terryww2
04 Aug 2021, 15:21

We were thinking about taking the IP, but will go of course with your suggestion. Thank you.

terryww2
04 Aug 2021, 15:20

Thank you very much for the explanation and quick response!

terryww2
04 Aug 2021, 15:09

What would be the best practice for algotrading program colocated in Equinix that connects via FIX API to your servers? Do we have to update the host every Week?

terryww2
04 Aug 2021, 15:06

When comparing EURRON to other FX pairs, the market depth is very different (a few different layers of depth (going to 40M) vs one layer for EURRON of depth 9T). Looking at some stocks I see the same pattern - one layer of depth with 9T. OK, so we can expect INT64 for volume. Thanks!

terryww2
04 Aug 2021, 14:22

RE:

Thansk for the quick response!

Hi terryww2,

we'd expect to first get order book snapshot and then updates (ticks)

Why would you expect this? Is it documented somewhere that it will work this way?

You're right, it's not documented. I assumed that's the workflow - first OB snapshot, then updates. OK, so that's not the case, thanks.

  Also the field MDEntrySize (271) isn't documented for 35=5 for some reason.

 35=5 is the logout message. Why would you expect a 271 tag?

Sorry for the typo, I meant 35=W. As you see in the last message, there's a 271 field, but not in the documentation for 35=W.

terryww2
04 Aug 2021, 14:19

RE:

Thanks for the answer. If we run an application that connects to cTrader servers via the FIX API, e.g. a trading/analysis app, how can we then get the proxy with the latest latency without opening cTrader GUI/web instance (where we usually get FIX API info)?

terryww2
28 May 2019, 09:40

Hi,

sorry, the timeline on the graph is not linear - Saturdays are left out - my mistake. As I zoom in I see now that apparently the market opens every Sunday at 9pm (UTC+0). I expected Mo 0AM - Fr 9PM.

Thanks!

terryww2
27 May 2019, 16:16

+1

terryww2
21 Mar 2019, 15:07

If tag 44 (price) is required, does this mean setting take profit is now available via FIX (position is opened and we send opposite limit order with price set for this position = take profit order)? Or what's the significance of setting the price tag when closing the position with a limit order?

terryww2
21 Mar 2019, 14:43

Also when closing the position with NewOrderSingle request is the tag 44 (price) relevant at all? From what I read in the forum setting take profit is not available via FIX. As I understand the positions can only be closed with NewOrderSingle, opposite position, same volume and when the server sees the request, it opens an order using current bid or ask price (at the time the request reaches the server) making the tag 44 irrelevant. Can you confirm this?

terryww2
21 Mar 2019, 14:10

Concerning the 2nd point what FIX event can we expect? From the docs we'd expect ExecutionReport with ExecType=F (trade) and OrdStatus=1 (partially filled). Is this the case?

Thanks for the fast reply!

terryww2
14 Mar 2019, 11:32

Thanks for the quick answer. Regarding partially filled market order - isn't market order by definition always filled whole? I'd imagine a buy market order would be partially filled only if there are not enough sell (ask) limit orders in the orderbook.

terryww2
25 Feb 2019, 08:50

We were able to connect to Pepperstone again by setting the custom password for the FIX connection in cTrader. Which leads us to belive that with the update our custom password which we have setup Weeks ago, was overwritten.

terryww2
25 Feb 2019, 08:30

We can't connect to Pepperstone at all: 'Cannot logon: after sending the initial Logon message the telecommunication link error is detected (closed by the counterpart).'

terryww2
22 Feb 2019, 15:55

After connecting to Pepperstone's h9.p.ctrader.com (as checked with cTrader->settings->FIX) we again get link errors:

1. 'Cannot logon: after sending the initial Logon message the telecommunication link error is detected (closed by the counterpart).'

2. 'Cannot logon: the first inbound message is not an acknowledgment Logon ( 8=FIX.4.4 9=134 35=5 49=cServer 56=pepperstone.x 34=2 50=QUOTE 57=Quote 52=20190222-13:51:10.245 58=InternalError: Authentication took too long 10=066 ).'   

terryww2
22 Feb 2019, 14:26

We're again seeing the following link erorros with Pepperstone, connected to h35.p.ctrader.com: System error code 111, 62 and 104.

terryww2
21 Feb 2019, 10:09

We have now logged into cTrader web and updated our connection info. We can connect to FxPro again. Seems like getting the list of your proxies from brokers and going through the list on connection error every time is the only reliable way for us to stay connected.

terryww2
21 Feb 2019, 08:42

Hi.

A day ago we detected such errors also for FxPro and FxPig. Any updates on that?

Kind regards

terryww2
19 Feb 2019, 09:39

Especially concerning to us is that after such link error even after 30s we cannot reconnect as we get sys code error 104 or 62.

terryww2
15 Feb 2019, 18:59

That info helps a lot. Thank you!

Kind regards