开云体育

twsapi: Timing of events

David #133 开云体育 Michael, If you use a common function for both price and size, you will see that the price comes first but as one person stated correctly they would have to be independent events. So when a new price? and a new size is traded the price comes first, otherwise they work separately. All other comments are valid -? no hope for volume. In my program I drive the whole program of displaying data in modified bar format on 5 different forms representing different time frames, calculating hundreds of different indicators that are created as objects,?and respond to my key events for orders - it works very well and very quickly. However, I use only one instrument that I trade and don't use volume too seriously as I don't think it is so relevant in futures. Hope it was of some help David ? toggle quoted message Show quoted text ----- Original Message ----- From: migurull To: twsapi@... Sent: Thursday, June 20, 2002 2:55 AM Subject: twsapi: Timing of events Hello, I'm evaluating TWS ActiveX component in Visual Basic and I have some questions/problems regarding 'tickPrice' and 'tickSize' events (I'm using the web based Demo system for this evaluations): 1- When last price AND last size change at the same time(new quotation), is there some guarantee about the order in which tickPrice and tickSize events are rised? (ALWAYS tickPrice BEFORE tickSize?) 2- When quotation repeats at the same price and the same size, it seems that there is no tickPrice, nor tickSize events fired. In this case, how to detect that a new quotation had taken place (for example, in order to compute total traded volume by adding all last sizes)? Thanks for your help. Michel. `To unsubscribe from this group, send an email to: twsapi-unsubscribe@...` `Your use of Yahoo! Groups is subject to the .`

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