SPMIB 1!-IDM via desktop API -- missing bids/asks

[BBOXMAN]

I understand this isn't currently supported in the 10.4 line (or rather, that the handling here is definitely buggy -- transactions are reported, bids/asks aren't).

This used to be supported under 10,3 (specifically, build 1491).

Making changes that aren't reverse-compatible forces developers, such as myself, to carefully consider the use of the API and eSignal versions.

It is very difficult to use eSignal Desktop API In a production environment when features are broken between versions, and official eSignal support doesn't even acknowledge said break.

eSignal is a very small part of large software system I'm using. I'll be sticking to 10.3.1491 in preference to manual updates of expiry months or deducing expiry for each symbol (which isn't that simple -- requires logic to deal with holidays on each specific exchange). I am seriously considering spending some of my time to find a feed that doesn't break features between version releases.

Ben

[zigglzworth]

Updating

Hi,

Can someone please explain to me how symbol bid asks are updated on esignal side when being requested by the API?

Are these updated live in real time?

When I request a number of symbols to which I am limited to per request, what happens on the esignal side? is there a cache?

what happens when I ask for a different set of symbols in a future request?

what is the best way to request symbol bids and asks if I do not need them to stream but rather just a quote in real time for the second in which I ask them?

Thank you.

[AChan]

Real Time Streaming updates are sent from the DataManager when you subscribe to a symbol via the Desktop API (RequestSymbol sym, True) method. Updates for a particular symbol will continue to come unless you call the ReleaseSymbol method for that symbol.

To obtain only a snapshot of the real-time data, you can call the (RequestSymbol sym, False) method.

[zigglzworth]

bid asks not updated

Hello,

I am having a problem where I ask for two options symbols in one request but I am getting bid/ask data for one of them in real time and the other from sometime in the past (maybe 10 seconds or a few minutes ago) . I am getting snapshots of these symbols.

Such a request is usually placed following a request for more in one request symbols moments before.

What may be causing this error?

Thank you.

[AChan]

My understanding is that you are calling the eSignal.RequestSymbol method with the False argument to obtain snapshot data for options contract. The request should be sent one symbol at a time. I am not sure if I understand the issue you are having, can you illustrate an example.

Also, can you tell us which version of eSignal you are running and it's build number?

[zigglzworth]

Hi,

Can you please explain to me what the meaning of the 2500 symbol i-net limit is.

I understood it means we are allowed to request only 2500 symbols per connection but what exactly does this mean?

Is it that we are only allowed 2500 symbols per minute ? or per [some unit of time] ?

what happens if we request over the limit?

your help on this matter would be greatly appreciated.

thank you.

[AChan]

The 2500 symbol limit applies to real-time streaming from within the eSignal application only.

An application developed with the Desktop API can only make and process requests for about 50-100 symbols at a time. This depends on system resources, internet connection and the types of symbols you are requesting.

[zigglzworth]

I see, but in our case we are not streaming quotes we are only taking snapshots.

so the question is:

How many snapshots can we take at in say a minute are these quotes real-time (at the time they are requested of course)?

When you say "50-100 symbols at a time" what do you mean? does this apply only for streaming quotes? if we release the symbols and clear the cache can we request another 50-100 regardless of whether it was done in under a minute?

Also, with options symbols which do not have as much data fields as stock symbols do, is it possible to request more symbols at a time?

Thanks.

[AChan]

The snapshot feature of the eSignal Desktop API is not intended to be a substitute for the real-time streaming of data. While the snapshot feature does provide the most current tick for a symbol, it is not designed or intended to be used in a rapid manner to simulate streaming. Doing so will result in a disruption of services.


The 50-100 symbol limit for the eSignal Desktop API applies to the maximum number of real-time streaming symbols regardless of a user's maximum symbol limit.

If you need to have all the real-time updates for a symbol then you should use the streaming feature. If you do not need to receive a stream of updates, but only need to get the latest tick, then the snap feature is appropriate. However, keep in mind that making a rapid succession of snap requests will cause a service disruption.
To be safe you should limit your requests to one snap shot per second.

[zigglzworth]

Can you please define what a "service disruption" is? I want to make sure that we recognize this so as to avoid it.

Also, are there any API related updates with the new esignal software released the other day?

Thank you.

[AChan]

We can suspend services to 3rd party users/products should we notice abusive use of the snapshot feature of the API product. That's what we mean by disruption of services.

On a separate note, there are no Desktop API feature updates in regards to the most recent release of eSignal 10.5.

[zigglzworth]

No problem we are making sure not exceed any limits esignal has given.

On a separate note:

Is it possible that for some reason a requested snapshot quote may be delayed or are all quotes current to the time requested?

[AChan]

Unless your eSignal account is delayed or if the instrument is sparsely traded, the snapshot quote should be current.

[zigglzworth]

I see thank you.

On another question:

What is the easiest way to get the open interest on a symbol via the API?

We have tried to use the GetBar() methods but are not sure we are using them correctly.
Also we are only desiring the open interest value and no other value.

Thank you.

[AChan]

The Desktop API does not support the retrieval of Open Interest programmatically. For further support of the Desktop API, you may email us at [email protected]