Going through a proxy
Author: gregg
Creation Date: 8/28/2008 3:23 PM
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gregg

#1
Hi,
How do I make WL go through a proxy (either specify it mysql or go through same settings as internet explorer.)
Thanks,
Greg
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gregg

#2
It seams impossible that a professional program doesn't have proxy support, but I can't find it in the settings.
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Eugene

#3
Wealth-Lab Pro/Developer 5 (including the tools like Activation Wizard and Extension Manager) does not have a proxy dialog like in WL4. Proxies are supported, and Wealth-Lab automatically senses your Internet Options configuration and acts accordingly.
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gregg

#4
It doesn't on my computer. Active trader pro runs fine through the proxy, but WL doesn't
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Eugene

#5
Could you be more specific about your proxy configuration details?
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dedede

#6
I have the same problem. My Internet Options uses Socks as its proxy setting. Active trader pro runs fine, with streaming data. But WL will not connect to Fidelity.
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Eugene

#7
How exactly is your proxy configured in Internet Options?
What does it mean "will not connect" - Fidelity Server, or historical downloads, or both?
Please be specific and verbose when describing a problem.
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xingguochen

#8
I have the same problem. My internet connection uses an automatic configuration script by a given URL in IE option/LAN settings. This script requires login for the first time internet access. WL always complains with proxy error message.
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Eugene

#9
QUOTE:
WL always complains with proxy error message.

How exactly does Wealth-Lab complain? You need to post here the error message text (or point to the screenshot uploaded somewhere.)
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xingguochen

#10
2008-10-28 11:06:52,025 [12] ERROR WealthLab.DataProviders.RoadRunner [(null)] - Exception in req.CookieContainer.GetCookies
System.Net.WebException: The remote server returned an error: (407) Proxy Authentication Required.
at System.Net.HttpWebRequest.GetResponse()
at WealthLab.DataProviders.RoadRunner.RequestHistoricalDataMulti(String[] symbols)
2008-10-28 11:28:20,177 [10] ERROR WealthLab.DataProviders.RoadRunner [(null)] - Exception in req.CookieContainer.GetCookies
System.Net.WebException: The remote server returned an error: (407) Proxy Authentication Required.
at System.Net.HttpWebRequest.GetResponse()
at WealthLab.DataProviders.RoadRunner.RequestHistoricalDataMulti(String[] symbols)
2008-10-28 11:28:59,305 [12] ERROR WealthLab.DataProviders.RoadRunner [(null)] - Exception in req.CookieContainer.GetCookies
System.Net.WebException: The remote server returned an error: (407) Proxy Authentication Required.
at System.Net.HttpWebRequest.GetResponse()
at WealthLab.DataProviders.RoadRunner.RequestHistoricalDataMulti(String[] symbols)
2008-10-28 11:29:27,185 [1] ERROR Fidelity.Components.RequestManager.TibcoController [(null)] - Exception CloseTibcoSession failed
System.NullReferenceException: Object reference not set to an instance of an object.
at Fidelity.Components.RequestManager.TibcoController.CloseTibcoSession()
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Eugene

#11
Thank you for the information. An automatic configuration script simply instructs your browser to pick an appropriate route to access particular network segments - in this case, there's something that looks like authentication failure. It would be good to manually download this script (as you see its URL under Internet Options) and examine what's there (the type of proxy - is it HTTP or SOCKS and so on). Hard-wiring the setting you found in the script into the Internet Options dialog (just for testing purposes, of course) and then noticing if it helped or not could help us find the reason.
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xingguochen

#12
I downloaded proxy configuration script and figured out the proxy server address. It seems Wealth-Lab Pro 5.0 does not have a proxy dialog to input user name and proxy password. Do you want to support a proxy dialog in 5.2?
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Eugene

#13
Please create a support ticket and simply include a link to this thread in "detailed description".
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kelvinyip

#14
My WL 5.3 has been running fine till recently. I think my firefox was upgraded automatically and when I check the log, I see this
and the entire app hangs when I try to login.


2009-06-23 06:31:14,859 [Runner1] ERROR Fidelity.Components.RequestManager.RequestManager [(null)] - Unhandled re-direct.
2009-06-23 07:43:57,875 [Runner1] ERROR Fidelity.Components.RequestManager.RequestManager [(null)] - Unhandled re-direct.
2009-06-23 13:52:54,406 [1] ERROR Fidelity.Components.RequestManager.TibcoController [(null)] - Exception CloseTibcoSession failed
System.NullReferenceException: Object reference not set to an instance of an object.
at Fidelity.Components.RequestManager.TibcoController.CloseTibcoSession()
2009-06-23 19:07:51,421 [Runner1] ERROR Fidelity.Components.RequestManager.RequestManager [(null)] - Unhandled re-direct.
2009-06-23 19:17:00,859 [1] ERROR Fidelity.Components.RequestManager.ConfigurationManager [(null)] - Failure getting Configuration document
2009-06-23 19:18:40,937 [Runner1] ERROR Fidelity.Components.RequestManager.RequestManager [(null)] - Unhandled re-direct.
2009-06-23 19:39:46,156 [Runner4] ERROR Fidelity.Components.RequestManager.RequestManager [(null)] - Unhandled re-direct.
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Cone

#15
They look like errors in authentication. In 5.3 and prior you don't have an option to log off, so you should restart WLP at least daily in order to refresh your login. In 5.4, you can log off, so that might help that problem.

Anyway, I don't think this is the what's hanging the app - there were other reasons for that in 5.3; fixed next week in the 5.4 release.

Curious - are you connecting through a proxy? I'm just wondering why you posted on this thread.
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kelvinyip

#16
I am not going through a proxy at all. Everything was working fine until I put some open source DVD player on and firefox was upgraded automatically about 2 days ago. Now, I can bring up the app and I can do all the 60min, 90min, 5mins on a daily basis. If I want realtime tick coming in, i have to login and right after I hit ok, the apps is hung. So, I try to look at the logfile and found those entries and then I did a google and founnd this thread......


I have no clue how to get the realtime working again....
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Cone

#17
My guess is that you're trying to load "All Data" for streaming charts. When you're streaming (trading intraday), you should be more selective about the data that you load to conserve resources. There's probably no reason to load 5 years of intraday bars for any realtime strategy.

In short, with 5.3 and prior, it just isn't possible to initialize streaming charts with All Data, and it will appear that the app is hung, and there's a good chance of a crash too. The very good news is that this is all fixed in 5.4 (next week), but you still should be conservative on the seed data you load for streaming charts.

To get up and going again, start with a non-streaming chart, select 10, 20, or 50 days or something reasonable that you're strategy requires, and then select Streaming. See the Advanced Preferences (F12) for saving the last Strategy configuration (symbol, sizing, etc.) to help avoid using "All Data" unintentionally.
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kelvinyip

#18
I am using 500 bars only and it is still not working. Don't forget that it was working the previous Friday just fine until something has changed (either firefox or some other program) probably changed my dlls behind my back. I guess I will wait for the new update.
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Cone

#19
Upgrading sure won't hurt, but I'm certainly not convinced that it will help a problem that is unknown.
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Eugene

#20
Try reinstalling the .NET 2.0 framework. It won't hurt, but helps cure some mysterious problems once in a while.
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kelvinyip

#21
just reinstalled .net framework 2.0. It does not make a difference. weird. why does it think it is going through a proxy ? I am certainly not doing that. Well, let's wait for next week's upgrade and see
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Cone

#22
What indication are you getting that says anything about "going through a proxy"?

Have you called Fidelity's Active Trader support to ensure that your account is properly entitled for Wealth-Lab Pro?
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kelvinyip

#23
you are right. I have no evidence that it is going through proxy other than this
2009-06-23 19:54:17,046 [Runner3] ERROR Fidelity.Components.RequestManager.RequestManager [(null)] - Unhandled re-direct.


As for permission, I have been executing trades using wealthlab pro till last friday. I have proper permission
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Eugene

#24
Yes, "Unhandled re-direct" in RequestManager is not an evidence of going through proxy.

1. Check out this directory:
QUOTE:
"c:\Program Files\Common Files\Fidelity Investments\Fidelity Server"

Is there a file called "config.xml"?
2. Try reinstalling WLP5.
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Eugene

#25
Next, this one:
QUOTE:
2009-06-23 19:17:00,859 [1] ERROR Fidelity.Components.RequestManager.ConfigurationManager [(null)] - Failure getting Configuration document

As Robert already said, this really looks like an authentication error. Since you mentioned something with Firefox, check out your default browser settings -- could it be blocking cookies?
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kelvinyip

#26

config file is there. firefox is not blocking cookies









<?xml version="1.0" encoding="utf-8"?>
<CONFIGURATION>
<!-- Below is the ATP version number to ask for, using 500, makes us ask for the very latest.-->
<!-- Match the Wealth-Lab version number Major 5 = 500 -->
<VERSION ClientMajorVersion="500" ClientMinorVersion="3" />
<URL_REQUESTS>
<FIAuthenticate
method="POST"
content="plain-text"
url="https://login.fidelity.com/ftgw/Fidelity/RtlCust/Login/Response/df.chf.ra/Atng"
template="SSN=@SSN@&amp;PIN=@PIN@&amp;ClientMajorVersion=500&amp;ClientMinorVersion=3"
priority="HIGH"
retries="1" />

<!-- SPAuthenticate is currently set to prudential loginqa for the 4.4 beta, this should change for final production for prodential LA login -->
<SPAuthenticate
method="GET"
content="plain-text"
url="https://fsso-cert.prudential.com/fidelity/loginqa"
template=""
priority="HIGH"
retries="1" />
</URL_REQUESTS>

<OVERRIDES>
<STREAMING
OVERRIDE="false"
SQCREDENTIAL=""
url=""/>
</OVERRIDES>

<APPLICATION_ITEMS>
</APPLICATION_ITEMS>

<TRACE_OUTPUT stream="false" request="false" authen="false" thread="true" time="true" />
</CONFIGURATION>

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Eugene

#27
Please try creating a new user record with admin privileges to start WLP5 -- like this customer had to do in the past when having a somewhat similar problem.
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Eugene

#28
Be sure to turn off any antivirus, firewall and other potentially influencing 3rd party memory-resident software while experimenting -- for we wish to exclude this factor.
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kelvinyip

#29
windows firewall off as well. same problem. get a new machine ?
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Cone

#30
Can you confirm that you checked your Wealth-Lab entitlement with Fidelity support, please?

If so, please create a support ticket if Version 5.4 doesn't magically help.
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kelvinyip

#31
no problem. They turned it off. ha
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kelvinyip

#32
Hi

I know yahoo data can give me a ghost bar for daily data. However, I want to run my sp500 symbol at the opening to scan for prices depending on opening price. If I use intraday data such as 1min, the time to collect the data is pretty long so I get a signal pretty late.

Is there any way I can use the ghost price daily data on fidelity's data (daily streaming) and test for my signal ? I see a method for partialbar but I am not sure if I need some special update like the one we see on yahoo data (to include partial ghost bar) in order for it to work

thx
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Cone

#33
First, see GetSessionOpen in the QuickRef. The problem is that for 500 symbols, this too will take a good amount of time (too long) to update all the opening prices, so you're not going to like that solution.

Streaming windows for 500 symbols isn't going to work for you either.

It's a shame we don't use the Quotes too save Opening prices to global memory - the data are there, and it would be fast. Just wishful thinking though. :(

By the way, why did you pick the topic "Going through a proxy" to ask about getting the daily opening price?
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kelvinyip

#34
Sorry I was looking at thing I posted before and accidentally posted to the wrong thread...
thx. Let me see if there is any other way to get around it
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Cone

#35
"Quotes too" should have been "Quotes tool"

It seems that it wouldn't take much (imho) to put the day's opening price into global memory for any symbol receiving data in the Quotes tool. It could be a delimited string like "Symbol|SessionOpeningPrice|IntegerDate" to avoid any ambiguities.

Anyway, don't count on getting it yet, but I'll add it to the wish list...