API Support Forum
User Profile

Viewing User Profile for: TLau471


About

N/A

Sep 25, 2022 11:24 PM

Sep 25, 2022 11:39 PM



Post Statistics
TLau471 has contributed to 67 posts out of 5452 total posts

20 most recent posts:

FIX Support » FAST Logon SendingTime encoding Sep 25, 2022 @ 11:24 PM (Total replies: 2)

I enabled packet sniffing and sent this foxscript

LOADTICKS ES 202212 FROM [20220921-22:00:00] TO [20220922-21:00:00]
: MarketDataRequest -> {59, V, ES202212_2_2, 0, 1, 1, 2, 20220921220000, 20220922210000, [ [MDEntries -> {0, }] [MDEntries -> {1, }] [MDEntries -> {2, }] ], [ [Instruments -> {ES, 202212, , , FXXXXS, }] ], }

However, these are the actual values sent down the wire:

20220921220001 (instead of 20220921220000)
20220922210001 (instead of 20220922220000)

202213 (instead of 202212)

This is the actual byte sequence
F8 BB 45 53 32 30 32 32 31 32 5F 32 5F B2 80 81 81 83 04 4C 40 66 4E 17 A1 04 4C 40 67 0A 4D D1 83 C0 B0 C0 B1 80 81 45 D3 0C 2B E5 80 80 46 58 58 58 58 D3

Since 202212 is even number, hex must also be even, however it is 0C 2B E5, I was expecting it to be 0C 2B E4
Likewise for the dates, ending with A1 and D1 respectively...

Anyone can explain what's going on???
Edited by TLau471 on Sep 25, 2022 11:39 PM

FIX Support » FAST Logon SendingTime encoding Sep 23, 2022 @ 10:25 PM (Total replies: 2)

The template for FAST Logon has a field 'uInt64 name="SendingTime" id="52"'

Can give an example of how I should be encoding "2022-09-24T02:05:21-0000"?

Thank you.
TLau


Market Data » Hello Handshake fields Sep 23, 2022 @ 09:48 PM (Total replies: 8)

Can help explain how we should craft "7d 82", what does it mean? Or is it just a fixed value?
TLau


FIX Support » Can not logon FAST server Sep 23, 2022 @ 09:37 PM (Total replies: 2)

Hi,

Can share how the HELLO should be structured?
TLau


FIX Support » Out of SessionTime??? Sep 23, 2022 @ 10:23 AM (Total replies: 1)

FIX: Session FIX.4.4:TLau***->OEC_TEST already disconnected: Resetting...
FIX: Session reset: Out of SessionTime (Session construction)

Why am I out of SessionTime??
TLau


FIX Support » FAST - how to loadticks for 1 full day? Sep 23, 2022 @ 07:01 AM (Total replies: 1)

MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3780.5, 1, 20220922, 195819034, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3779, 5, 20220922, 195901988, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3774.5, 1, 20220922, 195920741, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3773.25, 1, 20220922, 195936947, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3773, 1, 20220922, 195947632, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3770.75, 1, 20220922, 195956202, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3771.5, 3, 20220922, 195959852, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3771.5, 1, 20220922, 200010789, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3771, 2, 20220922, 200037503, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3768.25, 1, 20220922, 200124422, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3771.25, 1, 20220922, 200258670, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3772.25, 1, 20220922, 200456353, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3776, 1, 20220922, 200820027, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3776.25, 2, 20220922, 201259018, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3775, 1, 20220922, 201932919, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ [MDEntries -> {2, 3773, 1, 20220922, 203647217, 0, }]...
MarketDataSnapshotFullRefresh -> {2, W, ES202212_2_7, [ ], }

After I send "LOADTICKS ES 202212 FROM [20220921-22:00:00] TO [20220922-21:00:00] > 'output.txt'"
I get only partial data like above. How do I get the whole day's data?
TLau


FIX Support » OECFIXSample keeps saying Unknown contract for ESZ22 Sep 23, 2022 @ 06:37 AM (Total replies: 1)

LOADTICKS ES 202212 FROM [20220921-00:00:00] TO [20220922-00:00:00]

hope it helps someone
TLau


FIX Support » OECFIXSample keeps saying Unknown contract for ESZ22 Sep 23, 2022 @ 06:07 AM (Total replies: 1)

I'm trying to load ESZ22, but keep getting Unknown contract using OECFIXSample, can someone help give me the correct Symbol??

loadticks 'ESZ22' FROM [20220921-00:00:00] TO [20220922-00:00:00]
: MarketDataRequest -> {59, V, ESZ22_2_11, 0, 1, 1, 2, 20220921000000, 20220922000000, [ [MDEntries -> {0, }] [MDEntries -> {1, }] [MDEntries -> {2, }] ], [ [Instruments -> {ESZ22, , , , FXXXXS, }] ], }
: MarketDataRequestReject -> {58, Y, ESZ22_2_11, 0, Unknown contract, }
: Heartbeat -> {62, 0, 20220923110410, }
TLau


FIX Support » Instructions for FIX Sep 12, 2022 @ 08:46 PM (Total replies: 2)

thanks!

I saw this:

Account=[OEC Account]
Username=[OEC UUID]
SenderCompID=[OEC Username]
Password=[OEC Password]

1. Is the OEC UUID for FIX/FAST same as the UUID for the .NET API?
2. How do I get a UUID for the STAGE or DEMO server?
TLau


FIX Support » Instructions for FIX Sep 02, 2022 @ 08:15 AM (Total replies: 2)

Hi,

We are planning to get onto FIX, any sandbox/instructions to get us started?
Thank you.
TLau


FIX Support » Python FIX API Sep 02, 2022 @ 08:05 AM (Total replies: 6)

Hi,

Is this library able to get datafeed both historical and live as well?
TLau


API Support » Web API? Sep 02, 2022 @ 07:54 AM (Total replies: 1)

Do you guys have a HTTP web API?
TLau


API Support » LIVE API throwing exception, DEMO API does not May 27, 2021 @ 09:27 AM (Total replies: 8)

Hi Jason,

Is this resolved? Thank you.
TLau


API Support » LIVE API throwing exception, DEMO API does not May 24, 2021 @ 06:48 AM (Total replies: 8)

Thanks Jason. I have updated our DLL as well. Please let me know once it is fix and I will test against earlier versions.
TLau


API Support » LIVE API throwing exception, DEMO API does not May 21, 2021 @ 11:27 AM (Total replies: 8)

for context, 4.0.3.12 is what we currently use in production, we really would like to prevent such surprises in future.
TLau


API Support » LIVE API throwing exception, DEMO API does not May 21, 2021 @ 11:25 AM (Total replies: 8)

Hi Jason,

Thanks, I need to test it, but I think it will work once I switch to 4.0.3.44.

However,

1. Is 4.0.3.12 still supported? I had no news on it, so this really came as a surprise
2. Assuming it is, then this issue should be fixed at the LIVE server, yes?
3. If it is not, where do I sign up for updates?

Thanks.
TLau


API Support » LIVE API throwing exception, DEMO API does not May 21, 2021 @ 08:23 AM (Total replies: 8)

Hi,

My Gf.Api.Dll version 4.0.3.12 is throwing an exception when logging into LIVE.
The same binary does not throw any exception when logging into DEMO.
Object reference not set to an instance of an object
The issue started today 21st May 2021. Please advise.
TLau


API Support » No results when searching for GGCH Jan 26, 2021 @ 03:19 AM (Total replies: 9)

Hi Evgeny,

My customer complained using a compiled binary. Now his issue is gone.
What I'm trying to say here is, the code is unchanged, so I don't see how it is the issue.

The binary searches for GGCH by default.

I tested by changing to GGC to try and understand what's going on. Now I understand it only returned GGCF because the code was asking for only 1 result.
TLau


API Support » No results when searching for GGCH Jan 26, 2021 @ 03:08 AM (Total replies: 9)

Hi Evgeny,

Ok, it was my mistake, now it is working.

But just to re-iterate, yesterday when I search GGCH, it was not working. And when I search GGC, only GGCF was returned.

Anyway, thank you.
TLau


API Support » No results when searching for GGCH Jan 26, 2021 @ 02:46 AM (Total replies: 9)

The API account always expires, please issue me 1 if you require me to test against the API.

1. You asked for my account, can you check the logs on your DEMO server please?
2. Let's not get into a you say, I say situation. My code works for ESH, YMH and so on.
3. If I search for GGC, only GGCF21 is returned.

Once again, PLEASE check the server logs.
TLau