Dissecting the Nest Plus Auto Trading API

[yusi]

I am not sure about that. I had Plus 1.7 with NEST and the window opened in those as well. May be its more of a NOW or NEST thing w.r.t 1.7 or 1.8?

Also, in 1.8 I am not forced to give my transaction password when I trigger an API order unlike 1.7.

Okay. Will have to narrow it down or check.

The transaction password was never required. It is odd actually, since earlier the Plus login was not done with the account ID. In fact, it goes deeper -- if you auto-login with your account ID what is the password sent for authentication (if it is sent at all) (and to whom? Zerodha or Omnesys?).

This also opens another question -- what happens if multiple orders are placed, and you select 'Place All'. Does the Buy/Sell window open one after another for each of them? Or only the last one? If the latter, the basket order type code goes for a toss. Will try it next week.

 

[yusi]

Have not followed up on much further...

Thought working code with tested modify / cancel / status functionality was in place, but it was failing and I could not figure what was wrong. For example, cancel was failing in NOW with the "Order Number not found" message. On a hunch, tested it with Nest and it worked fine.

The conclusion so far is that Now 1.13 + Plus 1.8 is broken is some way. Have written to Omnesys to see what they have to say. [Edit: they have confirmed that NOW 1.13 has a problem with its internal order number lookup]

On the changes, a few comments:

• The thinking behind the introduction of the Buy/Sell additional confirmation can have no sensible logic or plausibility.
• If you accept the Buy/Sell order, it goes to the Order window (does ask for the password the first time). If you cancel, then that trigger can no more be used subsequently and is annulled in some way.
• The Place / Refresh / Ignore buttons in the API Generated order window are broken. If you have multiple triggered orders, they only work with the last one.
• The Place All option is broken. This actually places all orders -- this is visible in that the Buy/Sell window refreshes multiple times. If you had 5 orders, the Buy/Sell gets generated 5 times, but since the previous 4 were auto-annulled, it only works with the last one.

This continues to look like a bad investment.

 

[NJ23]

How do we obtain the Nest libraries required?

 

[yusi]

How do we obtain the Nest libraries required?

Guess you are referring to the .dlls for compiling / linking. But link to what?

For the retail product, the required functionality of the dll is available when you log into Nest Plus via the trading terminal (NOW / Nest Trader). To access these, you need to have a subscription to the Nest Trading API and use COM calls. The is somewhat similar to Interactive Brokers where you need to have TWS running to access the required functions.

There are other products from Omnesys that are terminal independent. Best you write to them or your broker. Do post what you learn.

 

[NJ23]

Yusi

Yes, I had a talk with my broker they do provide terminal independent libraries. They're asking some heavy amount for that on per month basis. I was wondering if the dlls available in the retail platform can be used to extract bid-ask, tick-volume & other account related data like cash available, positions, order status etc.. you know.. and if yes, can you let me know where can I find the documentation for the same..?

 

[yusi]

Yes, I had a talk with my broker they do provide terminal independent libraries. They're asking some heavy amount for that on per month basis. I was wondering if the dlls available in the retail platform can be used to extract bid-ask, tick-volume & other account related data like cash available, positions, order status etc.. you know.. and if yes, can you let me know where can I find the documentation for the same..?

Seems that you left the conversation with your broker unfinished. Ask him for documentation. A raison d' etre of this thread was that none was available; maybe things have changed. You cannot achieve what you mention using the retail version.

What was the heavy amount -- 15 K pm ? plus engagement? plus one time? plus...

 

[NJ23]

Seems that you left the conversation with your broker unfinished. Ask him for documentation. A raison d' etre of this thread was that none was available; maybe things have changed. You cannot achieve what you mention using the retail version.

What was the heavy amount -- 15 K pm ? plus engagement? plus one time? plus...

Well, nah! I already have the documentation for the independent version. What I don't have is the documentation for the retail version. And costing.. some one time fee plus 30K a month(i.e for platform independent APIs).. and for APIs for Amibroker some one time and 8/10K a month(I don't exactly recall)..

 

[yusi]

Well, nah! I already have the documentation for the independent version. What I don't have is the documentation for the retail version. And costing.. some one time fee plus 30K a month(i.e for platform independent APIs).. and for APIs for Amibroker some one time and 8/10K a month(I don't exactly recall)..

Well, read page 1, post #5 of this thread. The retail version exposes 5/6 calls. Again, not aware of any available documentation, as has been mentioned multiple times here across posts. More details of these functions in subsequent posts.

Will leave it to you to detail or post the documentation that you do have, if inclined ... likely that many would be interested.

 

[yusi]

I did receive some document from Omnesys. Not sure if it could give any more information then what has already been shared on this thread. Here's the link

4shared(dot)com/office/UFyisWF-ce/NestPlusAPI.html

Prepared by Anand Rathi Group?

Am fairly certain this was not available on the Omnesys website in May 2013. There was a doc called something like FileWatch or SignalWatch that used external files to pass orders / messages to Plus.

 

[NJ23]

Well, read page 1, post #5 of this thread. The retail version exposes 5/6 calls. Again, not aware of any available documentation, as has been mentioned multiple times here across posts. More details of these functions in subsequent posts.

Will leave it to you to detail or post the documentation that you do have, if inclined ... likely that many would be interested.

I'd love to share.. But copyright and all..Your broker can most definitely provide you with these documents.. You can do everything from invoking (All)security lists of exchanges to getting market data to order placement/status/cancellation.. You'd not need NEST at all..