Price Updates volume received are 25-30% of what our broker has

PanagiotisCharalampous
17 Oct 2017, 14:31

Hi Alex,

It is not clear what you are actually comparing. Do you compare price updates via FIX between two different accounts (Spotware account vs IC Markets) or do you compare price updates for the same account via two different platforms (FIX API vs cTrader)?

Best Regards,

Panagiotis

ales.sobotka@gmail.com
17 Oct 2017, 15:01

RE:

Hi Panagioti,

We are comparing price feed from FIX API vs Price Feed from IC Markets. Since IC Markets is our broker we somehow thought that it should relate to each other. Meaning, spreads, market conditions as well as price feeds should equal since it is a broker who places orders at the end of the day. Or not ? 

As for FIX API vs cTrader I am not sure how to compare it as I cannot find any Export button on cTrader in order to be able to look at it. 

Yet regardless, the key question still remains - why are we not getting all price updates via FIX that market generates since we have the date which clearly shows that there are 4 times more price updates on average. FIX is designed to do exactly that so is the problem at our side (that we cannot consume / receive them) or at Spotware FIX API side that it simply sends less (somehow filtered / smoother) data ? 

Best Regards, Alex

Panagiotis Charalampous said:

Hi Alex,

It is not clear what you are actually comparing. Do you compare price updates via FIX between two different accounts (Spotware account vs IC Markets) or do you compare price updates for the same account via two different platforms (FIX API vs cTrader)?

Best Regards,

Panagiotis

PanagiotisCharalampous
17 Oct 2017, 15:06

Hi Alex,

It is still not clear to me

"price feed from FIX API"

does this come from an IC Markers account?

 Price Feed from IC Markets

From which channel does this price feed come from? FIX, Connect, cAlgo, other?

Best Regards,

Panagiotis

ales.sobotka@gmail.com
17 Oct 2017, 15:12

RE:

Hi Panagioti,

As you perhaps know IC Markets as such does not offer their own FIX API, hence we are using cTrader set up for FIX API. Our FIX data come specifically from here:  h9.p.ctrader.com ; which I believe is your server. 

Regarding IC Markets price data we got it from IC Markets in XLS once we asked for the price data for the same symbol for the same time period so we can compare it. 

I hope this clarifies that more. 

A.

Panagiotis Charalampous said:

Hi Alex,

It is still not clear to me

"price feed from FIX API"

does this come from an IC Markers account?

 Price Feed from IC Markets

From which channel does this price feed come from? FIX, Connect, cAlgo, other?

Best Regards,

Panagiotis

PanagiotisCharalampous
17 Oct 2017, 15:42

Hi Alex,

Yes now it is clear. There are many possible reasons that this can happen. One of them is that you are comparing price data from different sources. Have you asked them if the data provided comes from the same feed as cTrader prices? Another reason could be that they might apply some kind of throttling on their price feed (e.g. 5 prices per second) for performance reasons. We stream through our APIs whatever we receive from their price feeds. I would suggest to contact them as well and ask for their advice. If the reason is not one of the above we can investigate further.

Best Regards.

Panagiotis

ales.sobotka@gmail.com
17 Oct 2017, 16:02

RE:

Hi Panagioti,

Thank you for your reply. This sounds like we are all going in a circle. They said to ask you, you say to ask them...Not sure what more to do here so I asked them yet somehow am not hoping that this gets resolved. 

In essence we are digging into this problem becuase we get price gaps in many cases = there is no price update for like 1-2 or even 10 seconds sometimes. Which indeed is not possible in the moving market. By price gap I mean that FIX Price updates are intact so it looks like there there was no price update since all sequantial numbers look good. Yet we can see even on the screen that the price is moving so to conclude something is not right here. 

In any case thank you for your reply. 

Alex

Panagiotis Charalampous said:

Hi Alex,

Yes now it is clear. There are many possible reasons that this can happen. One of them is that you are comparing price data from different sources. Have you asked them if the data provided comes from the same feed as cTrader prices? Another reason could be that they might apply some kind of throttling on their price feed (e.g. 5 prices per second) for performance reasons. We stream through our APIs whatever we receive from their price feeds. I would suggest to contact them as well and ask for their advice. If the reason is not one of the above we can investigate further.

Best Regards.

Panagiotis

PanagiotisCharalampous
17 Oct 2017, 16:18

Hi Alex,

I can reassure you that it is not a case of shifting around the responsibility. We are just trying to exclude the most obvious reasons that could cause this since this does not seem to be a problem easily reproducible and noticeable. I was not aware that they redirected you to us. But comparing the price feed that is streamed via FIX with an excel sheet of prices that we don't know from where it came from and how it was generated, does not help us a lot. If you see prices updating in cTrader but not streamed through FIX then this could be something we could get hold on to and invesigate further. Would it be possible for you to provide a simple FIX application and a cBot that log prices from FIX and cTrader respectively and demonstrate the discrepancy? That would help a lot.

Best Regards,

Panagiotis

ales.sobotka@gmail.com
17 Oct 2017, 16:36

RE:

Hi Panagioti,

As stated we collected prices via FIX API using Spotware set up. As for IC Markets price data they provided me some sort of a dump from their systems. Given the fact that you have a commercial as well as technical relationship with them I would really appreciate if you could actually ask them on this topic. Providing a simple FIX application or cBot will bot do anything since they will both link to the same source of data which is you guys. 

FYI I am attaching the XLS where I collected and compared all data we got on some selected cases. 

To conclude we really care about getting ALL price updates when they happen which is clearly not the case now. I am sure that you must be aware of this issue. We checked price updates data from other sources on the market and simply put there is approx 4 times more price update than we are getting now. 

The issue is clearly related to the current FIX API stream as the strem itself seems to be intact = is in sequence. Meaning, the issue is at the data source. 

Regards and Thanks,

Alex

PS: Here is the link to DataFile: https://drive.google.com/open?id=1NP4TqZWuijcpxB31_DkY6h-AAU9zbOUGFxdhLLlzzqY 

Panagiotis Charalampous said:

Hi Alex,

I can reassure you that it is not a case of shifting around the responsibility. We are just trying to exclude the most obvious reasons that could cause this since this does not seem to be a problem easily reproducible and noticeable. I was not aware that they redirected you to us. But comparing the price feed that is streamed via FIX with an excel sheet of prices that we don't know from where it came from and how it was generated, does not help us a lot. If you see prices updating in cTrader but not streamed through FIX then this could be something we could get hold on to and invesigate further. Would it be possible for you to provide a simple FIX application and a cBot that log prices from FIX and cTrader respectively and demonstrate the discrepancy? That would help a lot.

Best Regards,

Panagiotis

PanagiotisCharalampous
17 Oct 2017, 17:29

Hi Alex, 

Providing a simple FIX application or cBot will bot do anything since they will both link to the same source of data which is you guys. 

It would help a lot because, as you said, it will isolate the issue to a single source of data and it would allow us to look at the issue on a common ground. Investigating the reason an application we have not seen receives different prices than a provided excel sheet of price data from an unknown price feed, is like searching a needle in a haystack. The problem could even lie in the application itself (e.g. you might be comparing data from different servers, demo and live), something we will not be able to spot in case we don't have this application. We are not disputing that you face this issue, we are just trying to narrow down the possible causes, and since you can help us reproduce it, we would really appreciate any assistance on this. If we manage to narrow it down to a single account and a single price feed but different platforms (FIX and cTrader) then it will help finding from where does this discrepancy come from.

In any case, we will try to investigate it and see if we can reach to any conclusion. We will keep you updated.

Best Regards,

Panagiotis

olddirtypipster
03 Jan 2018, 08:28

Did anyone else notice how the original OP's question was so skillfully avoided?