Index futures trading online

If you request quotes for a single symbol, for example MSFT, it works fine - no troubles.

robot do
  ...
  query MSFT do
     # trading robot body
  end # query
end # robot

But if you request quotes for two or more symbols, then opentick servers process you request step by step, i.e. you’ll receive all history quotes for the first requested symbol, then for the next and etc.

robot do
  ...
  query MSFT, GOOG, CSCO do
      # trading robot body
  end # query
end # robot

In the last case you’ll need to wait until all requested historical quotes for all symbols will be received, and only after that, trading robot body will be executed.
How can we solve this problem? The simplest way is to create query command which will request quotes in a little at a time. For example, you request history for a year, but our command requests history day by day and execute trading robot body for received day.

P.S. added to project development TODO list.

This entry was posted on Sunday, November 25th, 2007 at 12:36 am and is filed under robot. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.