Sterling API Developer Thread

Quote from UDon'tKnowMe:

From the second paragraph on this site http://www.simpol.com/docs/progbook/dtypes_user-defined.html

"As can be seen from this example, it would be quite a bit more convenient passing around a single piece of information that contains all of the things that are important with respect to the locale than to have to pass each of these pieces of information around separately and to address them and store them separately as well."

I think if you do it in a UDT Structure you can send less mesages? If that is the case I would assume that things would run faster?
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Then why offer the lower performing option at all? That's the mystery of this whole thing.
 
Quote from bespoke:

I just noticed something today into the close.

If you run a program in which you RegisterForAllMDX, and then run another program which will RegisterQuote, the MDX messages get resent in the first program for all the symbols you register in the second program (even if you don't RegisterForMDX in 2nd program). Just thought I'd let you know so you can be careful if you do any type of executions based on MDX messages. Weird.
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Yeah I've seen similar problems to that, not the same but similar... It makes it pretty difficult to run more than one bot per PC/account...

- mnx
 
Quote from mnx:

Yeah I've seen similar problems to that, not the same but similar... It makes it pretty difficult to run more than one bot per PC/account...

- mnx
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I don't run more than one bot/account for that reason as well.
 
Quote from Shreddog:

Then why offer the lower performing option at all? That's the mystery of this whole thing.
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Maybe the regular way is if you use Sterlings Data. But if you use a third party Data then you will have to define the location of where the Data is coming from and some other things about the third party Data. So then you use the Structure (UDT) because it would take less messages to describe the location of the third party data.
 
I've got a question for you guys. Any suggestions on the fastest way to cancel a large number of orders, say in a panic situation? Manual or API would be fine.

This morning I tried to manually cancel some bad OPG orders by filtering the bad orders in my order window, selecting all and hitting cxl selected. It took over 3 minutes for 1800 orders and not all the bad orders got cxl'd before the open!
 
Quote from UDon'tKnowMe:

Maybe the regular way is if you use Sterlings Data. But if you use a third party Data then you will have to define the location of where the Data is coming from and some other things about the third party Data. So then you use the Structure (UDT) because it would take less messages to describe the location of the third party data.
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This format choice applies only to order events. It does not apply to quote events. There is only one format for quote events.
 
Quote from Shreddog:

I've got a question for you guys. Any suggestions on the fastest way to cancel a large number of orders, say in a panic situation? Manual or API would be fine.

This morning I tried to manually cancel some bad OPG orders by filtering the bad orders in my order window, selecting all and hitting cxl selected. It took over 3 minutes for 1800 orders and not all the bad orders got cxl'd before the open!
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I have hot keys setup for different type of cancellations, I would suggest looking into using that.

But I assume most of your orders where placed at the NYSE Exchange? If so, they take longer for canceling than ECN's. That is why it is hard to automatically envelope near the inside quote, because NYSE cancels take a little longer and you can get filled when you don't want to on envelopes. Also ran into that problem when I tried to have pegging order types made for NYSE, the cancels took too long and by the time the order canceled and a new order was placed to the inside, the inside quote had already moved again.
 
Quote from Shreddog:

I've got a question for you guys. Any suggestions on the fastest way to cancel a large number of orders, say in a panic situation? Manual or API would be fine.

This morning I tried to manually cancel some bad OPG orders by filtering the bad orders in my order window, selecting all and hitting cxl selected. It took over 3 minutes for 1800 orders and not all the bad orders got cxl'd before the open!
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That is very annoying. They should have API access to a function called "CancelAllOrders()", or maybe at least a method to pass an array of order IDs to let it be done more efficiently on their end. Of course when you right-click and try to cancel a lot of orders, they still queue up "sending"... moreso when the market picks up volume. It seems like it's about the same speed as cancelling a ton of orders through the API. I think it all goes back to the fact that things always seem to bog down on the server end when you need it the most, regardless of whos server you're running on. To me, that says either the overall architecture of Sterling sucks, or it just so happens that every firm that has their own servers are all overloading them. Qute a cooincidence, eh?

At some point (ASAP as far as I'm concerned) these messages should be parsed into FIX and fired away lightning fast. I have no idea how orders are handled once they leave my machine, but it sure doesn't seem very efficient.
:(

EDIT: As a follow-up, it's not even that the orders take a long time to Cxl on the exchange end. Many times they are still "sending...". This should be instantaneous.
 
Quote from UDon'tKnowMe:

I have hot keys setup for different type of cancellations, I would suggest looking into using that.

But I assume most of your orders where placed at the NYSE Exchange? If so, they take longer for canceling than ECN's. That is why it is hard to automatically envelope near the inside quote, because NYSE cancels take a little longer and you can get filled when you don't want to on envelopes. Also ran into that problem when I tried to have pegging order types made for NYSE, the cancels took too long and by the time the order canceled and a new order was placed to the inside, the inside quote had already moved again.
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I don't see why the exchange would matter in my case. I want to mass cancel 1800 orders. I don't care how long it takes for NYSE to confirm, I just want Sterling to send cancels on all of them immediately. To be clear it wasn't the confirms that took 3 minutes. Rather, after 3 minutes there were still orders Sterling hadn't gotten around to sending the cancel for.
 
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