Sterling API Developer Thread

Discussion in 'Trading Software' started by mnx, Apr 25, 2008.

  1. wucah

    wucah

    I will pay $500 (paypal, interact) for a program that will take stocks.csv file in format

    1. traderid, password
    2. xyz, bid,ask
    3. xyz, bid,
    4. xyz, , offer

    (I guess the software will have to diffrenciate if to put out bid offer or both).



    and input it into sterling using API. The code needs to be in VB. with a running executable, and source code (so i can compile it myself). I figure this is easy money for someone that has the code done and just needs to do some adjustment and delete the rest of their "secret code". 1 hour work. If I sound unreasonable then I am sorry, never propositioned someone for code. Propositioned for other things before for money (not too proud of those but oh well).
     
    #121     Jan 8, 2009
  2. bespoke

    bespoke

    Update:

    RecordIDs didn't make a difference.

    I sort of figured out what the problem was. My stops weren't getting canceled when I exited orders for profit less than about 3 seconds after entry (happens to about 50% of those fast trades). I'm guessing it takes time for the server to do something with new stp orders which is preventing me from canceling (stupid sterling). I don't seem to have problems with stop orders that have been sitting for several seconds.

    So what I did was I sent all stop order RecordIDs which have to be canceled to a list and I put a timer set at 1 second to repeatedly cancel all those orders until they I receive a "If oSTIOrderUpdateMsg.OrderStatus = osSTICanceled Then".

    I'm noticing it can take up to 5 seconds before those orders get canceled. Sorry but that's way too long. Because of the style that I trade with, I sometimes get orders filled for profit, then reversed the other way with my stp order in seconds and at a horrible price too.

    Does anyone else have experience with this? If I could just solve this then I wouldn't have to sit in front of the computer all day.

    I have absolutely no delay when I send out a stop order manually and then cancel. But it seems to be a different story with the API.

    Oh ya, I also have the same problem when replacing stop orders with new share sizes. I change the share size of the stop to match with the partial fills I might get with the limit exit. But if I get filled partially very quickly or receive multiple partial fills quickly (even on orders that have been sitting a while) then the orders won't be replaced or it will only replace with the first partial fill. I plan on putting them in a list with a timer and keep sending the replace order until it gets recognized.

    I hope I made sense.
     
    #122     Jan 22, 2009
  3. wucah

    wucah

    Is there an easy way to dump all the open positions and open orders to a file?. I guess you could usa a macro to do a copy and paste from the blotter. But is there a way for the API to output that info.

    Thanks
     
    #123     Feb 1, 2009
  4. Yes you can do that with the API. How easy it is depends on your programming skills. It isn't 'trivial', but not hard if you have some experience with the API.
     
    #124     Feb 1, 2009
  5. bespoke

    bespoke

    I fixed my stp order problem. I did a clean install of XP and reinstalled sterling and the problem is gone. Weird thing is, I backed up my sterling directory before the format and just copied to and overwrote all the files in the new version. So there wasn't really any difference in files. And it wasn't like my computer was old and bogged down (Q6600, 4 gigs ram). Oh well, it works now so I'll take it!

    Anyways. Sterling has been working great lately. It's about time they used all that money they collected from us to upgrade their servers. No complaints from me.

    Although something they should implement is a backfill on whatever timeframe you want via API. That would be great.
     
    #125     Mar 3, 2009
  6. Hey Guys,

    I have read through the thread but have not found anything about DOM / what IB calls "book trader".

    I also testing sterling for a day as well.

    Does Sterling has this feature and if not is there one out there like via API ??

    I am considering moving from IB to another broker than uses sterling but do not want to give up the ability to point and click my orders
     
    #126     Mar 7, 2009
  7. I've never seen anything like IB's booktrader in Sterling.

    If you are trading fixed size it is possible to point at a price in your L2 and then click buy or sell, but it looks like an L2 window, not like the ladder that is in booktrader.
     
    #127     Mar 7, 2009
  8. Thanks Shreddog for your answer.

    Is it possible to program it to sell at above the ask with a point and click? for example click on the L2 10 cents above the NBBO so as to add liquidity 10 cents (or whatever) above the NBBO ?
     
    #128     Mar 8, 2009
  9. Yes with a hotkey. Not so sure with a mouse click. Or you could write a program for the API to do this.
     
    #129     Mar 8, 2009
  10. ummmm, no I can't...... LOL

    Actually I think I may not have been as clear in my question as I should have been.

    If assuming (based on my last Q )there already was an offer for 10 cents above the NBBO could I add to that already posted offer? I am guessing you can tell sterling to but if you click one of the offers but can you tell it to add to an offer?

    Thanks again for your help.

    I seriously have no idea how you guys trade in a fast market unless your paying the spread. A ladder/booktrader/DOM seems so much easier (to me) then hotkeys.

    Best to you sir,

    Bob
     
    #130     Mar 8, 2009