EccoPro API

[gosling]

Anyone have any luck hooking up to the EccoApi? I seem to be missing updates, for some mysterious reason. .

 

[H2O]

No problems here... But remember, depending on how the API is written can cause you to think you are missing updates... (If data you haven't collected yet gets overwritten with new data, does that mean you missed an update..?)

btw, sorry for late reply, hardly check this board...

 

[Robertral]

Anyone have any luck hooking up to the EccoApi? I seem to be missing updates, for some mysterious reason. .

Some data providers will drop ticks when they get too many ticks within a certain time frame, so that you get the latest data, hence why it might seem a little jumpy and appears to be missing updates.

 

[fat chance]

Some data providers will drop ticks when they get too many ticks within a certain time frame, so that you get the latest data, hence why it might seem a little jumpy and appears to be missing updates.

Ecco connects directly to exchange gateways and should receive every update that the exchange sends out (is it possible to use Ecco in another way?). Whether the API manages to pass on all those updates is another matter, but it should be able to since cpu/hardware will be much faster than the external connection. If you're simultaneously using its spreader to work dozens of orders then maybe you could have problems. H20's point is very valid - it's better to store each update from the API and process them in a separate thread. If gosling is still around - which updates were you missing exactly (market updates or updates of your order statuses)? Not that I'll be able to help much... just curious more than anything.

 

[gosling]

Thanks for the replies. No problems with my own orders, but the API drops updates in the orderbook throught the API - basically any ticker/app made using the API is full of holes. Threaded everything out, events, signalling - the works. Still no good.

Anyone have any luck using Windows Hooks to get the info from the relevant textbox straight off the screen?

 

[fat chance]

Thanks for the replies. No problems with my own orders, but the API drops updates in the orderbook throught the API - basically any ticker/app made using the API is full of holes. Threaded everything out, events, signalling - the works. Still no good.

I asked some contacts I have and this does not seem to be regarded as being a problem with the Ecco API... they report having >10 contracts on exchanges such as eCBOT and LIFFE that can throw out >10 orderbook updates /second per contract with no "obvious" missing updates - certainly no problems that could be spotted quickly "by eye". How many contracts are you getting data for and how are you noticing that you have missing updates? Are you getting the bid and ask wrong, or just missing ten-lots etc jumping around deep in the book?

I have a code snippet but I've been asked not to pass it on. I'm assuming you're also using the EccoRTDPricesClass in C# or C++, and calling RefreshData(ref int TopicCount) in response to UpdateNotify(). It looks to me that there's plenty of room for error in how you process the Array that comes back from RefreshData <stares blankly at somebody else's uncommented code>. Also, if that UpdateNotify() gets called from different external threads then there's the potential for some serious thread-lock /cross-threading problems I would think depending on how you handle the data. But you probably already thought of that.