetti

Market Data » FDAXM3 prices don't flow May 07, 2013 @ 03:48 AM (Total replies: 1)

Today there is the same problem.It affects fdax futures and spreads,and no historical data is available starting from yesterday,both on API and OECTrader.All other quotes work fine.
Can you please have a look?
Thank you


Paolo Franchetti
Edited by PFranchetti on May 7, 2013 at 03:53:59

Market Data » FDAXM3 prices don't flow May 06, 2013 @ 04:19 AM (Total replies: 1)

Volume updates,but no prices are received both via API and OECTrader
Regards

Paolo Franchetti

API Support » Legs member in Contract Apr 01, 2013 @ 05:28 AM (Total replies: 5)

As far as I can see,problem is that Legs property is of type BasicList<Leg>,which is not present in OECAPICOM (and wouldn't even be allowed).Solution would be to create a LegList class (similar to PositionList, or PositionFillList, or NewsMessages...), then set Contract.Legs type to that class.

Paolo Franchetti

API Support » Server doesn't reply to symbol lookups Mar 27, 2013 @ 07:45 PM (Total replies: 3)

I don't get any sort of response,not even an error.I wait for OnError and OnSymbolLookupReceived,but neither event is fired.I tried waiting 5 or more minutes,but nothing happens.
Please note that in the previous requests (before the 7th one) some contracts are not provided by OEC, so I correctly get an empty list,but I have a response anyway.

Paolo Franchetti

API Support » Server doesn't reply to symbol lookups Mar 27, 2013 @ 12:00 PM (Total replies: 3)

I noticed that the 7th request is for YMM3, which by the way is the contract with wrong expiry (it says June 22nd instead of June 21st).I thought this could be related to the issue (and not the fact that number of requests is 7).

Paolo Franchetti

API Support » Server doesn't reply to symbol lookups Mar 27, 2013 @ 11:06 AM (Total replies: 3)

Very often OEC server stops responding to symbol lookup requests after exactly 7 requests.I couldn't understand why sometimes it replies to all requests,while some other times stops after only 7.
My user is always the same,today I tried various times.
Thanks and regards

Paolo Franchetti

API Support » can't get GCLK3 and GNGJ3 through API Mar 27, 2013 @ 10:31 AM (Total replies: 6)

thanks,that was the problem.but I found nowhere in the docs that there is a default value of 10;I would expect not setting that property would return all contracts.It seems strange that limiting results to 10 returns a 2021 contract and not current one:I would expect nearest first.

Paolo Franchetti

API Support » can't get GCLK3 and GNGJ3 through API Mar 26, 2013 @ 05:10 PM (Total replies: 6)

It's still an issue,tried all day long (last time 5 minutes ago) with user PFranchetti654
Using oecapicom, object SymbolLookupCriteria set as follows:
searchtext=GCL/GNG
basecontract=GCL/GNG
exchange=NYM
contractkinds=ContractKind_Future
mode=SymbolLookupMode_SymbolStartsWith
bybasecontractonly=true

if this can be of any help,please note that these queries often return results even when exchange is wrong (and they should return nothing)



Paolo Franchetti
Edited by PFranchetti on Mar 26, 2013 at 17:17:23
Edited by PFranchetti on Mar 26, 2013 at 17:17:57

API Support » can't get GCLK3 and GNGJ3 through API Mar 24, 2013 @ 09:13 PM (Total replies: 6)

A query with basecontract GCL and GNG on NYM returns:

GCLF4
GCLG4
GCLF5
GCLG5
GCLF6
GCLG6
GCLF7
GCLG7
GCLF8
GCLG8

GNGF4
GNGF5
GNGF6
GNGF7
GNGF8
GNGF9
GNGF0
GNGG0
GNGF1
GNGG1

but no 2013 contract

Paolo Franchetti

API Support » Legs member in Contract Mar 10, 2013 @ 07:53 AM (Total replies: 5)

Any news?
Thanks

Paolo Franchetti

API Support » Can't get streaming quotes on reconnect Feb 22, 2013 @ 10:59 AM (Total replies: 3)

Login:PFranchetti654,today I made a lot of experiments,anyway it happens ALL the times.
After some investigation I can give you some hints.
Initially, I get contracts (let's focus on FTSEH3 and FDAXH3) through SymbolLookup. Then I store into my program the Contract objects I get.
When OEC disconnects and reconnects, the Contract objects I stored for FTSEH3 and FDAXH3 are perfectly valid and working (properties and methods work fine) BUT they are not present anymore in OECClient.Contracts list. I believe this could be the reason why OECClient.Subscribe on these Contract objects silently fails.
Thanks and regards

Paolo Franchetti

API Support » Can't get streaming quotes on reconnect Feb 22, 2013 @ 05:30 AM (Total replies: 3)

I connect to OEC server using AutoReconnect=True, then ask for market data which arrives normally. When connection is broken for an external reason (e.g. ADSL goes down), API correctly reconnects automatically when connection is re-established.But then there is no way to get market data.
I tried to call again Subscribe method, I tried to Unsubscribe then Subscribe, but quotes remain frozen.

Paolo Franchetti

API Support » Legs member in Contract Feb 21, 2013 @ 06:08 PM (Total replies: 5)

Thanks. "Equals" and "GetHashCode" methods are missing too.
"MonthChar" property doesn't work as it's "unsupported variant type"
Please remember also that all Date properties are incorrectly cast to Double in API COM

Edited by PFranchetti on Feb 21, 2013 at 18:11:01

API Support » Legs member in Contract Feb 21, 2013 @ 04:57 PM (Total replies: 5)

I'm using API COM with VB6 and I cannot find "Legs" member in Contract class,so I can't access futures time spreads legs.

Paolo Franchetti

API Support » API COM Oct 17, 2012 @ 06:49 PM (Total replies: 0)

1) Excel sample doesn't work for me: when I try to login, I get "Automation error"
2) API works (I use Visual Basic 6), but there is an error: all DATE/TIME types have become DOUBLE types (for example, ExpirationTime and ExpirationDate both appear as Double).
This is an error in the .TLB file, where the only thing that is needed is to modify those types to COM type DATE (which maps to Date in VB6). This can be done with a TLB editor, like for example Edanmo's EditTLB. Can OEC please provide the corrected version?
Otherwise you need to cast that type to Date,which is easy with C but not with VB6.
I have a .TLB which adds many interesting functions to VB6 (without any code!) including AsDate(ByRef param as Any) which casts any 64-bit value to a Date value and vice-versa.
I can share it with no problem, but I can't find a way in this forum to upload files.

Paolo Franchetti