Genesis API and custom software

Ahh, I think I’d misunderstood the earlier pages of this thread. So it’s the sophisticated API that requires MFC/.NET?

I keep thinking I’m doing something foolish not seeing with the alternative API offers and I might have to phone up to get it before I make too much progress with using the basic one.

To be honest I really can’t imagine what more you would require beyond the basic API. I’d assume that everything not covered by the API can be controlled by your own program (timing of orders, scaling in and out, trailing stops etc), though perhaps I might run into something as I progress further.

 

I would say this :
your goal should be to trade with automation.
it does not matter what API you use. Try the more direct approach imo.
I was only stating a fact. Similar to : there are good sedan cars and luxious cars and even sport cars.
All good and will drive you from A to B.
However, performance, use, are not the same. Maintenance is not either, and can be pricey with the sport car.

I think it is the same with the different APIs.
Still, your goal should be to go from A to B (trade). Later you may decide that you want to do it differently, but not necessarly.

 

Thanks for the advice.

I spent a lot of time last night trying to think of what extra you would want beyond the basic API and realised something important was missing - from what I can see there’s no function to backfill intraday data. If the connection gets dropped for a few minute then you’ve got an unrecoverable hole in the data and all the indicator calculations will be off.

Looks like I’ll have to give the advanced API a look after all to see if that offers any sort of data backfill.

 

To reply to my own question, although it can be done through Excel interface, i found the easiest way to send a basket of orders in Laser is simply to generate one very long string of orders separated by '|' separators and paste it right into the "Command Center" window and press ENTER

Now i need to know the simplest way to interact with Laser to place/cancel orders..i heard about the simple API and im assuming its the one described here:

http://www.gndt.com/download/Genesis_Trading_Protocol11.pdf

but that document just shows a bunch of string specs without telling you what ports/servers to connect to on Laser's servers and without mentioning any example to show how to use it...Emailing customer service about this document has resulted in some clueless answers.

Can someone tell me whats the EASIEST way to place a limit order via API on Laser..i just wanna be able to connect to a port on a Laser API server and send a basic order like

BUY 100 QCOM MARKET

I hope theres a really easy way to do it

Thanks in advance

 

This is basically true tnteo.

Besides the fact that that many who talk API don't know what is meant by "Application Programming Interface", it is a sad story that in most cases the broker's API is like the tail wagging the dog.

I mean given that the mostly short sighted brokers sticking to proprietary tools like M$ or Sun for implementing their API, force the user to go into contortions to implement his solution, abandoning the to him preferable and familiar development tools.

IB is still the ONLY one with a credible multi-platform solution, except for it being hopelessly stuck with the old-fashioned 1990's Java hog.
I did my homework on this: the one or two others reputed to offer platform independent API's are difficult to find in the haze.

Furthermore, a definite lack of seriousness exists on the part of the brokers offering or pretending to offer API's in that their main push seems to lie in trying to outdo eachother for the benefit of huge crowds of amateurs with gadgetry completely unrelated to the basic computer operations of handling customer's orders and transmitting these reliably to the exchanges.

nononsense

 

So true.. So sad..
BTW, I was looking at brokers with multiple APIs. many offer only one, when they do..

 

I finally got around to starting to work on my system and just had a quick question about the connection stability. I noticed a few times in this thread that people have said it’s not great at handling disconnects. I seem to be having a few connection details and this is what I get if I just log in and leave it connected:

15:30:13 - Quote is Disconnected
15:30:17 - Quote is Connected
15:30:17 - Unknown 0063 is Connected
15:31:10 - Quote is Disconnected
15:31:17 - Quote is Connected
15:31:17 - Unknown 0063 is Connected
15:32:31 - Quote is Disconnected
15:32:37 - Quote is Connected
15:32:37 - Unknown 0063 is Connected
15:32:41 - Quote is Disconnected
15:32:47 - Quote is Connected
15:32:47 - Unknown 0063 is Connected
15:34:52 - Quote is Disconnected
15:34:57 - Quote is Connected
15:34:57 - Unknown 0063 is Connected
15:35:40 - Quote is Disconnected
15:35:47 - Quote is Connected
15:35:47 - Unknown 0063 is Connected
15:35:53 - Quote is Disconnected
15:35:57 - Quote is Connected
15:35:57 - Unknown 0063 is Connected
15:36:17 - Quote is Disconnected
15:36:27 - Quote is Connected
15:36:27 - Unknown 0063 is Connected
15:36:43 - Quote is Disconnected
15:36:47 - Quote is Connected
15:36:47 - Unknown 0063 is Connected
15:39:41 - Quote is Disconnected
15:39:47 - Quote is Connected
15:39:47 - Unknown 0063 is Connected

That was just for the last ten minutes and often the disconnects are more frequent. It’s only for a few seconds at a time, but not exactly ideal. Does anybody else have this sort of problem?

It’s probably just my connection. I am in the UK so that could have something to do with it and my ISP is abysmal as well. I’m changing to another ISP with a lower contention ratio to see if that helps. We’re stuck a decade in the past in the UK so I can’t get anything above the 1Mbit/sec DSL that I currently have.

 

I have experienced the same connection problems. I have a rather fast line and no problems within the Laser Application. But the with the API I get Quote disconnects/connects very often. Must be a problem at Genesis. I have not seen this problem before. Must be new within the last few weeks or so. If you have a solution - I would be glad to hear about it.

Regards

 

Pay attention to the parameters on the callbacks in GTAPI. Those connected/disconnect messages I think refer to the various feeds that are on their side. So for example if ITCH goes down for them, I think they broadcast that information in the form of a connect/disconnect message.

I use the disconnects to switch to a secondary quote source, but shut down position entry features until they go back online. The secondary quote source then gets used to figure out how to dump positions so I can return to a "safe state."

 

I am a new customer for a sub llc for Genesis and also have an IB account. I am used to IB's Excel API and use it with no problem everyday. With IB I can submit alot (around 90) limit orders out there and there not be a problem with the BP. However, with Laser everytime I submit an order it goes against my BP therefore it severly limits the number of limit orders I can send and let sit throughout the day. Is this normal? Is there a way around this with the Excel API? I can send the orders through Excel no problem so I guess the actuall problem is with Genesis Laser or is it with the sub LLC?

Thanks
Eric