Eugene, I tried live intraday trading with Russian extension (Quik) and I didn’t succeed.
Some details, I’ll add more if needed.
Result.
I get “10 symbols were not processed” after every m5 run. Where 10 is the size of the dataset (all 10 tickers were configured for exporting in Quik).
Strategy.
Simple strategy. It worked for Daily TF – polling mode, signals were generated, and the same strategy didn’t work for m5, streaming.
Streaming data.
I configured streaming and checked streaming with Quotes windows – everything was fine.
HDP.
I tried Finam, Quik – the same result.
Mode.
I tried Streaming and Polling – the same result.
Logs:
12.07.2021 17:53:34: Status = LoadingData
12.07.2021 17:53:34: Start Streaming Thread
12.07.2021 17:53:34: Populating Data
12.07.2021 17:53:34: Calling GetHistories Pass 1
12.07.2021 17:53:49: GetHistories returned with 10 symbols
12.07.2021 17:53:49: Calling GetHistories Pass 2
12.07.2021 17:53:56: GetHistories returned with 10 symbols
12.07.2021 17:53:56: MGNT has 216 bars from Finam
12.07.2021 17:53:56: SBER has 216 bars from Finam
12.07.2021 17:53:56: GAZP has 216 bars from Finam
12.07.2021 17:53:56: AFLT has 227 bars from Finam
12.07.2021 17:53:56: LKOH has 216 bars from Finam
12.07.2021 17:53:56: YNDX has 227 bars from Finam
12.07.2021 17:53:56: ALRS has 144 bars from Finam
12.07.2021 17:53:56: NVTK has 216 bars from Finam
12.07.2021 17:53:56: GMKN has 227 bars from Finam
12.07.2021 17:53:56: MAGN has 216 bars from Finam
12.07.2021 17:53:56: NextRun set to 12.07.2021 17:55
12.07.2021 17:53:56: Status = Idle
12.07.2021 17:53:59: LKOH failed to get Partial Bar
12.07.2021 17:53:59: MGNT failed to get Partial Bar
12.07.2021 17:53:59: GAZP failed to get Partial Bar
12.07.2021 17:53:59: ALRS failed to get Partial Bar
12.07.2021 17:53:59: GMKN failed to get Partial Bar
12.07.2021 17:54:01: SBER got Partial Bar from Finam
12.07.2021 17:54:03: NVTK failed to get Partial Bar
12.07.2021 17:54:05: MAGN got Partial Bar from Finam
12.07.2021 17:54:06: YNDX got Partial Bar from Finam
12.07.2021 17:54:08: AFLT got Partial Bar from Finam
12.07.2021 17:55:00: Status = Processing
12.07.2021 17:55:50: NextRun set to 12.07.2021 18:00
12.07.2021 17:55:50: Status = Incomplete
12.07.2021 17:55:50: 10 Symbols not Processed: MGNT,SBER,GAZP,AFLT,LKOH,YNDX,ALRS,NVTK,GMKN,MAGN
12.07.2021 18:00:00: Status = Processing
12.07.2021 18:00:50: NextRun set to 12.07.2021 18:05
12.07.2021 18:00:50: Status = Incomplete
12.07.2021 18:00:50: 10 Symbols not Processed: MGNT,SBER,GAZP,AFLT,LKOH,YNDX,ALRS,NVTK,GMKN,MAGN
12.07.2021 18:05:00: Status = Processing
12.07.2021 18:05:06: Status = Deactivated
12.07.2021 18:05:07: Leaving Streaming Thread
12.07.2021 18:06:11: Status = LoadingData
12.07.2021 18:06:11: Start Streaming Thread
12.07.2021 18:06:11: Populating Data
12.07.2021 18:06:11: Calling GetHistories Pass 1
12.07.2021 18:06:14: GetHistories returned with 1 symbols
12.07.2021 18:06:14: Calling GetHistories Pass 2
12.07.2021 18:06:15: GetHistories returned with 1 symbols
12.07.2021 18:06:15: SBER has 216 bars from Finam
12.07.2021 18:06:15: NextRun set to 12.07.2021 18:10
12.07.2021 18:06:15: Status = Idle
12.07.2021 18:06:15: SBER got Partial Bar from Finam
12.07.2021 18:10:00: Status = Processing
12.07.2021 18:10:50: NextRun set to 12.07.2021 18:15
12.07.2021 18:10:50: Status = Incomplete
12.07.2021 18:10:50: 1 Symbol not Processed: SBER
12.07.2021 18:11:04: Status = Deactivated
12.07.2021 18:11:04: Leaving Streaming Thread
12.07.2021 18:11:40: Status = LoadingData
12.07.2021 18:11:40: Start Polling Thread
12.07.2021 18:11:40: Populating Data
12.07.2021 18:11:40: Calling GetHistories Pass 1
12.07.2021 18:11:49: GetHistories returned with 10 symbols
12.07.2021 18:11:49: Calling GetHistories Pass 2
12.07.2021 18:11:57: GetHistories returned with 10 symbols
12.07.2021 18:11:57: SBER has 216 bars from Finam
12.07.2021 18:11:57: MGNT has 216 bars from Finam
12.07.2021 18:11:57: GAZP has 216 bars from Finam
12.07.2021 18:11:57: ALRS has 144 bars from Finam
12.07.2021 18:11:57: MAGN has 216 bars from Finam
12.07.2021 18:11:57: AFLT has 227 bars from Finam
12.07.2021 18:11:57: YNDX has 227 bars from Finam
12.07.2021 18:11:57: NVTK has 216 bars from Finam
12.07.2021 18:11:57: GMKN has 227 bars from Finam
12.07.2021 18:11:57: LKOH has 216 bars from Finam
12.07.2021 18:11:57: NextRun set to 12.07.2021 18:15
12.07.2021 18:11:57: Status = Idle
12.07.2021 18:15:10: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:15:10: Status = Processing
12.07.2021 18:15:14: Ran Strategy on : 0 Signals, Run Time=4,12sec
12.07.2021 18:15:31: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:15:31: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:15:39: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:15:39: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:15:55: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:15:55: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:15:55: NextRun set to 12.07.2021 18:20
12.07.2021 18:15:55: Status = Incomplete
12.07.2021 18:15:55: 10 Symbols not Processed: SBER,MGNT,GAZP,ALRS,MAGN,AFLT,YNDX,NVTK,GMKN,LKOH
12.07.2021 18:16:10: Status = Deactivated
12.07.2021 18:20:09: Status = LoadingData
12.07.2021 18:20:09: Start Polling Thread
12.07.2021 18:20:09: Populating Data
12.07.2021 18:20:09: Calling GetHistories Pass 1
12.07.2021 18:20:09: Status = Deactivated
12.07.2021 18:20:12: Status = LoadingData
12.07.2021 18:20:12: Start Polling Thread
12.07.2021 18:20:12: Populating Data
12.07.2021 18:20:12: Calling GetHistories Pass 1
12.07.2021 18:20:14: Status = Deactivated
12.07.2021 18:20:14: GetHistories returned with 3 symbols
12.07.2021 18:20:14: Calling GetHistories Pass 2
12.07.2021 18:20:14: GetHistories returned with 0 symbols
12.07.2021 18:20:14: Status = Error
12.07.2021 18:20:14: Status = Deactivated
12.07.2021 18:20:14: Leaving Polling Thread
12.07.2021 18:20:20: GetHistories returned with 5 symbols
12.07.2021 18:20:20: Calling GetHistories Pass 2
12.07.2021 18:20:20: GetHistories returned with 0 symbols
12.07.2021 18:20:20: Status = Error
12.07.2021 18:20:20: Status = Deactivated
12.07.2021 18:20:20: Leaving Polling Thread
12.07.2021 18:21:22: Status = LoadingData
12.07.2021 18:21:22: Start Streaming Thread
12.07.2021 18:21:22: Populating Data
12.07.2021 18:21:22: Calling GetHistories Pass 1
12.07.2021 18:21:32: GetHistories returned with 10 symbols
12.07.2021 18:21:32: Calling GetHistories Pass 2
12.07.2021 18:21:41: GetHistories returned with 10 symbols
12.07.2021 18:21:41: MGNT has 216 bars from Finam
12.07.2021 18:21:41: SBER has 216 bars from Finam
12.07.2021 18:21:41: GAZP has 216 bars from Finam
12.07.2021 18:21:41: AFLT has 227 bars from Finam
12.07.2021 18:21:41: YNDX has 227 bars from Finam
12.07.2021 18:21:41: LKOH has 216 bars from Finam
12.07.2021 18:21:41: ALRS has 144 bars from Finam
12.07.2021 18:21:41: NVTK has 216 bars from Finam
12.07.2021 18:21:41: MAGN has 216 bars from Finam
12.07.2021 18:21:41: GMKN has 227 bars from Finam
12.07.2021 18:21:41: NextRun set to 12.07.2021 18:25
12.07.2021 18:21:41: Status = Idle
12.07.2021 18:21:42: GAZP got Partial Bar from Finam
12.07.2021 18:21:46: MGNT failed to get Partial Bar
12.07.2021 18:21:47: YNDX failed to get Partial Bar
12.07.2021 18:21:47: AFLT failed to get Partial Bar
12.07.2021 18:21:47: ALRS failed to get Partial Bar
12.07.2021 18:21:47: MAGN failed to get Partial Bar
12.07.2021 18:21:47: LKOH failed to get Partial Bar
12.07.2021 18:21:47: SBER failed to get Partial Bar
12.07.2021 18:21:47: GMKN failed to get Partial Bar
12.07.2021 18:21:47: NVTK failed to get Partial Bar
12.07.2021 18:25:00: Status = Processing
12.07.2021 18:25:08: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:25:08: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:25:26: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:25:26: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:25:34: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:25:34: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:25:50: NextRun set to 12.07.2021 18:30
12.07.2021 18:25:50: Status = Incomplete
12.07.2021 18:25:50: 10 Symbols not Processed: MGNT,SBER,GAZP,AFLT,YNDX,LKOH,ALRS,NVTK,MAGN,GMKN
12.07.2021 18:25:52: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:25:52: Status = Processing
12.07.2021 18:25:52: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:30:12: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:30:12: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:30:32: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:30:32: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:30:42: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:30:42: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:30:50: NextRun set to 12.07.2021 18:35
12.07.2021 18:30:50: Status = Incomplete
12.07.2021 18:30:50: 10 Symbols not Processed: MGNT,SBER,GAZP,AFLT,YNDX,LKOH,ALRS,NVTK,MAGN,GMKN
12.07.2021 18:31:06: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:31:06: Status = Processing
12.07.2021 18:31:06: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:35:07: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:35:07: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:35:25: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:35:25: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:35:33: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:35:33: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:35:49: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:35:49: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:35:50: NextRun set to 12.07.2021 18:40
12.07.2021 18:35:50: Status = Incomplete
12.07.2021 18:35:50: 10 Symbols not Processed: MGNT,SBER,GAZP,AFLT,YNDX,LKOH,ALRS,NVTK,MAGN,GMKN
12.07.2021 18:35:56: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:35:56: Status = Processing
12.07.2021 18:35:56: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:36:14: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:36:14: Ran Strategy on : 0 Signals, Run Time=0ms
Some details, I’ll add more if needed.
Result.
I get “10 symbols were not processed” after every m5 run. Where 10 is the size of the dataset (all 10 tickers were configured for exporting in Quik).
Strategy.
Simple strategy. It worked for Daily TF – polling mode, signals were generated, and the same strategy didn’t work for m5, streaming.
Streaming data.
I configured streaming and checked streaming with Quotes windows – everything was fine.
HDP.
I tried Finam, Quik – the same result.
Mode.
I tried Streaming and Polling – the same result.
Logs:
12.07.2021 17:53:34: Status = LoadingData
12.07.2021 17:53:34: Start Streaming Thread
12.07.2021 17:53:34: Populating Data
12.07.2021 17:53:34: Calling GetHistories Pass 1
12.07.2021 17:53:49: GetHistories returned with 10 symbols
12.07.2021 17:53:49: Calling GetHistories Pass 2
12.07.2021 17:53:56: GetHistories returned with 10 symbols
12.07.2021 17:53:56: MGNT has 216 bars from Finam
12.07.2021 17:53:56: SBER has 216 bars from Finam
12.07.2021 17:53:56: GAZP has 216 bars from Finam
12.07.2021 17:53:56: AFLT has 227 bars from Finam
12.07.2021 17:53:56: LKOH has 216 bars from Finam
12.07.2021 17:53:56: YNDX has 227 bars from Finam
12.07.2021 17:53:56: ALRS has 144 bars from Finam
12.07.2021 17:53:56: NVTK has 216 bars from Finam
12.07.2021 17:53:56: GMKN has 227 bars from Finam
12.07.2021 17:53:56: MAGN has 216 bars from Finam
12.07.2021 17:53:56: NextRun set to 12.07.2021 17:55
12.07.2021 17:53:56: Status = Idle
12.07.2021 17:53:59: LKOH failed to get Partial Bar
12.07.2021 17:53:59: MGNT failed to get Partial Bar
12.07.2021 17:53:59: GAZP failed to get Partial Bar
12.07.2021 17:53:59: ALRS failed to get Partial Bar
12.07.2021 17:53:59: GMKN failed to get Partial Bar
12.07.2021 17:54:01: SBER got Partial Bar from Finam
12.07.2021 17:54:03: NVTK failed to get Partial Bar
12.07.2021 17:54:05: MAGN got Partial Bar from Finam
12.07.2021 17:54:06: YNDX got Partial Bar from Finam
12.07.2021 17:54:08: AFLT got Partial Bar from Finam
12.07.2021 17:55:00: Status = Processing
12.07.2021 17:55:50: NextRun set to 12.07.2021 18:00
12.07.2021 17:55:50: Status = Incomplete
12.07.2021 17:55:50: 10 Symbols not Processed: MGNT,SBER,GAZP,AFLT,LKOH,YNDX,ALRS,NVTK,GMKN,MAGN
12.07.2021 18:00:00: Status = Processing
12.07.2021 18:00:50: NextRun set to 12.07.2021 18:05
12.07.2021 18:00:50: Status = Incomplete
12.07.2021 18:00:50: 10 Symbols not Processed: MGNT,SBER,GAZP,AFLT,LKOH,YNDX,ALRS,NVTK,GMKN,MAGN
12.07.2021 18:05:00: Status = Processing
12.07.2021 18:05:06: Status = Deactivated
12.07.2021 18:05:07: Leaving Streaming Thread
12.07.2021 18:06:11: Status = LoadingData
12.07.2021 18:06:11: Start Streaming Thread
12.07.2021 18:06:11: Populating Data
12.07.2021 18:06:11: Calling GetHistories Pass 1
12.07.2021 18:06:14: GetHistories returned with 1 symbols
12.07.2021 18:06:14: Calling GetHistories Pass 2
12.07.2021 18:06:15: GetHistories returned with 1 symbols
12.07.2021 18:06:15: SBER has 216 bars from Finam
12.07.2021 18:06:15: NextRun set to 12.07.2021 18:10
12.07.2021 18:06:15: Status = Idle
12.07.2021 18:06:15: SBER got Partial Bar from Finam
12.07.2021 18:10:00: Status = Processing
12.07.2021 18:10:50: NextRun set to 12.07.2021 18:15
12.07.2021 18:10:50: Status = Incomplete
12.07.2021 18:10:50: 1 Symbol not Processed: SBER
12.07.2021 18:11:04: Status = Deactivated
12.07.2021 18:11:04: Leaving Streaming Thread
12.07.2021 18:11:40: Status = LoadingData
12.07.2021 18:11:40: Start Polling Thread
12.07.2021 18:11:40: Populating Data
12.07.2021 18:11:40: Calling GetHistories Pass 1
12.07.2021 18:11:49: GetHistories returned with 10 symbols
12.07.2021 18:11:49: Calling GetHistories Pass 2
12.07.2021 18:11:57: GetHistories returned with 10 symbols
12.07.2021 18:11:57: SBER has 216 bars from Finam
12.07.2021 18:11:57: MGNT has 216 bars from Finam
12.07.2021 18:11:57: GAZP has 216 bars from Finam
12.07.2021 18:11:57: ALRS has 144 bars from Finam
12.07.2021 18:11:57: MAGN has 216 bars from Finam
12.07.2021 18:11:57: AFLT has 227 bars from Finam
12.07.2021 18:11:57: YNDX has 227 bars from Finam
12.07.2021 18:11:57: NVTK has 216 bars from Finam
12.07.2021 18:11:57: GMKN has 227 bars from Finam
12.07.2021 18:11:57: LKOH has 216 bars from Finam
12.07.2021 18:11:57: NextRun set to 12.07.2021 18:15
12.07.2021 18:11:57: Status = Idle
12.07.2021 18:15:10: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:15:10: Status = Processing
12.07.2021 18:15:14: Ran Strategy on : 0 Signals, Run Time=4,12sec
12.07.2021 18:15:31: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:15:31: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:15:39: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:15:39: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:15:55: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:15:55: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:15:55: NextRun set to 12.07.2021 18:20
12.07.2021 18:15:55: Status = Incomplete
12.07.2021 18:15:55: 10 Symbols not Processed: SBER,MGNT,GAZP,ALRS,MAGN,AFLT,YNDX,NVTK,GMKN,LKOH
12.07.2021 18:16:10: Status = Deactivated
12.07.2021 18:20:09: Status = LoadingData
12.07.2021 18:20:09: Start Polling Thread
12.07.2021 18:20:09: Populating Data
12.07.2021 18:20:09: Calling GetHistories Pass 1
12.07.2021 18:20:09: Status = Deactivated
12.07.2021 18:20:12: Status = LoadingData
12.07.2021 18:20:12: Start Polling Thread
12.07.2021 18:20:12: Populating Data
12.07.2021 18:20:12: Calling GetHistories Pass 1
12.07.2021 18:20:14: Status = Deactivated
12.07.2021 18:20:14: GetHistories returned with 3 symbols
12.07.2021 18:20:14: Calling GetHistories Pass 2
12.07.2021 18:20:14: GetHistories returned with 0 symbols
12.07.2021 18:20:14: Status = Error
12.07.2021 18:20:14: Status = Deactivated
12.07.2021 18:20:14: Leaving Polling Thread
12.07.2021 18:20:20: GetHistories returned with 5 symbols
12.07.2021 18:20:20: Calling GetHistories Pass 2
12.07.2021 18:20:20: GetHistories returned with 0 symbols
12.07.2021 18:20:20: Status = Error
12.07.2021 18:20:20: Status = Deactivated
12.07.2021 18:20:20: Leaving Polling Thread
12.07.2021 18:21:22: Status = LoadingData
12.07.2021 18:21:22: Start Streaming Thread
12.07.2021 18:21:22: Populating Data
12.07.2021 18:21:22: Calling GetHistories Pass 1
12.07.2021 18:21:32: GetHistories returned with 10 symbols
12.07.2021 18:21:32: Calling GetHistories Pass 2
12.07.2021 18:21:41: GetHistories returned with 10 symbols
12.07.2021 18:21:41: MGNT has 216 bars from Finam
12.07.2021 18:21:41: SBER has 216 bars from Finam
12.07.2021 18:21:41: GAZP has 216 bars from Finam
12.07.2021 18:21:41: AFLT has 227 bars from Finam
12.07.2021 18:21:41: YNDX has 227 bars from Finam
12.07.2021 18:21:41: LKOH has 216 bars from Finam
12.07.2021 18:21:41: ALRS has 144 bars from Finam
12.07.2021 18:21:41: NVTK has 216 bars from Finam
12.07.2021 18:21:41: MAGN has 216 bars from Finam
12.07.2021 18:21:41: GMKN has 227 bars from Finam
12.07.2021 18:21:41: NextRun set to 12.07.2021 18:25
12.07.2021 18:21:41: Status = Idle
12.07.2021 18:21:42: GAZP got Partial Bar from Finam
12.07.2021 18:21:46: MGNT failed to get Partial Bar
12.07.2021 18:21:47: YNDX failed to get Partial Bar
12.07.2021 18:21:47: AFLT failed to get Partial Bar
12.07.2021 18:21:47: ALRS failed to get Partial Bar
12.07.2021 18:21:47: MAGN failed to get Partial Bar
12.07.2021 18:21:47: LKOH failed to get Partial Bar
12.07.2021 18:21:47: SBER failed to get Partial Bar
12.07.2021 18:21:47: GMKN failed to get Partial Bar
12.07.2021 18:21:47: NVTK failed to get Partial Bar
12.07.2021 18:25:00: Status = Processing
12.07.2021 18:25:08: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:25:08: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:25:26: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:25:26: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:25:34: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:25:34: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:25:50: NextRun set to 12.07.2021 18:30
12.07.2021 18:25:50: Status = Incomplete
12.07.2021 18:25:50: 10 Symbols not Processed: MGNT,SBER,GAZP,AFLT,YNDX,LKOH,ALRS,NVTK,MAGN,GMKN
12.07.2021 18:25:52: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:25:52: Status = Processing
12.07.2021 18:25:52: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:30:12: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:30:12: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:30:32: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:30:32: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:30:42: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:30:42: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:30:50: NextRun set to 12.07.2021 18:35
12.07.2021 18:30:50: Status = Incomplete
12.07.2021 18:30:50: 10 Symbols not Processed: MGNT,SBER,GAZP,AFLT,YNDX,LKOH,ALRS,NVTK,MAGN,GMKN
12.07.2021 18:31:06: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:31:06: Status = Processing
12.07.2021 18:31:06: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:35:07: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:35:07: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:35:25: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:35:25: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:35:33: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:35:33: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:35:49: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:35:49: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:35:50: NextRun set to 12.07.2021 18:40
12.07.2021 18:35:50: Status = Incomplete
12.07.2021 18:35:50: 10 Symbols not Processed: MGNT,SBER,GAZP,AFLT,YNDX,LKOH,ALRS,NVTK,MAGN,GMKN
12.07.2021 18:35:56: Pass 1 - GetHistories returned 10 symbols
12.07.2021 18:35:56: Status = Processing
12.07.2021 18:35:56: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 18:36:14: Pass 2 - GetHistories returned 10 symbols
12.07.2021 18:36:14: Ran Strategy on : 0 Signals, Run Time=0ms
Rename
Being a free data feed, Finam isn't very friendly to the unofficial downloaders which can negatively affect the parallel data requests which Wealth-Lab 7 makes to speed up its processing. Hardly someone would guarantee you that Finam's data works in your intraday trading in a steadfast manner. 🤷♂️
The QUIK provider should be completely free from restrictions in this aspect. Please restart WL and QUIK and choose Polling in Strategy Monitor.
The QUIK provider should be completely free from restrictions in this aspect. Please restart WL and QUIK and choose Polling in Strategy Monitor.
Using Finam was part of the experiments, I'm glad that Quik should be free from restrictions and I did what you described. The same result - may be the reason is that I couldn't make Quik HDP work last time either. I'm waiting for the build 11 - you said you found some bugs.
Logs of this new experiment:
12.07.2021 23:39:34: Status = LoadingData
12.07.2021 23:39:34: Start Polling Thread
12.07.2021 23:39:34: Populating Data
12.07.2021 23:39:34: Calling GetHistories Pass 1
12.07.2021 23:39:41: GetHistories returned with 10 symbols
12.07.2021 23:39:41: Calling GetHistories Pass 2
12.07.2021 23:39:47: GetHistories returned with 10 symbols
12.07.2021 23:39:47: MGNT has 216 bars from Finam
12.07.2021 23:39:47: SBER has 216 bars from Finam
12.07.2021 23:39:47: GAZP has 216 bars from Finam
12.07.2021 23:39:47: ALRS has 144 bars from Finam
12.07.2021 23:39:47: AFLT has 227 bars from Finam
12.07.2021 23:39:47: LKOH has 216 bars from Finam
12.07.2021 23:39:47: YNDX has 216 bars from Finam
12.07.2021 23:39:47: GMKN has 227 bars from Finam
12.07.2021 23:39:47: NVTK has 216 bars from Finam
12.07.2021 23:39:47: MAGN has 216 bars from Finam
12.07.2021 23:39:47: NextRun set to 12.07.2021 23:40
12.07.2021 23:39:47: Status = Idle
12.07.2021 23:40:06: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:40:06: Status = Processing
12.07.2021 23:40:08: Ran Strategy on : 0 Signals, Run Time=1,81sec
12.07.2021 23:40:23: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:40:23: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:40:27: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:40:27: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:40:41: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:40:41: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:40:45: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:40:45: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:41:00: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:41:00: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:41:00: NextRun set to 12.07.2021 23:45
12.07.2021 23:41:00: Status = Incomplete
12.07.2021 23:41:00: 10 Symbols not Processed: MGNT,SBER,GAZP,ALRS,AFLT,LKOH,YNDX,GMKN,NVTK,MAGN
12.07.2021 23:45:06: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:45:06: Status = Processing
12.07.2021 23:45:06: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:45:21: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:45:21: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:45:28: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:45:28: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:45:43: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:45:43: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:45:48: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:45:48: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:46:03: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:46:03: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:46:03: NextRun set to 12.07.2021 23:50
12.07.2021 23:46:03: Status = Incomplete
12.07.2021 23:46:03: 10 Symbols not Processed: MGNT,SBER,GAZP,ALRS,AFLT,LKOH,YNDX,GMKN,NVTK,MAGN
Logs of this new experiment:
12.07.2021 23:39:34: Status = LoadingData
12.07.2021 23:39:34: Start Polling Thread
12.07.2021 23:39:34: Populating Data
12.07.2021 23:39:34: Calling GetHistories Pass 1
12.07.2021 23:39:41: GetHistories returned with 10 symbols
12.07.2021 23:39:41: Calling GetHistories Pass 2
12.07.2021 23:39:47: GetHistories returned with 10 symbols
12.07.2021 23:39:47: MGNT has 216 bars from Finam
12.07.2021 23:39:47: SBER has 216 bars from Finam
12.07.2021 23:39:47: GAZP has 216 bars from Finam
12.07.2021 23:39:47: ALRS has 144 bars from Finam
12.07.2021 23:39:47: AFLT has 227 bars from Finam
12.07.2021 23:39:47: LKOH has 216 bars from Finam
12.07.2021 23:39:47: YNDX has 216 bars from Finam
12.07.2021 23:39:47: GMKN has 227 bars from Finam
12.07.2021 23:39:47: NVTK has 216 bars from Finam
12.07.2021 23:39:47: MAGN has 216 bars from Finam
12.07.2021 23:39:47: NextRun set to 12.07.2021 23:40
12.07.2021 23:39:47: Status = Idle
12.07.2021 23:40:06: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:40:06: Status = Processing
12.07.2021 23:40:08: Ran Strategy on : 0 Signals, Run Time=1,81sec
12.07.2021 23:40:23: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:40:23: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:40:27: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:40:27: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:40:41: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:40:41: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:40:45: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:40:45: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:41:00: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:41:00: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:41:00: NextRun set to 12.07.2021 23:45
12.07.2021 23:41:00: Status = Incomplete
12.07.2021 23:41:00: 10 Symbols not Processed: MGNT,SBER,GAZP,ALRS,AFLT,LKOH,YNDX,GMKN,NVTK,MAGN
12.07.2021 23:45:06: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:45:06: Status = Processing
12.07.2021 23:45:06: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:45:21: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:45:21: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:45:28: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:45:28: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:45:43: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:45:43: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:45:48: Pass 1 - GetHistories returned 10 symbols
12.07.2021 23:45:48: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:46:03: Pass 2 - GetHistories returned 10 symbols
12.07.2021 23:46:03: Ran Strategy on : 0 Signals, Run Time=0ms
12.07.2021 23:46:03: NextRun set to 12.07.2021 23:50
12.07.2021 23:46:03: Status = Incomplete
12.07.2021 23:46:03: 10 Symbols not Processed: MGNT,SBER,GAZP,ALRS,AFLT,LKOH,YNDX,GMKN,NVTK,MAGN
QUOTE:
I'm waiting for the build 11 - you said you found some bugs.
Definitely you should try out build 11 when it's ready as the bug won't let you get any intraday historical data from QUIK unless it's defined as 1-minute. You can reconfigure your symbols in QUIK's data export as "1 minute" to make the Strategy Monitor work with build 10. But due to a QUIK data export limitation of just one intraday timeframe it's not a complete workaround though.
Looking forward to build11!)
P.S. I tried with m1 today - maybe I do something wrong, but I couldn't get historical data from this provider.
P.S. I tried with m1 today - maybe I do something wrong, but I couldn't get historical data from this provider.
If QUIK is configured for 1 minute and you've restarted WL7 and QUIK, I see no reason why it shouldn't work. Also try to uncheck other Historical Providers, leaving just QUIK alone for this test. I double checked and was able to open some historical 1-min charts from QUIK just fine with production builds (WL7 13 and Russia 10).
P.S. Did I stress to restart WL7 and QUIK?
P.S. Did I stress to restart WL7 and QUIK?
The problem with restarting is that you don't know what is the right time/trigger to do it).
I could get m1 historical data from Quik HDP. I could see it on charts and Testbed.
Issues found:
1. All the experiments I tried (i tried streaming/polling, different datasets) got stuck. Most of them with: n symbols wre not processed - where n - the size of the dasets.
2. One strategy couldn't get further than "Loading YNDX...".
All the tickers were configured for exporting in Quik. TF m1 in Quik and in all experiments.
3. Continuesly spinning mouse cursor when trying to Update DataSet in Data Manager - DataSets when I select m1 TF.
4. When trying to Activate strategies I got this exception once:
System.AggregateException: A Task's exception(s) were not observed either by Waiting on the Task or accessing its Exception property. As a result, the unobserved exception was rethrown by the finalizer thread. (Unable to read data from the transport connection: Операция ввода/вывода была прервана из-за завершения потока команд или по запросу приложения..)
---> System.IO.IOException: Unable to read data from the transport connection: Операция ввода/вывода была прервана из-за завершения потока команд или по запросу приложения..
---> System.Net.Sockets.SocketException (995): Операция ввода/вывода была прервана из-за завершения потока команд или по запросу приложения.
--- End of inner exception stack trace ---
at System.Net.Sockets.Socket.AwaitableSocketAsyncEventArgs.ThrowException(SocketError error, CancellationToken cancellationToken)
at System.Net.Sockets.Socket.AwaitableSocketAsyncEventArgs.GetResult(Int16 token)
at System.IO.StreamReader.ReadBufferAsync(CancellationToken cancellationToken)
at System.IO.StreamReader.ReadLineAsyncInternal()
--- End of inner exception stack trace ---
I could get m1 historical data from Quik HDP. I could see it on charts and Testbed.
Issues found:
1. All the experiments I tried (i tried streaming/polling, different datasets) got stuck. Most of them with: n symbols wre not processed - where n - the size of the dasets.
2. One strategy couldn't get further than "Loading YNDX...".
All the tickers were configured for exporting in Quik. TF m1 in Quik and in all experiments.
3. Continuesly spinning mouse cursor when trying to Update DataSet in Data Manager - DataSets when I select m1 TF.
4. When trying to Activate strategies I got this exception once:
System.AggregateException: A Task's exception(s) were not observed either by Waiting on the Task or accessing its Exception property. As a result, the unobserved exception was rethrown by the finalizer thread. (Unable to read data from the transport connection: Операция ввода/вывода была прервана из-за завершения потока команд или по запросу приложения..)
---> System.IO.IOException: Unable to read data from the transport connection: Операция ввода/вывода была прервана из-за завершения потока команд или по запросу приложения..
---> System.Net.Sockets.SocketException (995): Операция ввода/вывода была прервана из-за завершения потока команд или по запросу приложения.
--- End of inner exception stack trace ---
at System.Net.Sockets.Socket.AwaitableSocketAsyncEventArgs.ThrowException(SocketError error, CancellationToken cancellationToken)
at System.Net.Sockets.Socket.AwaitableSocketAsyncEventArgs.GetResult(Int16 token)
at System.IO.StreamReader.ReadBufferAsync(CancellationToken cancellationToken)
at System.IO.StreamReader.ReadLineAsyncInternal()
--- End of inner exception stack trace ---
A spinning cursor when trying to Update DataSet may indicate some sort of disconnect between QUIK and WL7. Try to restart the data export in QUIK if that happens. Otherwise let's wait for Russia build 11 for general bug fixes.
It helped).
Please look at these updating results... only 207 bars for some tickers.
Please look at these updating results... only 207 bars for some tickers.
Good news to hear. Can you truncate the data for partial symbols and update the DataSet? Make sure that the Source column of the tabular view reads "QUIK".
Weird things keep on happening)
I have a dataset with 10 tickers. I trancated 4 of them (Delete all Data) - as a result 4 tickers with 0 bars. And then updated data, as a result 8 tickers with 0 bars)), 2 with non zero bars count.
I have a dataset with 10 tickers. I trancated 4 of them (Delete all Data) - as a result 4 tickers with 0 bars. And then updated data, as a result 8 tickers with 0 bars)), 2 with non zero bars count.
Did you try to click Update again?
I've tried it again now (I think I had lack of disk space that time).
4K bars is enough for most cases, but they are red and I'm not sure whether it's good or not. Maybe some kind of hidden bug is still there and it may cause future problems.
4K bars is enough for most cases, but they are red and I'm not sure whether it's good or not. Maybe some kind of hidden bug is still there and it may cause future problems.
Good to know it has worked. This is fine with me. It's not worth the time and effort to look into QUIK's named pipes further.
Red bars just tell that price has declined on the last bar. Green bars indicate a positive price change. Pure and simple.
Red bars just tell that price has declined on the last bar. Green bars indicate a positive price change. Pure and simple.
QUOTE:
Red bars just tell that price has declined on the last bar. Green bars indicate a positive price change. Pure and simple.
Really? My next question was going to be about what exactly the color mean). Thanks.
Still having this different sizes of m1 time series look strange. That would be ok for Daily as they are really different for different stocks.
To me it looks sus (as the kids say today.) all the green symbols with a much larger bar count have a change of ZERO exactly?? I would look for duplicate data!
Dion, it's OK. The screenshot in Post #12 shows one minute data of late nite trading. Liquidity/activity is low during this evening session.
I'll look at it closer when build 11 is released. Looking forward).
In my limited testing with Polling (Russia build 11) it worked and I wasn't affected by the “symbols were not processed” issue. I wasn't doing a lot of charting while the SM is running though. Also restarted WL7 and QUIK periodically, realizing that QUIK's cumbersome stack is built around the various legacy technology like DDE (thank God we did not touch it), named pipes and Lua RPC. Also you can choose MOEX or Finam as historical data providers.
Ok, I'll keep on trying on Monday. I wasn't sure it works for you. So having this in mind I'll be more insistent in my tests. I'll add more restarting component in it)). So if you have any other assumptions that may help, much appriciated.
Still, restrarting doesn't look as a good part a normal process. As a. it takes much time to restart Quik, b. WL7 doesn't store orders info between sessions. At least this. So I hope we'll be able to overcome this somehow in the future.
Still, restrarting doesn't look as a good part a normal process. As a. it takes much time to restart Quik, b. WL7 doesn't store orders info between sessions. At least this. So I hope we'll be able to overcome this somehow in the future.
A couple of logs from today's very limited testing:
1. Streaming (not sure why partial bar fails but it's not important):
19.07.2021 13:06:07: Status = LoadingData
19.07.2021 13:06:07: Start Streaming Thread
19.07.2021 13:06:07: Populating Data
19.07.2021 13:06:07: Calling GetHistories Pass 1
19.07.2021 13:06:20: GetHistories returned with 1 symbols
19.07.2021 13:06:20: Calling GetHistories Pass 2
19.07.2021 13:06:26: GetHistories returned with 1 symbols
19.07.2021 13:06:26: SBER has 88 bars from QUIK
19.07.2021 13:06:26: NextRun set to 19.07.2021 13:07
19.07.2021 13:06:26: Status = Idle
19.07.2021 13:06:28: SBER failed to get Partial Bar
2. Polling:
19.07.2021 13:07:47: Status = LoadingData
19.07.2021 13:07:47: Start Polling Thread
19.07.2021 13:07:47: Populating Data
19.07.2021 13:07:47: Calling GetHistories Pass 1
19.07.2021 13:07:51: GetHistories returned with 1 symbols
19.07.2021 13:07:51: Calling GetHistories Pass 2
19.07.2021 13:07:53: GetHistories returned with 1 symbols
19.07.2021 13:07:53: SBER has 102 bars from QUIK
19.07.2021 13:07:53: NextRun set to 19.07.2021 13:08
19.07.2021 13:07:53: Status = Idle
19.07.2021 13:08:03: Pass 1 - GetHistories returned 1 symbols
19.07.2021 13:08:03: Status = Processing
19.07.2021 13:08:04: Ran Strategy on : 0 Signals, Run Time=1.85sec
If you're still having trouble with the QUIK historical provider I sincerely recommend you not waste time and replace it with MOEX or Finam. The streaming QUIK provider works robustly. They are a good couple. I will not dedicate any further effort to the QUIK HDP development (which is a 4th Russian HDP).
1. Streaming (not sure why partial bar fails but it's not important):
19.07.2021 13:06:07: Status = LoadingData
19.07.2021 13:06:07: Start Streaming Thread
19.07.2021 13:06:07: Populating Data
19.07.2021 13:06:07: Calling GetHistories Pass 1
19.07.2021 13:06:20: GetHistories returned with 1 symbols
19.07.2021 13:06:20: Calling GetHistories Pass 2
19.07.2021 13:06:26: GetHistories returned with 1 symbols
19.07.2021 13:06:26: SBER has 88 bars from QUIK
19.07.2021 13:06:26: NextRun set to 19.07.2021 13:07
19.07.2021 13:06:26: Status = Idle
19.07.2021 13:06:28: SBER failed to get Partial Bar
2. Polling:
19.07.2021 13:07:47: Status = LoadingData
19.07.2021 13:07:47: Start Polling Thread
19.07.2021 13:07:47: Populating Data
19.07.2021 13:07:47: Calling GetHistories Pass 1
19.07.2021 13:07:51: GetHistories returned with 1 symbols
19.07.2021 13:07:51: Calling GetHistories Pass 2
19.07.2021 13:07:53: GetHistories returned with 1 symbols
19.07.2021 13:07:53: SBER has 102 bars from QUIK
19.07.2021 13:07:53: NextRun set to 19.07.2021 13:08
19.07.2021 13:07:53: Status = Idle
19.07.2021 13:08:03: Pass 1 - GetHistories returned 1 symbols
19.07.2021 13:08:03: Status = Processing
19.07.2021 13:08:04: Ran Strategy on : 0 Signals, Run Time=1.85sec
If you're still having trouble with the QUIK historical provider I sincerely recommend you not waste time and replace it with MOEX or Finam. The streaming QUIK provider works robustly. They are a good couple. I will not dedicate any further effort to the QUIK HDP development (which is a 4th Russian HDP).
I couldn't make it work...
Some details:
1. I tried Finam, I tried Quik HDP, I even tried Alor HPD (our old HDP), nothing helped - the same error ("{n} tickers not processed") or strategy gets stuck at something like "loading YNDX...".
2.
As we've already discussed, Finam is not for live trading:
MOEX HDP is m60 and D1 timeframes only and I guess I'll get all the same as with Finam even if running on m60.
3. According to your polling log, using polling (or is it because of exact HDP?) is very slow even with 1 symbol dataset as it utilizes HDP which is slow especially if using something like Finam HDP.
4. Could you please fix the problem wirh partial bar, that will let me use Streaming option when live trading (that will let me not utilyze HDP whis much).
5. Maybe it's something wrong with Strategy Monitor, not HDPs?)
Some details:
1. I tried Finam, I tried Quik HDP, I even tried Alor HPD (our old HDP), nothing helped - the same error ("{n} tickers not processed") or strategy gets stuck at something like "loading YNDX...".
2.
QUOTE:
If you're still having trouble with the QUIK historical provider I sincerely recommend you not waste time and replace it with MOEX or Finam
As we've already discussed, Finam is not for live trading:
QUOTE:
Being a free data feed, Finam isn't very friendly to the unofficial downloaders which can negatively affect the parallel data requests which Wealth-Lab 7 makes to speed up its processing. Hardly someone would guarantee you that Finam's data works in your intraday trading in a steadfast manner.
MOEX HDP is m60 and D1 timeframes only and I guess I'll get all the same as with Finam even if running on m60.
3. According to your polling log, using polling (or is it because of exact HDP?) is very slow even with 1 symbol dataset as it utilizes HDP which is slow especially if using something like Finam HDP.
4. Could you please fix the problem wirh partial bar, that will let me use Streaming option when live trading (that will let me not utilyze HDP whis much).
5. Maybe it's something wrong with Strategy Monitor, not HDPs?)
Sad to hear it doesn't work for you.
2. Another concern with MOEX and Finam is that their data is delayed. I chose not to implement 10-minute MOEX data because it's tricky and the backfill might end up being quite slow.
4, 5. I have the same feeling. In a step by step debugging session I noticed some irregular behavior with QUIK HDP originally returning a valid BarHistory object which later turned into null by Wealth-Lab's post-processing. We may need to investigate into it a little bit more sometime later.
If you're trading that portfolio of 10 symbols did you try using streaming strategy charts?
2. Another concern with MOEX and Finam is that their data is delayed. I chose not to implement 10-minute MOEX data because it's tricky and the backfill might end up being quite slow.
4, 5. I have the same feeling. In a step by step debugging session I noticed some irregular behavior with QUIK HDP originally returning a valid BarHistory object which later turned into null by Wealth-Lab's post-processing. We may need to investigate into it a little bit more sometime later.
If you're trading that portfolio of 10 symbols did you try using streaming strategy charts?
QUOTE:
In a step by step debugging session I noticed some irregular behavior with QUIK HDP originally returning a valid BarHistory object which later turned into null by Wealth-Lab's post-processing. We may need to investigate into it a little bit more sometime later.
Thanks, I'm glad you've found something there.
QUOTE:
If you're trading that portfolio of 10 symbols did you try using streaming strategy charts?
I've just tried. I can't say it's working), but the were a couple of signals, I saw those orders in Order Manager. But at least this bug with huge candles (I've described it above) don't let the whole process look working good.
The window and the whole WL7 also get stuck periodically while such streaming.
Experimented with QUIK providers for a good part of the day and couldn't find a cure for "symbols not processed". I don't have further suggestions, sorry.
That's really sad.
Still, do you mean you coudn't reproduce that or you couldn't fix that?
Still, do you mean you coudn't reproduce that or you couldn't fix that?
Taking QUIK provider to perfection is becoming a resource hog and I cannot dedicate more time to it now without getting a Ph.D in QUIK's named pipes and all that stuff. ;) Sorry.
That's sad, but let's be constructive). What can we do now? It looks like we are very close to the working prototype).
Thoughts that come to my mind:
- I have Alor HDP, SDP, broker provider - I could run live trading with them, but they are very buggy so are not appropriate for live trading. The programmer who deweloped them stoped the process at this point). Could I/you use it to localize Quik problem or something?
- Another option could be: if you could share the Quik HDP/SDP project I could find a programmer to fix these providers and than return source code to you.
I'm sure there are some other good options but that's all I got by the moment).
It's always darkest before the dawn)).
Thoughts that come to my mind:
- I have Alor HDP, SDP, broker provider - I could run live trading with them, but they are very buggy so are not appropriate for live trading. The programmer who deweloped them stoped the process at this point). Could I/you use it to localize Quik problem or something?
- Another option could be: if you could share the Quik HDP/SDP project I could find a programmer to fix these providers and than return source code to you.
I'm sure there are some other good options but that's all I got by the moment).
It's always darkest before the dawn)).
Thanks for trying to help Mihail. Alor-Trade is a separate platform which is of no use for QUIK troubleshooting. Sharing our source code is out of question. Will let you know if I have an update.
Although we're not using QuikSharp for data collection, I stumbled onto a bug report which suggests that "huge candles" may be a QUIK issue: https://github.com/finsight/QUIKSharp/issues/204
QUOTE:
But at least this bug with huge candles (I've described it above) don't let the whole process look working good.
Although we're not using QuikSharp for data collection, I stumbled onto a bug report which suggests that "huge candles" may be a QUIK issue: https://github.com/finsight/QUIKSharp/issues/204
We also had this offer of help in Discord, Eugene, not sure if this is something we should pursue?
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1. I tried Finam, I tried Quik HDP, I even tried Alor HPD (our old HDP), nothing helped - the same error ("{n} tickers not processed") or strategy gets stuck at something like "loading YNDX...".
Mihail, did you run all these tests with one streaming source i.e. QUIK?
I think I tried all the possible combination). Still, do you mean one at a time, like 3 running strategies with Quik streaming for each of them? - I had such attempts, I guess. Or what do you mean?
I tried different combinations including Quik as an SDP, Alor as an SDP. My Alor streaming combination worked better, but with bugs and issues, like exceptions and "simbols not processed" (but in this case only some of simbols were not processed) - looks like processing started only after new candle first trade (and some of low liquidity stocks didn't wait for execution).
No Quik combination worked more than one iteration.
I tried different combinations including Quik as an SDP, Alor as an SDP. My Alor streaming combination worked better, but with bugs and issues, like exceptions and "simbols not processed" (but in this case only some of simbols were not processed) - looks like processing started only after new candle first trade (and some of low liquidity stocks didn't wait for execution).
No Quik combination worked more than one iteration.
It's so thrilling to see those sudden Russian Something topics on top of the forum))
:)
Likewise I tend to think that the "Symbols not processed" condition we're dealing with may be not just a provider's issue.
Likewise I tend to think that the "Symbols not processed" condition we're dealing with may be not just a provider's issue.
You guys need some kind of News page or something to inform about updates etc.)
Or did you hide the fact of new Russian extension update to stop me from posting my feedback and reports?)))
Thanks for the update, it made a good leap ahead, I think!
What worked for me:
- I could run a strategy in Strategy Monitor on m5 TF, using Finam HDP and Quik SDP! It generated signals.
- Streaming chart using Quik SDP do not now have “large candles” issue.
Issues found:
- WL7 looses some tickers as HDP (and SDP as well, I guess). For example on Quotes window some tickers can stop updating – and it can be different tickers (for example exporting can be set for LKOH, SBER, MAGN, MGNT and LKOH can stop streaming, next time it can be MGNT and MAGN etc.) – I’ll play more with restarting (Quik, WL7) maybe this will help, maybe not.
- I couldn’t make Quik HDP – Quik SDP option work. It gets stuck at “Loading Data: MGNT” status.
- It’s told (in the API documentation) that candle ending time can be a trigger for triggering a strategy execution. Now it works different – I made my test at post-market with rare trades and I saw that the new candle first tick is the only trigger. For example, if candle end time is 20:00:00, at 20:00:00 nothing happens, than with every first tick of the new candle signal is generated for this ticker (debug strategy generates signals for every candle), than after some timeout period tickers without trades during this period are declared “not processed” and then the system is waiting for a new candle.
- When charting (for example on Daily) if streaming is turned on there are two last candles instead of one – two 10.08.2021 candles today. Maybe it’s because of HDP gets today data as the main trading session is over. Anyway is there a way to prevent this – on my side or maybe with some improvements on your side?
Or did you hide the fact of new Russian extension update to stop me from posting my feedback and reports?)))
Thanks for the update, it made a good leap ahead, I think!
What worked for me:
- I could run a strategy in Strategy Monitor on m5 TF, using Finam HDP and Quik SDP! It generated signals.
- Streaming chart using Quik SDP do not now have “large candles” issue.
Issues found:
- WL7 looses some tickers as HDP (and SDP as well, I guess). For example on Quotes window some tickers can stop updating – and it can be different tickers (for example exporting can be set for LKOH, SBER, MAGN, MGNT and LKOH can stop streaming, next time it can be MGNT and MAGN etc.) – I’ll play more with restarting (Quik, WL7) maybe this will help, maybe not.
- I couldn’t make Quik HDP – Quik SDP option work. It gets stuck at “Loading Data: MGNT” status.
- It’s told (in the API documentation) that candle ending time can be a trigger for triggering a strategy execution. Now it works different – I made my test at post-market with rare trades and I saw that the new candle first tick is the only trigger. For example, if candle end time is 20:00:00, at 20:00:00 nothing happens, than with every first tick of the new candle signal is generated for this ticker (debug strategy generates signals for every candle), than after some timeout period tickers without trades during this period are declared “not processed” and then the system is waiting for a new candle.
- When charting (for example on Daily) if streaming is turned on there are two last candles instead of one – two 10.08.2021 candles today. Maybe it’s because of HDP gets today data as the main trading session is over. Anyway is there a way to prevent this – on my side or maybe with some improvements on your side?
Upd.:
It looks like it was a “it takes much time issue” as after some time it started working as expected.
QUOTE:
- I couldn’t make Quik HDP – Quik SDP option work. It gets stuck at “Loading Data: MGNT” status.
It looks like it was a “it takes much time issue” as after some time it started working as expected.
I was experimenting today.
I was wrong - you'll meet these large candles when selecting Daily+ and in some other cases. If Quik SDP is turned on.
I didn't find out the whole idea about this (what is the trigger to reload etc.), but it doesn't look convenient now, and it looks like sometimes even reloading doesn't help.
It's not something for a perfect world, but you can live with that).
This one is one of the most important, I guess! We implemented heart beating that is to prevent this, but it didn't help, it also doesn't work for Quik SDP (because it's not implemented or because of some other reason). Could you please fix that because it slows down the execution speed a lot and it also makes impossible to trade low liquidity symbols.
QUOTE:
- Streaming chart using Quik SDP do not now have “large candles” issue.
I was wrong - you'll meet these large candles when selecting Daily+ and in some other cases. If Quik SDP is turned on.
QUOTE:
- WL7 looses some tickers as HDP (and SDP as well, I guess). For example on Quotes window some tickers can stop updating – and it can be different tickers (for example exporting can be set for LKOH, SBER, MAGN, MGNT and LKOH can stop streaming, next time it can be MGNT and MAGN etc.) – I’ll play more with restarting (Quik, WL7) maybe this will help, maybe not.
I didn't find out the whole idea about this (what is the trigger to reload etc.), but it doesn't look convenient now, and it looks like sometimes even reloading doesn't help.
QUOTE:
- When charting (for example on Daily) if streaming is turned on there are two last candles instead of one – two 10.08.2021 candles today. Maybe it’s because of HDP gets today data as the main trading session is over. Anyway is there a way to prevent this – on my side or maybe with some improvements on your side?
It's not something for a perfect world, but you can live with that).
QUOTE:
- It’s told (in the API documentation) that candle ending time can be a trigger for triggering a strategy execution. Now it works different – I made my test at post-market with rare trades and I saw that the new candle first tick is the only trigger. For example, if candle end time is 20:00:00, at 20:00:00 nothing happens, than with every first tick of the new candle signal is generated for this ticker (debug strategy generates signals for every candle), than after some timeout period tickers without trades during this period are declared “not processed” and then the system is waiting for a new candle.
This one is one of the most important, I guess! We implemented heart beating that is to prevent this, but it didn't help, it also doesn't work for Quik SDP (because it's not implemented or because of some other reason). Could you please fix that because it slows down the execution speed a lot and it also makes impossible to trade low liquidity symbols.
QUOTE:
We implemented heart beating that is to prevent this, but it didn't help, it also doesn't work for Quik SDP (because it's not implemented or because of some other reason). Could you please fix that because it slows down the execution speed a lot and it also makes impossible to trade low liquidity symbols.
Yes, I will implement heartbeat for the QUIK SDP in Russia build 13.
Thanks for the update).
The main issue now is getting historical and streaming data without all those tricks. You can't just turn the streaming on or get historical data working without all those restarting (that looks like not garantee it will work properly after restarting).
About accounts:
- I can't see my futures positions.
- I see something like historical state of my positions - I guess it's about t, t+1, t+2 or something. Quik is not plug and play, even for manual trading - I spent much time to understand what tables I need and what columns of all this tables I need.
So I can see three positions of the same instruments, but only one is about current state. Could you please delete redundant data?)
When people learn I use WL7, one of the main question is: can we live trade (intraday) already using it (I mean Russian traders). I have to say - no, you can't, there is Quik Broker Provider that is OK, but HDP and SDP are not OK still.
The main issue now is getting historical and streaming data without all those tricks. You can't just turn the streaming on or get historical data working without all those restarting (that looks like not garantee it will work properly after restarting).
About accounts:
- I can't see my futures positions.
- I see something like historical state of my positions - I guess it's about t, t+1, t+2 or something. Quik is not plug and play, even for manual trading - I spent much time to understand what tables I need and what columns of all this tables I need.
So I can see three positions of the same instruments, but only one is about current state. Could you please delete redundant data?)
When people learn I use WL7, one of the main question is: can we live trade (intraday) already using it (I mean Russian traders). I have to say - no, you can't, there is Quik Broker Provider that is OK, but HDP and SDP are not OK still.
I was so tired altering all those HDPs and SDPs on previous iterations to make at least one combination work, that I did only one combination this time: Quik SDP + Quik HDP (and it didn't work).
I've just tried Quik SDP with another HDP - maybe Quik SDP is not so bad now). Btw heartbeat works now (it seems).
I've just tried Quik SDP with another HDP - maybe Quik SDP is not so bad now). Btw heartbeat works now (it seems).
In my testing there was no issue displaying futures positions. As this thread has grown large, can you start a new topic for your Accounts improvement requests, including more information ans possibly screenshots?
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Build 16 - 10/21/2021
Improve performance when canceling Data Requests.
Eugene, thanks for the update. I'm glad it's alive).
Could you please tell me what are those improvements about? - Finam HDP/Quik SDP/Quik broker provider?
This one was my doing - certain Providers use lock statements to thwart the paralell processing that WL7 uses when downloading data, because the source service cannot support parallel requests. In these cases, we noticed that it could cause the data download pipeline to back up, even if a download is canceled or the windows closed.
We fixed this to avoid the backup issue. The only Provider in the Russian extension that this applies to is Finam.
We fixed this to avoid the backup issue. The only Provider in the Russian extension that this applies to is Finam.
Oh, it was you. Thans for the update, Glitch, then)).
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