reqMktData() and tickPrice () issue

Discussion in 'Data Sets and Feeds' started by kaithal, Nov 16, 2011.

  1. kaithal

    kaithal

    I want to get the last sold tick price ( option 4 of tickPrice() callback function but it does not seem to work ..please help!!! THANKS

    ( once you see the code the question is why callPrice() call back is not executed automatically when last price is there?

    ------------------skeleton code and execution results:


    private float symbolLastPrice = 0;

    private boolean finishedTickPrice = false;


    Contract con1 = new Contract();

    con1.m_symbol = "TNA"
    con1.m_secType = "STK";
    con1.m_currency = "USD";
    con1.m_exchange = "SMART";

    int tickerId = 5888;

    debug("Ready to call getMktdata for: " + symb[jj]);

    TWSSocket.reqMktData(tickerId, con1, "", true);

    /*

    Loop to check if call back tickPrice() has the value
    if tickPrice is executed then finishedTickPrice will be
    true which will end the loop
    */


    while (!finishedTickPrice) {
    debug(" in while loop Time: " + currentTime());
    PL.justSleepDangit(1000); // just sleep and waiting
    }

    debug("The tick value is: " + symbolLastPrice);


    ----------------------- tickPrice() code -------------------------

    public void tickPrice(int tickerId, int field, double price, int canAutoExecute) {
    finishedTickPrice = true;
    if (field == 4) {
    symbolLastPrice = (float)price;
    debug("Wow I have the price, symbolLastPrice is : " + symbolLastPrice);
    }
    }


    ---------------- RESULTS with the while loop

    vacctPL.log: Ready to call getMktdata for: TNA

    vacctPL.log: in while loop Time: 17:21
    vacctPL.log: in while loop Time: 17:21
    vacctPL.log: in while loop Time: 17:21
    vacctPL.log: in while loop Time: 17:21
    vacctPL.log: in while loop Time: 17:21
    vacctPL.log: in while loop Time: 17:21
    vacctPL.log: in while loop Time: 17:21
    vacctPL.log: in while loop Time: 17:21

    I had to kill it...

    ---------------- RESULTS without the while loop

    vacctPL.log: Ready to call getMktdata for: TNA

    vacctPL.log: Wow I have the price, symbolLastPrice is : 44.14
     
    #1     Nov 16, 2011
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  2. rosy2

    rosy2

    get rid of this


    while (!finishedTickPrice) {
    debug(" in while loop Time: " + currentTime());
    PL.justSleepDangit(1000); // just sleep and waiting
    }
     
    #2     Nov 17, 2011
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  3. kaithal

    kaithal

    This while check would not hurt if used correctly with some timeout feature. If all works fine tickPrice() should set inishedTickPrice = true;

    It was my mistake which I correctly later:

    Hope this is helpful to someone someday:

    Message is NEVER NEVER stack EClientSocket Method:

    in my program - My wrong call flow was:

    reqExecution ( which does callout to execDetails & execDetailsEnd)
    within execDetailsEnd I called reqMktData which calls tickPrice(). ** That is a mistake

    so I corrected by:

    reqExecution ( which called execDetails and execDetailsEnd)
    Once execDetailsEnd () finished THEN I called reqMktData and it works great with the while loop.

    I added some additional logic so while will exit after some time - so my program in not hung.

    Thanks for your help.
     
    #3     Nov 17, 2011
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