FIX API - cannot get bid/ask market data
FIX API - cannot get bid/ask market data
07 Jul 2020, 10:55
I followed the below scripts but cannot get the bid and ask market data, Only got one price.
Can you help me out with this?
Thanks.
Replies
cokeplus898
07 Jul 2020, 11:29
RE:
PanagiotisCharalampous said:
Hi cokeplus898,
This is a subscription to spot prices. Bid and Ask prices will be streamed to you as soon as they change. What did you expect to get instead?
Best Regards,
Panagiotis
Hi Panagiotis,
I expect to get the real time bid and ask price. Like in Ctrader, for example EURUSD,bid 1.1291 ask 1.1291.
But I only got 1.1291 via API. I don't know this is the bid or ask price, also I want to get bid and ask at the same time.
Thanks.
@cokeplus898
PanagiotisCharalampous
07 Jul 2020, 11:36
Hi cokeplus898,
You will only get the price that has changed. Tag 269 indicates if this is a BID or OFFER price.
Best Regards,
Panagiotis
@PanagiotisCharalampous
cokeplus898
07 Jul 2020, 13:15
RE:
PanagiotisCharalampous said:
Hi cokeplus898,
You will only get the price that has changed. Tag 269 indicates if this is a BID or OFFER price.
Best Regards,
Panagiotis
Hi Panagiotis,
For example, EURUSD 1.2191/1.2191, ask price change to 1.21911, and I only get 1.21911 ? Can I get 1.21910/1.21911 at the same time when price changed?
Thanks.
Best regards,
@cokeplus898
cokeplus898
07 Jul 2020, 14:06
8=FIX.4.4|9=123|35=W|34=7|49=cServer|50=QUOTE|52=20200706-09:56:50.996|56=icmarkets.1130804|55=1|268=2|269=0|270=1.12936|269=1|270=1.12936|10=028|
"269=0|270=1.12936|269=1|270=1.12936"
Wondering the reply gives bid=ask most of the time.
Is there something wrong?
@cokeplus898
PanagiotisCharalampous
07 Jul 2020, 14:11
Hi cokeplus898,
This is how FIX works. It streams only changes in price. It can also happen that bid = ask especially in low spread symbols like EURUSD.
Best Regards,
Panagiotis
@PanagiotisCharalampous
cokeplus898
08 Jul 2020, 08:06
RE:
PanagiotisCharalampous said:
Hi cokeplus898,
This is how FIX works. It streams only changes in price. It can also happen that bid = ask especially in low spread symbols like EURUSD.
Best Regards,
Panagiotis
Hi Panagiotis,
Yes, even EURUSD is low spread, but it won't be always 0 spread. We just always receive bid=ask, spread 0. How could it be?
Best regards,
@cokeplus898
PanagiotisCharalampous
08 Jul 2020, 08:37
Hi cokeplus898,
Did you cross check the prices received with what you see in cTrader UI? Can you see differences? e.g.
If yes, can you provide more information e.g. a video showing the differences? Also let us know your broker.
Best Regards,
Panagiotis
@PanagiotisCharalampous
cokeplus898
08 Jul 2020, 11:11
( Updated at: 21 Dec 2023, 09:22 )
RE:
PanagiotisCharalampous said:
Hi cokeplus898,
Did you cross check the prices received with what you see in cTrader UI? Can you see differences? e.g.
If yes, can you provide more information e.g. a video showing the differences? Also let us know your broker.
Best Regards,
Panagiotis
Hi Panagiotis,
Just cross check the price with Ctrader UI, It is the same. I can config the others now.
Thank you for your support!
@cokeplus898
PanagiotisCharalampous
07 Jul 2020, 11:04
Hi cokeplus898,
This is a subscription to spot prices. Bid and Ask prices will be streamed to you as soon as they change. What did you expect to get instead?
Best Regards,
Panagiotis
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