StreamingDataProvider
Author: mika
Creation Date: 4/8/2010 6:21 AM
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mika

#1
Hi,

I'm trying to implement my own subj adapter for working with live market data (even with ghost bar). I've looked at GoogleStaticProvider's code. Very easy. After that I've opened WLD.dll from Reflector just for find and understand how I can implement streaming. And I didn't find any methods that related with sending from adapter to WLD host app new data. Where is delegates, callback, interfaces? How I can do that?
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Eugene

#2
mika,

You haven't taken a trial of Wealth-Lab Developer 5. Considering this, how do you plan to to implement your own provider?
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mika

#3
Didn't understand question. I'm not responsible for downloading, installing or licensing questions. That not my works and other guys from my company (system administrators) already installed it for me. My work, I'm .NET programmer, is create a streaming provider that should to show vendor's market data. Do you know someone from WLD company who can help me?
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Eugene

#4
The question is simply to make sure that you're a legitimate user. Implementing a WL5 provider takes either an active trial or a license to the software.

Please create a support ticket to ensure we're working with a person with a Wealth-Lab Developer 5 license, and I believe then we can help you solve any streaming API issues. tia.
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carga

#5
Hello, Eugene.

I have implemented Streaming Provider (despite the lack of documentation). I was lucky enough to visualize the data from this provider as Quotes table and as a regular Chart.

After a couple of hours of joy, I'd realized, that the Chart is frozen. But values in Quotes table changes as they are expected to.

Currently there are exactly 19045 Bars drawn on the Chart (according to the Status Bar). 100 of them were loaded initially from corresponding StaticProvider and all others -- from streaming one.

I am very wonder, is there any hard coded software limitations to the number of bars on the chart?

What are another limitations to the length of analyzed data in the Wealth-Lab v5.6?

Best regards,
CarGa.
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Cone

#6
Limitations are driven by computer memory. No other artificial limits.

A frozen chart sounds like a symptom of the main app that's already a bug under investigation.
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bobydesi123

#7
Eugene,
u had posted..
"The question is simply to make sure that you're a legitimate user. Implementing a WL5 provider takes either an active trial or a license to the software.

Please create a support ticket to ensure we're working with a person with a Wealth-Lab Developer 5 license, and I believe then we can help you solve any streaming API issues. tia. "

What about us fidelity customers! I can hardy have 4-5 symbols RT streaming at times. Today even the 1min .NDX was not realiable. I have paid more in commission to fidelity THIS year than the cost of WLD! On the top of that i have quad-processor 64 bit sytem with 8gb of very fast RAM.. it is useless because unlike WLD-64, the WLP still is x86 program. If ur a WLP customer than the WLP looks more and more like glorified EOD scanner. Its a shame because WLP is very versatile product..with WLP4 at least i was able to do real time scans and get alerts.
I may be missing something here but, has anybody using WLP5.6 has been able to run a strategy that iterates through..say 25 symbols in 1/5 min scale? I have all my static 1min/5min datasets and load enough numbers of bar for the backfill to make my indicators stable.
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Eugene

#8
This Summer, WLP gets a big overhaul: new streaming data provider and 64-bit support. But with all due respect, I doubt this topic is about the Fidelity data problems.
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bobydesi123

#9
Eugene.
I am not trying to hijack the thread, just venting out loud, especially about fidelity RT server. Except for u and cone(?)...The Fidelity guys seems to take a note of suggestion/complains and file it in a container that is green and has Recycle written on it.
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Eugene

#10
I'm not a Fidelity spokesman but based on past experience, they listen and react. WL5 emerged from listening to the many community requests, so let's hope that your concerns are not left unheard when they come up with a better RT streaming implementation in the summery release.