Duplicate T&S Data

[Guest]

From a user:

"since each TS data line consists of either Bid/Ask info or Price/Size info on one line but not both... and we need both on each line.

so let me tell you what we want and maybe you can tell us which is the best way to go...

What we want is the following info on each data line with NO DUPLICATIONS OF DATA STRUCTURES

TIME, SYMBOL, PRICE, TRADESIZE, BID, ASK... "


If you want everything on one line, but don't want duplicate trades, the result is that you only want trades.

You should be checking DataType in the structure for tsdTrade. It is likely a binary flag, so test it using unary AND. If (DataType & tsdTrade) etc.


In another problem, COM exception, might be caused because you are not doing:

Private Sub FillTS()
Dim lNumBars, lNumRtBars, lBar, lDiff As Long
Dim item As IESignal.TimeSalesData
item = new IESignal.TimeSalesData

Is lLastRtCount initialized properly to 0 somewhere?

[chrisjames]

Code Breaks Still

'Still breaks in sub FILLTS on this line... attached doc shows error
'item = esignal.GetTimeSalesBar(lTsHandle, lBar)

'****************************
Dim WithEvents esignal As IESignal.Hooks
Dim sLastSymbol As String
Dim lTsHandle As Long
Dim lLastTsCount As Long
Dim lLastTsRtCount As Long
Private Sub ReleaseTS()
If lTsHandle <> 0 Then
esignal.ReleaseTimeSales lTsHandle
lTsHandle = 0
lLastTsCount = 0
End If
End Sub

Private Sub cmdRelease_Click()
ReleaseTS
End Sub

Private Sub cmdRequest_Click()
Dim sSymbol As String

sSymbol = edtSymbol.Text
Trim (sSymbol)

If sSymbol = "" Then
Exit Sub
End If

ReleaseTS

Dim tsFilter As IESignal.TimeSalesFilter
tsFilter.sSymbol = sSymbol
tsFilter.bQuotes = True
tsFilter.bTrades = True
tsFilter.lNumDays = 1
tsFilter.bFilterPrice = False
tsFilter.bFilterVolume = False
tsFilter.bFilterQuoteExchanges = False
tsFilter.bFilterTradeExchanges = False

list.Clear

lTsHandle = esignal.RequestTimeSales(tsFilter)

End Sub
Private Sub Form_Load()
Set esignal = New IESignal.Hooks
lTsHandle = 0
lLastTsCount = 0
esignal.SetApplication ("chrisjames")
End Sub
Private Sub Form_Unload(Cancel As Integer)
ReleaseTS
Set esignal = Nothing
End Sub

Private Sub esignal_OnTimeSalesChanged(ByVal lHandle As Long)
FillTS
End Sub

Private Function FormatTS(item As TimeSalesData)
Dim sRet As String

If item.DataType = tsdNA Then
sRet = "NA"
Else
sRet = Str$(item.dtTime)

If item.DataType = tsdTRADE Then
sRet = sRet + ", Trade"
ElseIf item.DataType = tsdBID Then
sRet = sRet + ", Bid"
ElseIf item.DataType = tsdASK Then
sRet = sRet + ", Ask"
End If

sRet = sRet + ", " + Str$(item.dPrice)
sRet = sRet + ", " + Str$(item.lSize)
sRet = sRet + ", " + item.sExchange
End If

FormatTS = sRet

End Function

Private Sub FillTS()
Dim lNumBars As Long, lNumRtBars As Long, lBar As Long, lDiff As Long
Dim item As IESignal.TimeSalesData

lLastTsRtCount = 0

' only showing realtime bars.
lNumRtBars = esignal.GetNumTimeSalesRtBars(lTsHandle)
lNumBars = esignal.GetNumTimeSalesBars(lTsHandle)

' how many new bars since last time?
lDiff = (lNumRtBars - lLastTsRtCount) * -1

For lBar = lDiff + 1 To 0
item = esignal.GetTimeSalesBar(lTsHandle, lBar)
sBar = FormatTS(item)
list.AddItem sBar, 0
Next lBar

lLastTsRtCount = lNumRtBars

End Sub

[Guest]

Looks like you need to add this line of code:

item = new IESignal.TimeSalesData

[sthornington]

You could also try:

Set item = esignal.GetTimeSalesBar(lTsHandle, lBar)

[chrisjames]

No Joy

Per Robi...
If i add item = new IESignal.TimeSalesData...
I get an error 'invalid use of new keyword'

Per Simon...
If add set to "item = esignal.GetTimeSalesBar(lTsHandle, lBar)
I get error "Object required"

As a reminder - ALL the code i posted is the sample code supplied from your file share TsSample Project.ZIP...

cj

[chrisjames]

tsSample still breaking

After having tried this on a completely separate computer, with identical results, it begins to appear that there may be firewall issues, which allow YOU to run this code properly, but not me.

REMINDER: We're using VB6. We've tried it on two completely different computers with exactly the same results.

Just to clarify matters, yes, lLastRtCount is initialized properly to 0 in the form_load event.

item = new IESignal.TimeSalesData is not a valid use of the "New" keyword. For new IESignal, our only intellisense option is "iHooks".

Since 'item' is dimmed as IESignal.TimeSalesData, it is not an object, so you can't "Set" it.

The error code we're getting is "Run-time error '-2147023898 (800703e6)': Method GetTimeSalesBar of object 'iHooks' failed".

A search on Google reveals that this may be a problem with DHCP
and DNS settings -- we can't access the data. I have put the recommended link at the bottom of this post.

Thanks,

Chris

http://support.microsoft.com/default.aspx?scid=kb;[LN];320697

[Guest]

Ah ha! Now we are getting somewhere. I keep running the sample and not having any problems at all, so it was hard to solve to the problem when I couldn't replicate it.

Are you getting T&S data in eSignal if you open a T&S window?

Reference this page to configure your firewall to work with eSignal. In short, you should have ports 2189-2196 open.

The set and new commands were for VB.NET.

Let me know if this does the trick.

[chrisjames]

OK

Yes i have some T&S windows open and running in my eSignal app right now for MSFT and IBM.

ok... i will make the port changes, re-run the code and report back... thanks...

cjames

[chrisjames]

Color Me Frustrated

I am a home PC user (with no network and no corporate firewall) but i do have Norton Internet Security which i completely disabled and then tried to run the code again and it broke on the same line...

when i use the eSig app i run T&S windows just fine all day...

we also have no problem running the GetBasicQuote code just fine but not this T&S code which access a different server - the T&S server right?

what now..?

cjames...

[sthornington]

Hi,

Could you please post some debug output with respect to the values of lHandle and lTsHandle inside OnTimeSalesChanged ?

Thanks,

Simon.

[chrisjames]

Debug Output Posted

item = esignal.GetTimeSalesBar(lTsHandle, lBar) ** breaks here

First Debug...

ltsHandle = 17
lBar = -913

run code again...
Second Debug...

ltsHandle = 19
lBar = -14995


*********************
Dim WithEvents esignal As IESignal.Hooks
Dim sLastSymbol As String
Dim lTsHandle As Long
Dim lLastTsCount As Long
Dim lLastTsRtCount As Long


Private Sub ReleaseTS()
If lTsHandle <> 0 Then
esignal.ReleaseTimeSales lTsHandle
lTsHandle = 0
lLastTsCount = 0
End If
End Sub

Private Sub cmdRelease_Click()
ReleaseTS
End Sub

Private Sub cmdRequest_Click()
Dim sSymbol As String
sSymbol = edtSymbol.Text
Trim (sSymbol)

If sSymbol = "" Then
Exit Sub
End If

ReleaseTS

Dim tsFilter As IESignal.TimeSalesFilter
tsFilter.sSymbol = sSymbol
tsFilter.bQuotes = True
tsFilter.bTrades = True
tsFilter.lNumDays = 1
tsFilter.bFilterPrice = False
tsFilter.bFilterVolume = False
tsFilter.bFilterQuoteExchanges = False
tsFilter.bFilterTradeExchanges = False

list.Clear

lTsHandle = esignal.RequestTimeSales(tsFilter)

End Sub

Private Sub Form_Load()
Set esignal = New IESignal.Hooks
lTsHandle = 0
esignal.SetApplication ("username")

End Sub


Private Sub Form_Unload(Cancel As Integer)
ReleaseTS
Set esignal = Nothing
End Sub

Private Sub esignal_OnTimeSalesChanged(ByVal lHandle As Long)
FillTS
End Sub

Private Function FormatTS(item As TimeSalesData)
Dim sRet As String

If item.DataType = tsdNA Then
sRet = "NA"
Else
sRet = Str$(item.dtTime)


If item.DataType = tsdTRADE Then
sRet = sRet + ", Trade"
ElseIf item.DataType = tsdBID Then
sRet = sRet + ", Bid"
ElseIf item.DataType = tsdASK Then
sRet = sRet + ", Ask"
End If

sRet = sRet + ", " + Str$(item.dPrice)
sRet = sRet + ", " + Str$(item.lSize)
sRet = sRet + ", " + item.sExchange
End If

FormatTS = sRet
End Function

Private Sub FillTS()

Dim lNumBars, lNumRtBars, lBar, lDiff As Long
Dim item As IESignal.TimeSalesData

lLastTsRtCount = 0

' only showing realtime bars.
lNumRtBars = esignal.GetNumTimeSalesRtBars(lTsHandle)
lNumBars = esignal.GetNumTimeSalesBars(lTsHandle)

' how many new bars since last time?
lDiff = (lNumRtBars - lLastTsRtCount) * -1

For lBar = lDiff + 1 To 0
item = esignal.GetTimeSalesBar(lTsHandle, lBar)
sBar = FormatTS(item)
list.AddItem sBar, 0
Next lBar

lLastTsRtCount = lNumRtBars


End Sub

[chrisjames]

Latest...

Tried the same code on one of my programmers machines in Okalahoma and it did not work then we tried it on another of my programmers machines in Missouri and it DID work !! but he was using XP. So after it worked on his windows XP he then put the same code on a Laptop that has windows 2000 pro and it FAILED WITH the same error...

So all the machines this code failed on(3 for us) were Windows 2000 pro. My windows 2000 pro is as up to date with all service paks(4) and updates possible as of 25th of July... and it still breaks on same line of code...

any thoughts...

cj

[Guest]

Well, at least we know what's going wrong.

Make sure that your IDE is on the most recent service pack because I have a hunch that this is related to an outdated Microsoft .dll, in particular "mfc42.dll" and "mfc71.dll". If you are using MS Visual Studio 6.0, you should be on SP6.

Our developer's are aware of the problem and will look into another solution.

[chrisjames]

For VB6 of Visual Studio 6.0 the latest Service Pack is 5.0 and we put that on and every other update in the windows world too for Win2k in mid july and only then ran the sample code which failed on every machine but the WINXP OS...

cj

[chrisjames]

Also on our Win2K PC's your GetBasicQuote and OnChangedQuote runs fine... but we have never been able to run your T&S code on them...

cj