Retrieving a price stream via WebSocket in C#. - page 3

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Yuriy Asaulenko:
Some years ago (before the crisis), I worked with gold futures and took free quotes from an imported site, as they were slightly ahead of FORTS and also less noisy. So, sometimes you can do it for free.
Now all forex futures on forts are 4-digit, and there can be serious deviations from spotA, just recently it was just huge :) i think there are great opportunities for arbitrage, however i have not yet completed that for mt5 to check. If, of course, the liquidity will allow to enter the position well, because it is quite dead there. As you know, the futures price is essentially formed by arbitrage :)
 
Maxim Dmitrievsky:
For rithmix, sqg and saxo, you need to write a program that pulls quotes from their terminal windows, as far as I know, at least that's the only implementation I've seen.
Rithmix also has an API similar to LMAX.
 
Dmitriy Skub:
Rithmix also has an API similar to LMAX.
Well, it's kind of an economy mode here, everything for free... if it works). It's also possible to connect via fix, but you have to pay for everything, and a lot of it. For one retailer it's kind of a no-go, it's already a serious business with an investment
 
Yuriy Asaulenko:

API - just read the pdf of the description from their website tonight. Link later if I can find it a second time - not very much, but buried.

PS If promised, link to API - https://www.lmax.com/professional/access

ZS Maybe what I do not understand, the API is not available or not available?

Yeah, I remember that page. Now try to get it for real without opening an account.
 
Maxim Dmitrievsky:
Now all currency futures on Forts are 4-digit, and there can be serious deviations from the spot, just recently there was a huge one :) I think there are great opportunities for arbitrage, but I have not yet written it under mt5 to check it. If, of course, the liquidity will allow to enter the position well, because it is quite dead there. As you know, the price of futures is essentially formed by arbitrage :)
And with ninzi from demo account there are delays and deviations, does anyone know?
 
Alexey Volchanskiy:
Is there any delay and deviation with the ninzi from the demo account, does anyone know?
It depends on where this Ninja is connected to, apparently to a real server or a demo... As Renat wrote in another thread, brokers don't tend to give real quotes because it costs money and they have their own demo servers for demo accounts
 
Maxim Dmitrievsky:
It depends on where this ninja is connected, apparently to a real server or a demo... As Renat wrote in another thread, brokers don't want to give real quotes because it costs money, but have their own demo servers for demo accounts.
For forex, they also have demo servers for demo accounts but the quotes are the same as for real. I know about the Moscow stock exchange, people have written here that the demo quotes are completely left-handed. I don't know if I can get the quote from a demo with volumes in mt4/5 and I have doubts.
 

Looked at the frame. Everything is done in JS scripts and there are a lot of them, it's hard to figure out quickly. However, the table cells themselves, if they are open, can be accessed externally.

One of the cells is Ask at the top of the table. From it, and from all others, you can read data.

<div class="lw_vwap_value" id="lw_vwap_ask"> 1.13379</div>

The widget frame can be loaded without the main page. It's a bit awkward, but it makes no difference.


 
Yuriy Asaulenko:

Looked at the frame. Everything is done in JS scripts and there are a lot of them, it's hard to figure out quickly. However, the table cells themselves, if they are open, can be accessed externally.

One of the cells is Ask at the top of the table. From it, and from all others, you can read data.

The widget frame can be loaded without the main page. It's a bit awkward, but it makes no difference.


Hi, there is a tab Network\ws (the socket itself) if you look in chrome, I understand the scripts make requests to it. Tried the second example myself today... something doesn't work :)
 
Maxim Dmitrievsky:
Hi, there's a tab Network\ws (the socket itself) if you look in chrome, I understand the scripts make requests to it. I tried the second example myself today... it didn't work :)

Well, you need an exchange protocol, otherwise there's no data. I don't understand - is there one? If you've already tried it.

So far, all I've realized is that the data are streamed from Amazon cloud, probably in XML format.

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