DailyFX Forum - Order2Go COM Trading API Support

Monitoring Stop/Limits

AkataPouree — Fri, 20 Nov 2009 03:30:47 GMT

After opening a trade and setting a stop and a limit on it.
How do I know from the code when my trade is automatically closed by
- the limit
- the stop
- a margin call?

Thanks,
AP

Session Definition for Order2GO

darthfader — Thu, 19 Nov 2009 18:15:23 GMT

Hi all,

I have a basic questions about sessions.

1. Is it a period of time between login and logout. We tested and it is not true according to our tests.

2. Is this a last trading session?

Or basically what information is only available for a session and what is always available?

Thanks for clarifications.

DF

SetOfferSubscription

jhouchin — Tue, 17 Nov 2009 23:25:48 GMT

Hello,

In my app I am not listening to any events or using the eventSink.
I am polling the server for the history I am interested once a minute.
I process the price history data to make decisions.

Is this any problem to the FXCM servers. I want to be resource friendly to FXCM. But this manner of operation works well for me.

In previous iteration of app I polled once a minute to getPendingEvents, I then processed the events.

When I did this I called to SetOfferSubscription and disabled everything except that which I explicitly wanted.

Since I am no longer listening to events do I even need to do anything with the SetOfferSubscription? Can I just ignore it?

I will also be using FIX orders with FIX_OPENMARKET, so I am not really concerned with what the precise current offer is as I will be executing at best.

When using FIX orders is there any requirement to be "subscribed" to an instrument in any manner?

Also as a side note. What is the difference between CreateFixOrder and CreateFixOrder2? I am not discerning the difference.

Thanks for any help you can provide.

Bandwidth usage DEMO vs LIVE

cnigrini — Tue, 17 Nov 2009 14:52:25 GMT

Hi Guys,

Why is the internet usage on a Demo account so much more than on a Live account, for example:

I currently have 2 accounts, 1 demo and 1 live. I have subscribed ONLY two currencies on both accounts (EUR/JPY and EUR/USD), BUT when looking at the bandwidth usage:

Demo account average download : 10mb per hour
Demo account average upload : 4mb per hour
Live account average download : 3mb per hour
Live account average upload : 2mb per hour

This is the total amount of data send and received from the server for a normal 60 min period. I use network monitoring software to look at the data sent and received.

According to me these values should be more in line. I am doing precisely the same processing on both account regarding downloading server data and monitoring table changed events.

Please help.
Regards
Charl

TickHistory into excel

bernesbyj — Mon, 16 Nov 2009 17:21:42 GMT

It might have been asked and answered, but how do I get from CS# the rate from TickHistory Example into Excel?

Sample Codes

glitzprince — Fri, 13 Nov 2009 02:36:51 GMT

Hi! I'm new here. I have some experience in programming but I need some sort help to kick start OrderToGO C++. Where can I find sample codes/resources to speed up my learning process? Thanks in advanced.

orders table - rules and definitions

Zeller — Thu, 12 Nov 2009 04:44:36 GMT

I have some questions related to the orders table.

there is a column "Stage" that will have a value "O" or "C" indicating the order is placed to open or close a position. I'm assuming an oco order would always have a value of "C" here. If the value is "C" and there are no open trades, does this mean the order will not execute? In other words. the order will only execute against an open trade?

I would like to find the best way to check the status of an order.

Example: an oco stop order is executed and the stop order is immediately removed from the orders table. But the oco limit order is not. It will show a status of "cancelled" but it still lingers in the orders table. I'm assuming this would be the "statusCaption" column in the orders table?

What would be the best way to determine an order has no potential to execute? Would I look at this column or at another column. There are several columns related to status so I'm not sure the best and easiest way to confirm an order will not execute.

trailing stops on entry orders

SKY_2009 — Wed, 11 Nov 2009 01:23:10 GMT

Hi there,

what is the function we can use to send "Trailling stop " orders
where can I find an info about useing this order with FXCM

thanks

OpenTrade function issuess....

SKY_2009 — Wed, 11 Nov 2009 01:18:18 GMT

Dear FXCM programming stuff and forum members:

I need to send an order to Buy at the market and sell at the marketimmediately
I have used two below two function:

1) oTradeDesk1.OpenTrade(AccountNumber, strCurrencyPair,
booBuyCur, intNumberLots, MarketRate,
quoteid, 20, 0, 0, 0, OrderNo, DealerInt)

When I changed the above number to 20 ( as 20 ticks ) to O (zero) the order
got the below Error' Price did not pass validation: "

by using the above function , I got filled 20 ticks away from the market. Even when the TradeStion prices are not moving
let�s say when the prices on TradeStations shows: Ask is 45 and BID is 47 , I got a buy at 49 even the market is not moving.
What the lowest number we can use?
2) oTradeDesk1.CreateEntryOrder(AccountNumber, instrument, True, baseUnitSize, rate, 0, 0, 0, OrderNo, DealerInt)
When I used the above function my order goes pending ..

Can you please tell me what�s the better function to use to buy or sell immediately without any delay

Thank you,,

Limit/Stop FIX orders and Orders Table

leighkpi — Tue, 10 Nov 2009 03:17:18 GMT

Hi All,

I am using the createFix order method to create Market and Limit orders. This works fine untill i need to attach a STOP and LIMIT to a Limit Order.

Once i create the initial Limit trade the trade ends up in the Orders table until the conditon is met and the trade executes. Depending on your entry price vs current price the trade could sit in the orders table for X amount of time so i try and attach a STOP and LIMIT order while the trade sits in the Orders Table.

The doco says that you need a TradeID to CreateFIX Limit or STOP. I can get the tradeID out of the orders table but whn i trya nd create the orders I get that the TradeID does not exist, and its correct it doesn not exist yet in the Trades table only the orders table.

Does anyone know using the Fix method how to attach a LIMIT and STOP order while a trade sits in the Orders Table ?

Any help would be greatly appreciated,

thanks

leigh

getHistory occationally returning null

hotdogz919 — Sat, 07 Nov 2009 23:14:03 GMT

I'm having an issue when using the getHistory function, and pulling a lot of tick data, 300 ticks at time, occasionally a call will return null. In that case I just try the call again, but it usually happens around 15 times if I'm mining a months worth of tick data. Its not really a big issue, because my work around of just trying again seems to work, but i'm just curious if I'm doing something wrong or if this is normal. here's my code, pretty much straight from the example code...

Code:

 List mList;

            List lastLoaded = new List();

            int ticksLoaded = 0;

            while (true)

            {

                mList = new List();

                FXCore.MarketRateEnumAut rates = null;



                try

                {

                    rates = (FXCore.MarketRateEnumAut)core.Desk.GetPriceHistory(instrument, "t1", from, to, 300, true, true);

                }

                catch (Exception)

                {

                    rates = null;

                }



                if (rates == null)

                {

                    //Server returned null, trying again

                }

                else

                {

                    for (int i = rates.Count; i >= 1; i--)

                    {

                        FXCore.MarketRateAut rate = (FXCore.MarketRateAut)rates.Item(i);



                        //check whether rate is in the range

                        if (_to != _NOW && rate.StartDate > to)

                            continue;

                        if (rate.StartDate < from)

                            continue;



                        bool exists = false;



                        for (int j = lastLoaded.Count - 1; j >= 0; j--)

                        {

                            if (rate.StartDate > lastLoaded[j].DateTime)

                            {

                                exists = true;

                                break;

                            }

                            else if (rate.StartDate < lastLoaded[j].DateTime)

                            {

                                break;

                            }

                            if (lastLoaded[j].Equals(rate))

                            {

                                exists = true;

                                break;

                            }

                        }



                        //add a new tick if it does not exists

                        if (!exists)

                        {

                            mList.Add(new Tick(rate));

                            ticksLoaded++;

                        }



                        to = rate.StartDate;

                    }



                    loadTicksIntoDataBase(mList);



                    if (from.CompareTo(to) >= 0 || rates.Count == 0)

                    {

                        break;

                    }



                    to = to.AddSeconds(1);



                    lastLoaded = mList;



                }      

        

                Thread.Sleep(1);

                

            }

multi-threading in posted examples

llewell — Thu, 05 Nov 2009 02:00:08 GMT

In the VB examples posted here, there is a statement that imports System.threading. The API says that the core is single-threaded, and the .NET docs say this namespace enables threading. One example I am looking at is the Print Whole Table program.

Why specifically import the multi-threading namespace if the core is single-threaded?

What version of VB is used in examples?

llewell — Thu, 05 Nov 2009 00:58:24 GMT

I am having trouble using the example code in the API help files and the examples posted here. I had a lot of trouble translating the examples in the Order2Go help files into something that would actually compile. I have the new examples, but it looks like items are missing in the code, like what kind of object is being created by dim statements and so on (and yes, I am new to all this).

What flavor of VB is all this stuff written in? I am using VB 2008. If someone could tell me which version of VB all these examples are written in I think that would be a help.

How to download historical data properly?

pmsfx — Wed, 04 Nov 2009 12:12:55 GMT

hi,

after few hours downloading historical data (using Demo account), I found this account is no longer able to login.

What is the restriction in downloading historical data? any restriction using Live account? I plan to download 20 pairs start 1-jan-2008 (may take weeks to finish), use it for backtesting.

regards,
pmsfx

OCOCloseTrade

Zeller — Wed, 04 Nov 2009 06:40:32 GMT

whats the best way to cancel an oco order?

I can open a market order in the opposite direction and that seems to work, but the oco stop order and oco limit order are still sitting in my oco Orders table.

Is there a way to close those "pending" orders, or is there a better way to cancel an oco group? I tried closetrade and fixtrade but they give me an error message about being disabled.