Search found 66 matches

by SuperDriveGuy
Fri Aug 16, 2019 1:38 pm
Forum: Bookmap API
Topic: Cross instrument trading pair
Replies: 14
Views: 12530

Re: Cross instrument trading pair

Hi AndreyR,
  How about the workaround you were mentioning, did that work for you?
Thanks
by SuperDriveGuy
Fri Aug 16, 2019 1:29 pm
Forum: Bookmap API
Topic: Demo strategies: QuotesDelta Indicator
Replies: 35
Views: 75802

Re: Demo strategies: QuotesDelta Indicator

Hi Serg,   Is it possible to export the Quotes data in the same way that I can export the trades data to a csv. Basically it would be interesting to see the effect of Quotes being added and pulled with Time/Price/Size, exactly like the trades data. It is being displayed in the Quotes delta column, s...
by SuperDriveGuy
Fri Aug 16, 2019 9:15 am
Forum: Bookmap API
Topic: Cross instrument trading pair
Replies: 14
Views: 12530

Re: Cross instrument trading pair

Hi AndreyR,
   I just went through the release notes. Looks like there have been many changes recently to the cross pair trading area.

  I am on a closed beta build 7.1.1b32. Do you think, the issue might have been fixed in the latest 7.1 build 16?

Thanks




 
by SuperDriveGuy
Wed Aug 14, 2019 7:50 am
Forum: Bookmap API
Topic: Cross instrument trading pair
Replies: 14
Views: 12530

Re: Cross instrument trading pair

Hi AndreyR,
  I read your post before you edited it.

 It needs to be confirmed whether the strategy is placing orders in the "major" or the "minor" instrument. In my case, its always places in the "major" instrument.

Thanks
by SuperDriveGuy
Tue Aug 13, 2019 8:10 pm
Forum: Bookmap API
Topic: Cross instrument trading pair
Replies: 14
Views: 12530

Re: Cross instrument trading pair

Hi AndreyR,   I tried this on replay and it does NOT move/cancel the order for the "minor" instrument. I tried the same replay(same date/time) for the "major" and it works fine ie moves/cancels the order.   In your example you should confirm whether the order was placed in the "major" or "minor" ins...
by SuperDriveGuy
Tue Aug 13, 2019 7:45 pm
Forum: Bookmap API
Topic: Cross instrument trading pair
Replies: 14
Views: 12530

Re: Cross instrument trading pair

Thanks AndreyR,

  Much appreciated. I have "unchecked" the "enable" for the minor instrument. I will confirm, how I get along.

Regards
by SuperDriveGuy
Tue Aug 13, 2019 9:26 am
Forum: Bookmap API
Topic: Cross instrument trading pair
Replies: 14
Views: 12530

Re: Cross instrument trading pair

    I am aware that this strategy has no idea about cross instrument trading, and that was my question. Since it is available in a cross-instrument trading context, it seems odd that its not applied. The reason for raising this support ticket was to find out how to go about making it "cross-instrume...
by SuperDriveGuy
Tue Aug 13, 2019 9:20 am
Forum: Bookmap API
Topic: Cross instrument trading pair
Replies: 14
Views: 12530

Re: Cross instrument trading pair

Hi AndreyR,
  Thanks for the feedback.

  I am aware of the strategies use and their code, what I don't know is  "How to use the data from one instrument, to place trades on another instrument".

  If you can point me towards a code snippet or example, it will be much appreciated!

Thanks
by SuperDriveGuy
Wed Aug 07, 2019 10:03 am
Forum: Bookmap API
Topic: Cross instrument trading pair
Replies: 14
Views: 12530

Re: Cross instrument trading pair

Hi AndreyR,
    Did you manage to see the issue I was highlighting?
Thanks
by SuperDriveGuy
Mon Jul 29, 2019 9:11 am
Forum: Bookmap API
Topic: Cross instrument trading pair
Replies: 14
Views: 12530

Cross instrument trading pair

Hi,   Whilst trading the cross instrument trading pair, the api plugin escape seems to be using the data of the "minor" instrument.   These plugins need to enabled on a instrument basis, so If one enables it on the "major" instrument, it does NOT get applied to the "minor" one. if one enables this a...