Kurser?

Added by Erik almost 7 years ago

Hej!

Jag får inga kurser. Jag försöker efterfråga kurser på "BULL OMX X4 C"

Public Feed (out): {"cmd":"subscribe", "args":{"t":"depth", "i":"GL5", "m":35}}
Public Feed (out): {"cmd":"subscribe", "args":{"t":"trade", "i":"GL5", "m":35}}
Public Feed (out): {"cmd":"subscribe", "args":{"t":"trading_status", "i":"GL5", "m":35}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}

men får bara heartbeats. Är systemet uppe? Är det någon annan marknad som fungerar eller liknande?

Mvh
Erik


Replies (10)

RE: Kurser? - Added by Nordnet Simon almost 7 years ago

Hej Erik, vi har tyvärr inte kurser för alla marknader i test. Prova marknad 11 som är NasdaqOMX Stockholm.

Observera att det är priser från deras testsystem så det övernstämmer inte med dom verkliga priserna.

RE: Kurser? - Added by Erik almost 7 years ago

Hej

Tack det fungerar bra nu (jag hade gjort en felformatering).

En annan fråga,
Jag får inte Hearbets på private kanalen (bara på public) är det som det skall vara?

Mvh
Erik

RE: Kurser? - Added by Nordnet Simon almost 7 years ago

Det ska komma på båda, jag har själv en testapp upp som får dom.

RE: Kurser? - Added by Erik almost 7 years ago

Hej igen!

Tack för svar. Skulle det vara möjligt att få någon form av meddelande när man formaterar ett meddelande fel?

Sen är kurserna nere nu? Jag fick kurser för Ericsson B (101) på marknad 11 (omx)

Jag får en depth och an trading_status men sen kommer bara heartbeats. I fredags funkade det fint. Finns det någon marknad som fungerar bättre eller är det något annat som är fel?

Public Feed (out): {"cmd":"login", "args":{ "session_key":"<snip>", "service":"NEXTAPI" }}
Public Feed (out): {"cmd":"subscribe", "args":{"t":"depth", "i":"101", "m":11}}
Public Feed (out): {"cmd":"subscribe", "args":{"t":"trading_status", "i":"101", "m":11}}
Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:03:23","bid1":60.10,"bid_volume1":1966,"bid_orders1":5,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":58.50,"bid_volume2":1234,"bid_orders2":1,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":50.00,"bid_volume3":1000,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":0.0000,"bid_volume4":0,"bid_orders4":0,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}
Public Feed (in): {"cmd":"trading_status","args":{"i":"101","m":11,"t":"trading_status","timestamp":"2012-09-25 09:00:00","status":"C","source_status":"Trading"}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
Public Feed (in): {"cmd":"heartbeat","args":{}}
(osv)

RE: Kurser? - Added by Nordnet Simon almost 7 years ago

Hej, det fungerar när jag testar nu.

Jag tror att det är dåligt drag på testmarknaden.

Om man tittar på svaren du fick


Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:03:23","bid1":60.10,"bid_volume1":1966,"bid_orders1":5,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":58.50,"bid_volume2":1234,"bid_orders2":1,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":50.00,"bid_volume3":1000,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":0.0000,"bid_volume4":0,"bid_orders4":0,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}
Public Feed (in): {"cmd":"trading_status","args":{"i":"101","m":11,"t":"trading_status","timestamp":"2012-09-25 09:00:00","status":"C","source_status":"Trading"}}

Så ser du på timestampen att dom feederna uppdaterades idag runt 9:00 när marknaden öppnade. Så vi vet att det kommmit ticks sedan i fredags.

Om timestamp står på idag. Prova att lägg en order i testsystemet och se om den dyker upp i orderdjupet.

RE: Kurser? - Added by Erik almost 7 years ago

Hej!

Ja det kommer upp ordrar i test-systemet om jag lägger nya ordrar, men marknadsdatan hoppar runt konstigt.

Jag har en buy order i marknaden som jag modifierar 3 ggr. svaren till rest clienten och i private feed ser bra ut. Men om man tittar på marknadsdatan ser det knasigt ut. Först får jag en uppdatering att bid1 är 60.95 (min order) att det bara finns en order och volume är 200 (allt ser bra ut). Sen direkt efter så får jag en uppdatering till och där finns den inte med (det finns bara ett bid på 60.10 som består av 5 ordrar med sammanlagd volym 1966). Exakt samma sak händer för alla tre modifieringar..

Se nedanstående log:

executions:
MODIFY BUY TO 60.95
MODIFY BUY TO 61.00
MODIFY BUY TO 60.15

REST responses:
REST Client (in): {"orderID":655370,"resultCode":"OK","orderState":"ON_MARKET","accNo":<snip>,"actionState":"MOD_PEND"}
REST Client (in): {"orderID":655370,"resultCode":"OK","orderState":"ON_MARKET","accNo":<snip>,"actionState":"MOD_PEND"}
REST Client (in): {"orderID":655370,"resultCode":"OK","orderState":"ON_MARKET","accNo":<snip>,"actionState":"MOD_PEND"}

private feed:
Private Feed (in): {"type":"order","data":{"volume":200.0,"price":{"value":60.95},"activationCondition":{"type":"NONE"},"orderID":655370,"accno":<snip>,"instrumentID":{"marketID":11,"identifier":"101","currency":"SEK","isin":"SE0000108656"},"side":"BUY","modDate":1348557631140,"orderState":"ON_MARKET","actionState":"MOD_PEND"}}
Private Feed (in): {"type":"order","data":{"accno":<snip>,"actionState":"MOD_CONF","actionType":"MODIFY","actionStatus":"Confirmed","orderID":655370,"orderState":"ON_MARKET","modDate":1348557631175,*"price":{"value":60.95}*,"instrumentID":{"identifier":"101","marketID":11}}}
Private Feed (in): {"type":"order","data":{"volume":200.0,"price":{"value":61.0},"activationCondition":{"type":"NONE"},"orderID":655370,"accno":<snip>,"instrumentID":{"marketID":11,"identifier":"101","currency":"SEK","isin":"SE0000108656"},"side":"BUY","modDate":1348557631603,"orderState":"ON_MARKET","actionState":"MOD_PEND"}}
Private Feed (in): {"type":"order","data":{"accno":<snip>,"actionState":"MOD_CONF","actionType":"MODIFY","actionStatus":"Confirmed","orderID":655370,"orderState":"ON_MARKET","modDate":1348557631633,*"price":{"value":61.0}*,"instrumentID":{"identifier":"101","marketID":11}}}
Private Feed (in): {"type":"order","data":{"volume":200.0,"price":{"value":60.15},"activationCondition":{"type":"NONE"},"orderID":655370,"accno":<snip>,"instrumentID":{"marketID":11,"identifier":"101","currency":"SEK","isin":"SE0000108656"},"side":"BUY","modDate":1348557632018,"orderState":"ON_MARKET","actionState":"MOD_PEND"}}
Private Feed (in): {"type":"order","data":{"accno":<snip>,"actionState":"MOD_CONF","actionType":"MODIFY","actionStatus":"Confirmed","orderID":655370,"orderState":"ON_MARKET","modDate":1348557632048,"price":{"value":60.15},"instrumentID":{"identifier":"101","marketID":11}}}

public feed
Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:20:31",*"bid1":60.95,"bid_volume1":200,"bid_orders1":1*,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":60.10,"bid_volume2":1966,"bid_orders2":5,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":58.50,"bid_volume3":1234,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":50.00,"bid_volume4":1000,"bid_orders4":1,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}
Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:20:31",*"bid1":60.10,"bid_volume1":1966,"bid_orders1":5*,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":58.50,"bid_volume2":1234,"bid_orders2":1,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":50.00,"bid_volume3":1000,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":0.0000,"bid_volume4":0,"bid_orders4":0,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}
Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:20:31",*"bid1":61.00,"bid_volume1":200,"bid_orders1":1*,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":60.10,"bid_volume2":1966,"bid_orders2":5,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":58.50,"bid_volume3":1234,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":50.00,"bid_volume4":1000,"bid_orders4":1,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}
Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:20:32",*"bid1":60.10,"bid_volume1":1966,"bid_orders1":5*,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":58.50,"bid_volume2":1234,"bid_orders2":1,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":50.00,"bid_volume3":1000,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":0.0000,"bid_volume4":0,"bid_orders4":0,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}
Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:20:32",*"bid1":60.15,"bid_volume1":200,"bid_orders1":1*,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":60.10,"bid_volume2":1966,"bid_orders2":5,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":58.50,"bid_volume3":1234,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":50.00,"bid_volume4":1000,"bid_orders4":1,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}
Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:20:32",*"bid1":60.10,"bid_volume1":1966,"bid_orders1":5*,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":58.50,"bid_volume2":1234,"bid_orders2":1,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":50.00,"bid_volume3":1000,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":0.0000,"bid_volume4":0,"bid_orders4":0,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}

RE: Kurser? - Added by Erik almost 7 years ago

(jag lade in * i texten för att försöka göra delar i bold för att tydliggöra, men det verkade inte funka, bortse från dessa, de hör inte till loggen)

RE: Kurser? - Added by Nordnet Simon almost 7 years ago

Det stämmer. Din modifiering gör att ordern försvinner från "gamla" nivån i orderdjupet först, sen adderas den till det nya.

Nedan har din order kommit in på 60.95


Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:20:31",*"bid1":60.95,"bid_volume1":200,"bid_orders1":1*,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":60.10,"bid_volume2":1966,"bid_orders2":5,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":58.50,"bid_volume3":1234,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":50.00,"bid_volume4":1000,"bid_orders4":1,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}


Din modifiering har nått marknaden dom tar bort den på 60.95 nivån

Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:20:31",*"bid1":60.10,"bid_volume1":1966,"bid_orders1":5*,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":58.50,"bid_volume2":1234,"bid_orders2":1,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":50.00,"bid_volume3":1000,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":0.0000,"bid_volume4":0,"bid_orders4":0,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}

Och lägger in den på nya nivån 61.00


Public Feed (in): {"cmd":"depth","args":{"i":"101","m":11,"t":"depth","tick_timestamp":"2012-09-25 09:20:31",*"bid1":61.00,"bid_volume1":200,"bid_orders1":1*,"ask1":0.0000,"ask_volume1":0,"ask_orders1":0,"bid2":60.10,"bid_volume2":1966,"bid_orders2":5,"ask2":0.0000,"ask_volume2":0,"ask_orders2":0,"bid3":58.50,"bid_volume3":1234,"bid_orders3":1,"ask3":0.0000,"ask_volume3":0,"ask_orders3":0,"bid4":50.00,"bid_volume4":1000,"bid_orders4":1,"ask4":0.0000,"ask_volume4":0,"ask_orders4":0,"bid5":0.0000,"bid_volume5":0,"bid_orders5":0,"ask5":0.0000,"ask_volume5":0,"ask_orders5":0}}

RE: Kurser? - Added by Erik almost 7 years ago

Ah, tackar för förklaringen!

Två frågor som följd;
Gäller denna modell för alla marknader eller är det beroende på vilken marknad ordern exekveras på?
Är det ok att modifiera ordrar innan det har kommit en ack på att den första modifieringen exekverats?

Mvh,
Erik

RE: Kurser? - Added by Nordnet Simon almost 7 years ago

Gäller denna modell för alla marknader eller är det beroende på vilken marknad ordern exekveras på?

Det beror på marknad men jag har för mig att det fungerar så för alla dom nordiska marknaderna just nu.

Under hösten byter Oslo Börs system så det kan ändra sig.

Är det ok att modifiera ordrar innan det har kommit en ack på att den första modifieringen exekverats?

Det beror på:
- Om marknaden är stängd och vi inte skickar order modifieringen till marknaden går det bra.
- Om Nordnet fått svar från marknaden men svaret inte hunnit ut till dig så går det bra.
- Om Nordnet skickat ordern till marknaden och inte hunnit fått svar så kommer du få en reject.

(1-10/10)