csafx1
18 Dec 2024, 16:03 ( Updated at: 18 Dec 2024, 16:04 )

I am currently rebuilding the Algo in FxPro (5.0.50), and I have not encountered an issue as yet.

I did not take a screenshot of the error I encountered, but since it indicated it was sending the error to CTrader, I would imagine an instance of the failure would exist on your end.

I cannot get back in to either of the IC Markets or CTrader desktop versions.

I  will provide a copy of the bot at the point the issue resurfaces in the FxPro desktop.

csafx1
03 Nov 2024, 23:48

RE: RE: RE: RE: Historical Bid/Ask prices for pair are not synced by timestamp

PanagiotisCharalampous said: 

csafx1 said: 

PanagiotisCharalampous said: 

csafx1 said: 

I am using the Open API to get historical tick data (ProtoOAGetTickDataReq). It doesn't allow me to obtain the Bid / Ask prices together, and so I populate a Bid and Ask table with the respective returned data for each call. Some of the price points match on symbol and unix timestamp,  but many other do not. In reconciling the Bid and Ask prices, what is the process (outside of a actual match on symbol and timestamp), in resolving the other price data. Is there an approximate formula used or something else?

Hi there,

Bid and ask prices are independent from each other. Sometimes are updated together but most of the times they are updated separately.

Best regards,

Panagiotis

Thank you for the prompt response and clarification. So in an effort to facilitate back testing with the historical tick data in Open Api, similar to the OnTick event in cautomate, is it safe to say the cbot OnTick event simply raises the OnTick event with an SymbolTickEventArgs obj as soon as it has both an Ask and Bid price?

No, OnTick is raised whenever any of the two prices is updated.

Ah! I see. Now that makes a lot of sense. Thanks again

csafx1
18 Oct 2024, 17:37

RE: RE: Historical Bid/Ask prices for pair are not synced by timestamp

PanagiotisCharalampous said: 

csafx1 said: 

I am using the Open API to get historical tick data (ProtoOAGetTickDataReq). It doesn't allow me to obtain the Bid / Ask prices together, and so I populate a Bid and Ask table with the respective returned data for each call. Some of the price points match on symbol and unix timestamp,  but many other do not. In reconciling the Bid and Ask prices, what is the process (outside of a actual match on symbol and timestamp), in resolving the other price data. Is there an approximate formula used or something else?

Hi there,

Bid and ask prices are independent from each other. Sometimes are updated together but most of the times they are updated separately.

Best regards,

Panagiotis

Thank you for the prompt response and clarification. So in an effort to facilitate back testing with the historical tick data in Open Api, similar to the OnTick event in cautomate, is it safe to say the cbot OnTick event simply raises the OnTick event with an SymbolTickEventArgs obj as soon as it has both an Ask and Bid price?

csafx1
17 Oct 2024, 23:52 ( Updated at: 18 Oct 2024, 05:19 )

Historical Bid/Ask prices for pair are not synced by timestamp

I am using the Open API to get historical tick data (ProtoOAGetTickDataReq). It doesn't allow me to obtain the Bid / Ask prices together, and so I populate a Bid and Ask table with the respective returned data for each call. Some of the price points match on symbol and unix timestamp,  but many other do not. In reconciling the Bid and Ask prices, what is the process (outside of a actual match on symbol and timestamp), in resolving the other price data. Is there an approximate formula used or something else?