ian.p.johnson1
23 Aug 2016, 16:53

Another example: 542093008 on 2 consecutive FIX messages - i have loads if you like

8=FIX.4.4^A9=220^A35=X^A34=77676^A49=cServer^A52=20160823-12:52:40.493^A56=xxxxx.999999^A57=QUOTE^A268=3^A279=0^A269=0^A278=542093027^A55=19^A270=1.70234^A271=1000000^A279=0^A269=0^A278=542093024^A55=19^A270=1.70235^A271=5000000^A279=2^A278=542093008^A55=19^A10=037^A
entry +GBPCAD 279=0:278=542093027,269=0,270=1.70234/271=1000000.0
entry +GBPCAD 279=0:278=542093024,269=0,270=1.70235/271=5000000.0
*** GBPCAD:542093008
entry -GBPCAD 279=2:278=542093008
pigsf,GBPCAD,1.70241/100(24ms),1.70239/100(24ms),1.70237/50(336ms),1.70235/700(24ms),1.70235/500(0ms),1.70234/100(0ms),;1.70261/50(84ms),1.70262/150(24ms),1.70263/50(84ms),1.70264/100(336ms),

8=FIX.4.4^A9=190^A35=X^A34=77677^A49=cServer^A52=20160823-12:52:40.493^A56=xxxxx.999999^A57=QUOTE^A268=3^A279=0^A269=0^A278=542093008^A55=19^A270=1.70235^A271=8000000^A279=2^A278=542092943^A55=19^A279=2^A278=542092941^A55=19^A10=208^A
entry +GBPCAD 279=0:278=542093008,269=0,270=1.70235/271=8000000.0
entry -GBPCAD 279=2:278=542092943
entry -GBPCAD 279=2:278=542092941
pigsf,GBPCAD,1.70241/100(24ms),1.70237/50(336ms),1.70235/800(0ms),1.70235/500(0ms),1.70234/100(0ms),;1.70261/50(84ms),1.70262/150(24ms),1.70263/50(84ms),1.70264/100(336ms),

ian.p.johnson1
22 Aug 2016, 04:37 ( Updated at: 21 Dec 2023, 09:20 )

RE:

And in CTrader WEB, when the main cTrader desktop application is not available from the broker ? The cTrader WEB has much reduced information, excluding the FIX Symbol ID

Spotware said:

Dear Traders, 

Please be advised that you can find FIX symbol ID in the symbol information window. Please be advised that those ID might be different for different brokers. 

To open Symbol Information window, click "i" button in the Symbol Description in the Marke watch section.

ian.p.johnson1
22 Aug 2016, 04:29

RE:

And when the only access to cTrader we have is cTrader WEB, which is all some brokers offer (which has a MUCH reduced set of info, of which FIX Symbol ID is NOT available), where do we get the FIX Symbol Id for each symbol from ?

ian.p.johnson1
19 Aug 2016, 15:33

RE: RE:

Sooooo - some simple stats for you (IC Markets Live) :

24 hours 18th August

6,618,286 ticks across 73 instruments 
A few of the "big tickers"

 123440 GBPUSD
 124516 EURUSD
 129821 USDCAD
 135040 USDJPY
 151886 AUDJPY
 157122 CADJPY
 158240 GBPCAD
 160263 GBPNZD
 163966 GBPJPY
 168702 GBPAUD
 171227 EURJPY

Pepperstone was in the same ball park with some differences appropriate to the differing set of instruments it offers - am not quoting exact figures as i don't want to get into "tick wars"

Might run up some stats later for peak tick rate etc 

ian.p.johnson1
15 Aug 2016, 03:17

RE:

ian.p.johnson1 said:

Been away a week so no opportunity to comment but on my initial view this week:
 

Updates to a cTrader/cAlgo gui bot (in C#) are identical in (prices/volume and depth) and update frequency (tick per tick) as FIX

The FIX ticks  are slightly are received slightly ahead  (40-100ms) of the cAlgo feeds 

This may be because of the additional overhead of the GUI (more likley) and/or my mechanism for recording ticks (less likley) but it is likely that FIX is faster - the data volume is the same

This is IC Markets live - other brokers may vary 

Looks pretty similar for Pepperstone - cAlgo/cTrader vs FIX

ian.p.johnson1
15 Aug 2016, 03:01

Been away a week so no opportunity to comment but on my initial view this week:
 

Updates to a cTrader/cAlgo gui bot (in C#) are identical in (prices/volume and depth) and update frequency (tick per tick) as FIX

The FIX ticks  are slightly are received slightly ahead  (40-100ms) of the cAlgo feeds 

This may be because of the additional overhead of the GUI (more likley) and/or my mechanism for recording ticks (less likley) but it is likely that FIX is faster - the data volume is the same

This is IC Markets live - other brokers may vary