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PostPosted: Mon Apr 27, 2009 7:15 am 
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Posts: 21
Hi there,

I'm having problem to connect OQ with XTAPI for Asian futures contracts
I'm using XTrader Pro with XTAPI ver 7.4.1.3
and connecting OQ to TT via VPN
I've watch the video but still no use
(http://www.smartquant.com/forums/viewtopic.php?t=5761)

if I connect to CME product, it works ok
however, if I want to connect to Kospi which is under FIX-B in TT (FIX-B KSE KSE 11Jun09) I can't get any data
It's also cannot works for every other Asian futures products

I attached the Console Output
Code:
TT API 4/27/2009 12:01:43 PM OnStatusUpdate: Text=XT Connected HintMask=1
TT API 4/27/2009 12:01:43 PM OnStatusUpdate: Text=Login Update HintMask=4
TT API 4/27/2009 12:01:43 PM OnStatusUpdate: Text=XT Defaults Updated HintMask=8
TT API 4/27/2009 12:01:43 PM OnStatusUpdate: Text=XT Available HintMask=32
TT API 4/27/2009 12:01:43 PM OnOrderFillBlockStart
TT API 4/27/2009 12:01:43 PM OnOrderFillBlockEnd
TT API 4/27/2009 12:01:43 PM OpenQuant Ver(1.0.3383.28762), Using XTAPI 7.4.1.3
TT API 4/27/2009 12:01:43 PM OnStatusUpdate: Text=Currency Table Updated HintMask=128
TT API 4/27/2009 12:01:44 PM OnOrderFillBlockStart
TT API 4/27/2009 12:01:44 PM OnOrderFillData - Unknown SiteKey=0313VJ004
TT API 4/27/2009 12:01:44 PM OnOrderFillData - Unknown SiteKey=0313VJ029
TT API 4/27/2009 12:01:44 PM OnOrderFillData - Unknown SiteKey=0313VJ032
TT API 4/27/2009 12:01:44 PM OnOrderFillBlockEnd
TT API 4/27/2009 12:01:44 PM OnOrderFillBlockStart
TT API 4/27/2009 12:01:44 PM OnOrderFillData - Unknown SiteKey=0313VJ034
TT API 4/27/2009 12:01:44 PM OnOrderFillData - Unknown SiteKey=0313VJ036
TT API 4/27/2009 12:01:44 PM OnOrderFillData - Unknown SiteKey=0313VJ002
TT API 4/27/2009 12:01:44 PM OnOrderFillBlockEnd
TT API 4/27/2009 12:01:57 PM OnNotifyQuoteNotFound: SeriesKey=HKFE HSI FUTURE
TT API 4/27/2009 12:01:57 PM OnNotifyTradeNotFound: SeriesKey=HKFE HSI FUTURE
TT API 4/27/2009 12:01:58 PM OnNotifyQuoteNotFound: SeriesKey=KSE FUTURE
TT API 4/27/2009 12:01:58 PM OnNotifyTradeNotFound: SeriesKey=KSE FUTURE
TT API 4/27/2009 12:02:06 PM OnNotifyQuoteNotFound: SeriesKey=OSE JNI FUTURE
TT API 4/27/2009 12:02:06 PM OnNotifyTradeNotFound: SeriesKey=OSE JNI FUTURE


Then after that I tried to connect using TTFIX but I cannot connect at all,
I've read the discussion about TTFIX here
http://www.smartquant.com/forums/viewtopic.php?t=6383
and it seems that I have the same problem using TTFIX
no message flow at all with TTFix even I already enabled OrderOutputEnabled and PriceOutputEnabled

Anybody knows why?
I also read this
http://www.smartquant.com/forums/viewtopic.php?t=6758
and I don't understand

Do i need to install special thing in order to get TTFIX works?

Many thanks for any help


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PostPosted: Mon Apr 27, 2009 10:56 am 
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Posts: 1478
Hi,

Quote:
TT API 4/27/2009 12:01:57 PM OnNotifyQuoteNotFound: SeriesKey=HKFE HSI FUTURE
TT API 4/27/2009 12:01:57 PM OnNotifyTradeNotFound: SeriesKey=HKFE HSI FUTURE
TT API 4/27/2009 12:01:58 PM OnNotifyQuoteNotFound: SeriesKey=KSE FUTURE
TT API 4/27/2009 12:01:58 PM OnNotifyTradeNotFound: SeriesKey=KSE FUTURE
TT API 4/27/2009 12:02:06 PM OnNotifyQuoteNotFound: SeriesKey=OSE JNI FUTURE
TT API 4/27/2009 12:02:06 PM OnNotifyTradeNotFound: SeriesKey=OSE JNI FUTURE


These messages mean that there are no such products on broker side or you instrument's configuration is incorrect.
TT API requires the following fields of instrument:
symbol, exchange, instrument type, maturity.
(f.ex., in TT Demo environment, ES, TTSIM, Future, 01-Sep-2006)

Did you configure these fields properly?

About TT FIX...
By default, this plugin is configured to work with TT Demo Environment, but in real life you need to setup all required fields of the plugin, such as SenderCompID, TargetCompID, host, port, etc... These settings you may receive from your broker.

Regards,
Alex

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PostPosted: Mon Apr 27, 2009 11:11 am 
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Joined: Fri Apr 17, 2009 6:24 am
Posts: 21
Quote:
These messages mean that there are no such products on broker side or you instrument's configuration is incorrect.
TT API requires the following fields of instrument:
symbol, exchange, instrument type, maturity.
(f.ex., in TT Demo environment, ES, TTSIM, Future, 01-Sep-2006)


yes, I did configure the products according to TT symbol
so for Kospi it's
Symbol: KSE KSE
Exchange: FIX-B
Type: Futures
Maturity:11-Jun-2009

for Hang Seng futures it's:
Symbol: HKFE HSI
Exchange: FIX-A
Type: Futures
Maturity:29-Apr-2009

still not working though


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PostPosted: Mon Apr 27, 2009 11:25 am 
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Posts: 1478
Hmm..

Are you able to get quotes for these instruments in XTrader app?

Regards,
Alex

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PostPosted: Mon Apr 27, 2009 11:38 am 
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Posts: 21
yes i am able to see the price data on my TT, I also able to get the data of those products (bid,ask,last price) using Xtrader API (connect link to Excel)
the only thing not working is if I want to get it connect with OQ

any idea why?


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PostPosted: Mon Apr 27, 2009 12:04 pm 
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Well, could you post here a couple of screenshots?
Instrument settings from OQ(Properties Window) and the same product in XTrader Market Explorer

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PostPosted: Mon Apr 27, 2009 12:27 pm 
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Posts: 21
here u go


Attachments:
OQ1.JPG
OQ1.JPG [ 215.09 KiB | Viewed 9605 times ]
Market explorer 1.JPG
Market explorer 1.JPG [ 44.02 KiB | Viewed 9605 times ]
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 Post subject:
PostPosted: Mon Apr 27, 2009 12:49 pm 
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Please, try Symbol=FIX-B KSE KSE

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 Post subject:
PostPosted: Mon Apr 27, 2009 1:00 pm 
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Joined: Fri Apr 17, 2009 6:24 am
Posts: 21
still the same
i've tried it for HSI and Nikkei which is still open at this hour and the same message came out -> OnNotifyQuoteNotFound: SeriesKey=FIX_A HKFE HSI FUTURE


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PostPosted: Mon Apr 27, 2009 1:25 pm 
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I have found a reason of the problem.
There are two ways in the plugin to convert OQ instrument to TT one.

For example,

first(standard) way:
OQ: symbol=ES, Maturity=01-Sep-2006
TT: product=ES, contract=SEP06

second(non-standard) way:
OQ: symbol=ES XXX, Maturity=01-Sep-2006
TT: product=ES, contract=XXX (Maturity field is ignored)

In the second way, TT API plugin ignores Maturity field of OQ instrument, because the symbol contains <space> character. This way was added, because 'contract' field may have the different values(not expiration date only).

In your situation, symbol is 'KSE KSE', therefore the plugin means that the product is KSE, contract is KSE and ignores Maturity as well.

Regards,
Alex

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PostPosted: Mon Apr 27, 2009 1:37 pm 
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Joined: Fri Apr 17, 2009 6:24 am
Posts: 21
ic what you mean,

so do you have anyway so that OQ recognize the space as the symbol as well?
because certainly I can't change TT symbol itself

Thanks


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PostPosted: Mon Apr 27, 2009 1:51 pm 
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Right now, there is no way to change anything at this point.
But, we can add a parameter to TT API plugin that will represent a product-contract character separator. This will allow to change the separator from the <space> char to another one.

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PostPosted: Mon Apr 27, 2009 2:08 pm 
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Joined: Fri Apr 17, 2009 6:24 am
Posts: 21
ok so it's means that i need to wait OQ to change the TT API Plugin
do you know when can I expect the change to be realized?

as right now i'm using OQ under 30 days trial license, (so not many days left before i need to decide whether OQ could be used to trade asian futures contracts)

Thanks very much for your help


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PostPosted: Mon Apr 27, 2009 2:22 pm 
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I will try to have time to make this change today or tomorrow and send you an updated version of TT API plugin. Please, contact me directly via email.

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PostPosted: Tue Apr 28, 2009 8:16 am 
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i've sent the email already ^^


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