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Posted By vitor dantas 8 Years Ago
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Posted Thursday September 17 2009
Hy, I´ve created a plugin to feed realtime-Data but it is missing some part of the data. Let me explain better : It gives me on-line quotes but seems that some trade prices doesn´t get updated , like if is too many signals it "losses" some !

I´m showing here the part whitch i think would be the problem. If it´s nessesary i may also send the complete code. Thank´s Vitor.

downloadedData = reader.ReadLine();

///Console.WriteLine("-> " + downloadedData);

if (!string.IsNullOrEmpty(downloadedData))

{

if (downloadedData.Substring(0, 2) == "HT" || downloadedData.Substring(0, 2) == "FT")

{

t = Parser.ParseTick(downloadedData);

if (t != null)

{

td.tickType = TickType.Trade;

td.time = DateTime.Now;

td.price = t.Last;

td.size = t.TradeVolume;

tickListener(watchedSymbols[t.Stock], td);

}

}

if (downloadedData.Substring(0, 2) == "HM" || downloadedData.Substring(0, 2) == "FM")

{

m = Parser.ParseMinibook(downloadedData);

if (m != null)

{

td.tickType = TickType.Bid;

td.time = DateTime.Now;

td.price = m.Items[0].BestBidPrice;

td.size = m.Items[0].TotalQuantityBids;

tickListener(watchedSymbols[m.Stock], td);

td.tickType = TickType.Ask;

td.time = DateTime.Now;

td.price = m.Items[0].BestAskPrice;

td.size = m.Items[0].TotalQuantityAsks;

tickListener(watchedSymbols[m.Stock], td);

}

}

Posted Friday September 18 2009
Nothing jumps out at me as wrong with the code you've posted. If ticks are coming too fast for RightEdge to process, it will drop some of them, but it will warn you that it is doing so with a message at the bottom of the live data window.

Daniel


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