tkim / emsx_api_repository Goto Github PK

Hello, Terry how are you?

I'm currently working on a project and i'm developing a trade system that will use the EMSX API. The main requests that will be using the are CreateOrderAndRouteEx and CancelRoute. By reading the documentation and also making tests on the API i faced some cases where my request got an error response.
For example:
Using CreateOrderAndRouteEx an order and try to cancel it after it was already filled. I got an ERROR_CODE 7 for my CancelRoute request.
Using CreateOrderAndRouteEx an order but one of the parameters of the strategy is wrong and the order wasn't routed. I got an ERROR_CODE
Where can i find which are the possible ERROR_CODES that those requests can receive as response?

Hi, I have a pretty generic question about the EMSX code, thought I'd ask it here in case somebody else finds it useful.

The workflow of all the EMSX examples I looked at seems to be:

1. Create an event handler object with a function to process events
2. Create a Session object and pass the event handler as a parameter
3. startAsync the Session to run in a separate thread

The Session thread keeps running until stop or stopAsync is called on the session object, which can only be done in the main thread. In C++ examples the Session thread seems to keep running until a keyboard interrupt. In Python examples, you use a global variable bEnd that you set from within a Session thread to prompt the main thread to stop the Session.

I can see how many users would want to stop the Session as soon as they received all the necessary data, not on keyboard interrupt. Global variable bEnd in case of Python provides some solution, but the mechanics of multi-thread access to this variable (given blpapi bind to C++ binaries) is unclear. Is there some other way to stop the Session from within or communicate with the main thread?

Thank you.

The fills here is a sequence type, which cannot do fills.setElement() directly.

Instead, one should obtain a fill first, by Element fill = fills.appendElement();

then, apply fill.setElement(...).