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Old 11-11-2008, 02:36 PM
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Streaming data

Is the Price Engine Client watchlist base - meaning have to give the currency pairs - or is there a way to tell it to give realtime streaming updates for all currency pairs without having to list them?
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Old 11-11-2008, 03:52 PM
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There is no method that requests subscriptions to all available currencies. You will have to iterate through each security and add each one to the marketdatarequest.

You should be able to get a list of all currencies from the TradingSessionStatus message. TradingSessionStatus.getSecurities() returns an enumeration that you should be able to parse through.
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Old 12-22-2008, 05:50 AM
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Order 2 go

Hi there how can i change the timeframe from updating every pip to get data from an 1hr timeframe?

plz help
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Old 12-22-2008, 06:49 AM
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You can try this:
MarketDataRequest mdr = new MarketDataRequest();
//Sets up the bars to be 1 hour bars
mdr.setFXCMTimingInterval (FXCMTimingIntervalFactory.HOUR1);




// that is for bars
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_BIDOPEN);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_BIDCLOSE);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_BIDHIGH);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_BIDLOW);
grl->put(gr);


gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_ASKOPEN);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_ASKCLOSE);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_ASKHIGH);
grl->put(gr);
gr = ConnectionManagerEx::getMessageFactory()->createFieldGroup();
gr->setValue(IFixDefs::FLDTAG_MDENTRYTYPE, IFixDefs::MDENTRYTYPE_ASKLOW);
grl->put(gr);
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