I got a samilar problem. I use vs 2008 c# and framework 2.0. My program can't get quoteupdate when I upgrade to framework 3.5. It was working fine before upgrade. Even I change the setting and project references back to framework 2.0 the problem is still there.
Iv recently started using Sterling's Req Top of Book as a data feed. I realized today around 3:10 that quote updates had stopped arriving through the API (on both SPY and MSFT). Has anyone had problems with this?
When I contacted Sterling regarding my API problems it turned out my account had been disabled for API use, so my programs weren't receiving any data. They're supposed to re-enable my account for API use but it hasn't happened yet. If you're having a similar problem you might want to contact Sterling and ask to have API enabled
Sterling support also told me that the sterling.tlb file had changed significantly in the latest release and to re-import the reference to this file into my program to avoid any problems. Might be something to try if you've had problems since the latest upgrade..
I was wondering if any of the more experienced STI Developers could answer a few questions for me. I am running into messages per second issues testing on 5 symbols, ideally I'd like to run over 100s of symbols, so I need to make things more efficient. 1) What is the best way to get the Bid / Ask spread of a symbol? I am currently just using ReqTopOfBook, and building my own BidAsk spread based on top of book changes which come in. I imagine this isnt very efficient since multiple callbacks are sent even if the spread isint changing. 2) Iv read that there is a message per second limit of about 20-25 per second. Is this unchangable number from sterling, or can they increase it per account? Do messages only include submit / modify / cancel, or do they also include market price data changes (req top of book). 3) Can basket orders be used to get around the message per second limit? Sending a single basket (hopefully a single packet) of 100 modify orders. Thanks for your help
Hey guys a couple questions for any developer using Sterlings API I am having a problem with Long Sale Violations. If I manually take a long position then offer out above mkt somewhere then try and exit my order by crossing the mkt I get a Long Sale Violation message popup from sterling. This crossed sell order has a marked order type as a SELL. Now if I use my software that uses Sterlings API to launch a long position and subsequently launch a profit order and stop order when my stop order gets triggered I get a Short Sale Violation on the ordertype SELL. If I use the ordertype SHORTSELL I get a long position violation. I realize that a long position violation will happen when I have open sell orders and try and cross the mkt. So what I want to do is when I recieve the Long Position Violation instead of issuing the sell order right away I need to cancel the profit order first then trigger the stop. Except for some reason I am getting a short Sale violation on my ordertype SELL. Does that make sense to anybody?? dont think I explained it very well. But any help would be greatly appreciated.
A good starting point for understanding what is going on is in the API Guide under the submission error section. Check the asterisked paragraphs at the end. Your description of your problem doesn't quite make sense to me but obviously is related to this section in the guide. The settings your firm has for your account also matter. You will need to talk to your firm to fully understand this as well. There's one other undocumented issue that could be affecting you. One of the more recent server side upgrades causes you to get a trade/order update before the position updates in your local sterling platform. If you are firing off your sell order(s) from the trade or order update events and the position in your sterling session hasn't gotten updated from the server then you will also see this error. The solution is to delay sending your sell order, I've never needed more than a second.
thanks for your reply shreddog I appreciate it I have run into that position update problem and have thought about delaying orders but I am not a big fan of putting delays anywhere. I also have some algos that this would negatively affect. Yes this problem stems from the type of account I have and was trying to figure out a way around it. I get a long sale violation when i have pending sell orders and I try and get out of my position before canceling those pending sells. I am trying to make it so that when i receive the long sale violation my pending sells get automatically canceled and then try the flatten order again. The problem i have is that I am getting a short sale violation on my sell order type, then I automatically retry a short sale ordertype and i get a long sale violation, confusing but thats what happens. The first short sale violation is causing my program to not recognize the long sale violation. anyway easiest solution is to change brokers