Large Trade Alert

[lnszmjhe]

Hello
I use the "Large Trade Alert" component for the B3 market feed in Brazil from Cedro Crystal MBO.
I made a program to monitor all trades that go through onTrade().
I notice that some orders that the "Large Trade Alert" displays in its warning are not detected in my program, is there any technical explanation for this or is there an error in my program?
Because in onTrade() I am paying all entries without any filters.

[Andry API support]

A large trade may involve multiple executions. Please keep an eye on
TradeInfo#isExecutionStart and isExecutionEnd and then join all of those together.

[lnszmjhe]

Where can I find documentation explaining these and other fields?
I don't know what TradeInfo#isExecutionStart and isExecutionEnd represent, just by deduction I can infer something, but it's not exact, I could be wrong.

[Andry API support]

Please see the quick guide to demo strategies
https://github.com/BookmapAPI/DemoStrategies
Then, please take a look at this example
https://github.com/BookmapAPI/DemoStrat ... story.java
This addon has onTrade method which has TradeInfo argument.
When an order execution starts tradeInfo.isExecutionStart flag has `true` value and when it ends tradeInfo.isExecutionEnd flag has `true` value.
UPDATE
You can unzip javadoc from bm-l1api-javadoc.jar (Core API) and bm-simplified-api-wrapper-javadoc.jar (Simplified API) files that are in the Bookmap\lib in the program folder.

[lnszmjhe]

Andry,
for the Brazilian market, Cedro Crystal MBO feed, is there any particularity for the tradeInfo.isExecutionStart and tradeInfo.isExecutionEnd fields?
In my program, the onTrade() event always returns tradeInfo.isExecutionEnd as false.
 

[lnszmjhe]

I reviewed my code, and this field tradeInfo.isExecutionEnd actually always returns a false value.
I would appreciate if support can confirm this.
And if there is any other way to obtain this information, please inform me.
 

[lnszmjhe]

Can someone from support tell me about this, please?

[Andry API support]

Sorry for a delayed response, we are checking it and will let you know.

[Andry API support]

Hi,
I subscribed to Winj24 and what I got were trades, 2 lines per trade (these are small trades)

Code: Select all

20240318 12:30:28.324(UTC) INFO: .aggressorOrderId 1618@@@		.passiveOrderId 120@@@783016205145		.isExecutionStart true		.isExecutionEnd false
20240318 12:30:28.325(UTC) INFO: .aggressorOrderId null		.passiveOrderId null		.isExecutionStart false		.isExecutionEnd true
20240318 12:30:28.325(UTC) INFO: .aggressorOrderId 1618@@@		.passiveOrderId 1618@@@783016205147		.isExecutionStart true		.isExecutionEnd false
20240318 12:30:28.325(UTC) INFO: .aggressorOrderId null		.passiveOrderId null		.isExecutionStart false		.isExecutionEnd true
20240318 12:30:28.325(UTC) INFO: .aggressorOrderId 1618@@@		.passiveOrderId 72@@@783016205163		.isExecutionStart true		.isExecutionEnd false
20240318 12:30:28.325(UTC) INFO: .aggressorOrderId null		.passiveOrderId null		.isExecutionStart false		.isExecutionEnd true

All follow the same pattern
1) a line indicating the start of execution
2) a line indicating the end of execution - does not contain order ids, contains null values instead
Please check.

[lnszmjhe]

Andry,
please, can you please share the code you used to extract this information?
I would appreciate it if you could do that.
Thanks.