Hi.
I am coming back from WL 6 after a few years offline.
I have subscribed and enabled Tiingo for realtime feed but I am experiencing incorrect behavior. I have read the documentation regarding the limitationson Tiingo due to the limited market share IEX covers, but I don't think those are the problems I am experiencing.
Different markets behave differently:
1. Crypto currencies (BTCUSD) seem to behave the best but it still has a big gap (even though this instrument trades 24 hr)
a. In the streaming data testbed it works it gets connected and sreams rices but seems the price changes with each tick but the time only changes every 5 minutes.
b. In the chart Historical data stops at 2:05pm and the ghost bar remains at 2:10 pm
until the next 5 min bar completes and then it shows the proper time
c. The yellow prices in the bar chart however continue to refresh consistently in a day chart as well as the 1 minute chart.
2. in the U.S. Stocks (SPY, IBIT) do not stream at all
a. In the streaming data test bed the message says "Subscribed to SPY, awaiting streaming data". Of course I have an active paid subscription with Tiingo and I have configured my API token. If I hit refresh ont he chart the chart wil lupdate properly, but the streaming just doesnt continue refreshing prices. Today for example the 1 min chart semed to have behaved properly until 10:30 am and then it just froze.
b. IN a 1 min, 5 min chart the yellow price never shows.
c Here too a forced refresh does bring up the proper intraday trading history.
3. In currencies (EURUSD)
a. IN the streaming Data Testbed the connection is established and the price does refresh constantly (again the time just changes after every 5 min but the ticks seem to change frequently).
b. In the chart streaming seems to work properly and consistently between daily and 1 min charts.
In general the daily charts seem to show the current streaming price and the 1 minute charts work well only for BTCUS and EURUSD.
So in conclussin EURUSD seems to work the best and the other markets have each one failures.
I am coming back from WL 6 after a few years offline.
I have subscribed and enabled Tiingo for realtime feed but I am experiencing incorrect behavior. I have read the documentation regarding the limitationson Tiingo due to the limited market share IEX covers, but I don't think those are the problems I am experiencing.
Different markets behave differently:
1. Crypto currencies (BTCUSD) seem to behave the best but it still has a big gap (even though this instrument trades 24 hr)
a. In the streaming data testbed it works it gets connected and sreams rices but seems the price changes with each tick but the time only changes every 5 minutes.
b. In the chart Historical data stops at 2:05pm and the ghost bar remains at 2:10 pm
until the next 5 min bar completes and then it shows the proper time
c. The yellow prices in the bar chart however continue to refresh consistently in a day chart as well as the 1 minute chart.
2. in the U.S. Stocks (SPY, IBIT) do not stream at all
a. In the streaming data test bed the message says "Subscribed to SPY, awaiting streaming data". Of course I have an active paid subscription with Tiingo and I have configured my API token. If I hit refresh ont he chart the chart wil lupdate properly, but the streaming just doesnt continue refreshing prices. Today for example the 1 min chart semed to have behaved properly until 10:30 am and then it just froze.
b. IN a 1 min, 5 min chart the yellow price never shows.
c Here too a forced refresh does bring up the proper intraday trading history.
3. In currencies (EURUSD)
a. IN the streaming Data Testbed the connection is established and the price does refresh constantly (again the time just changes after every 5 min but the ticks seem to change frequently).
b. In the chart streaming seems to work properly and consistently between daily and 1 min charts.
In general the daily charts seem to show the current streaming price and the 1 minute charts work well only for BTCUS and EURUSD.
So in conclussin EURUSD seems to work the best and the other markets have each one failures.
Rename
In the quote window only the currencies seem to stream
However int he charts window all dailies seem to stream while the 1 min only the currencies.
However int he charts window all dailies seem to stream while the 1 min only the currencies.
Welcome back!
We'll take a look, but you might have better luck with a broker provider.
For stocks, futures, and options, WL8 connects to IB, Schwab, Tradier, Alpaca, and Tradestation. More via the Medved extension.
Kraken, KuCoin, and Binance for cryptos.
We'll take a look, but you might have better luck with a broker provider.
For stocks, futures, and options, WL8 connects to IB, Schwab, Tradier, Alpaca, and Tradestation. More via the Medved extension.
Kraken, KuCoin, and Binance for cryptos.
A couple of things I noticed, for cryptos be sure you've selected the Cryptos Market in the status bar of the chart. It looks like they are defaulting to US Stocks. I can make an enhancement to Tiingo to change this in a future update.
Also, Tiingo streaming is actually not true streaming, it's polling-based. So, a true streaming provider like IQFeed, any crypto provider like Binance, or IB would be preferable to Tiingo streaming.
Also, Tiingo streaming is actually not true streaming, it's polling-based. So, a true streaming provider like IQFeed, any crypto provider like Binance, or IB would be preferable to Tiingo streaming.
I just noticed the same thing about Cryptos - for now, right clicking to "Reload Chart Data" fixes it and the correct Market (Cryptos) is identified.
Don't know if it is related or not but after quitting WEalth Lab at night the connections do not stop... The process continues with open connections to Tiingo
QUOTE:
Don't know if it is related or not but after quitting WEalth Lab at night the connections do not stop...
It looks to me like WealthLab8.exe hasn't actually stopped. Use Task Manager (or Process Explorer) to kill the WealthLab8.exe process. The real question remains, why do you "think" WealthLab8 has stopped when it actually hasn't?
Because I clicked File Exit in WEalth Lab.. the window closed as always and it was nowhere to be found in the taskbar or in the hidden icons, but since I was monitoring the connections because I wanted to understand how it was connecting I saw that the connections remained open and flowing.
Clearly I stopped it later with the Task Manager... but doing so it's not desirable cause can lead to data corruption.
Clearly I stopped it later with the Task Manager... but doing so it's not desirable cause can lead to data corruption.
QUOTE:
Clearly I stopped it later with the Task Manager... but doing so it's not desirable cause can lead to data corruption.
I totally agree. Power failures and killing a process will not flush open disk files; those files get truncated.
You need to go into Process Explorer and figure out why WL is unable to close its files and Internet connections correctly. Take a screenshot of the Process Explorer's window that shows where WL is in an I/O wait blocking state and post that. Then we can get to the bottom of the problem. Without more information, we can't fix it.
My "guess" is that you have some serious I/O going on with either your disk or Internet that's holding things up with WL closing, but we need to confirm that and figure out what the culprit is. (Is your computer a member of a spambot network?)
Data Extensions build 32 is ready with a Tiingo Provider overhaul. See the Change Log for important notes.
WealthLab build 121 is required for compatibility!
WealthLab build 121 is required for compatibility!
Thanks a lot Installed the upgrade and now it works much much better. I also tried out IQFeed which seems to be superior but given the expense I'll switch to it when I have migrated my strategies.
I've continued to monitor tiingo behavior since the upgrade. It works much better. But for some reason all stock and ETFs track well during the first few hours of the morning only to get paralized at 11:49 am. Oddly of all the instruments BTCUSD is the only one that continues to track in real time properly in the graph.
A reload of the workspace gets everything going again (I am monitoring 10 instruments in real time charts simultaneously)
A reload of the workspace gets everything going again (I am monitoring 10 instruments in real time charts simultaneously)
Too late now after a restart, but next time, check for clues in the Log Viewer > Tiingo.
Free accounts have more request and bandwidth limitations than a paid account... that wouldn't explain why BTC keeps working.
Free accounts have more request and bandwidth limitations than a paid account... that wouldn't explain why BTC keeps working.
QUOTE:
for some reason all stock and ETFs track well during the first few hours of the morning only to get paralyzed at 11:49 am.
The word "all" caught my eye. I have to wonder if you are running up against some kind a subscription limit that's causing this? I would up your subscription level to see if this problem goes away. I've run into some subscription limits with Tiingo myself.
I am on the power subscription. But yes it has to do something with Tiingo, as when I ran with IQFeed I wasn't experiencing any probelms at all.
I checked on Tiingo and today I still had 99,818 requests available out of 100,000 so during the whole day seems I only used 182 requests and about 10 GB of bandwidth as I still have 30 GB left.
I will try tomorrow with less charts open to see if that makes any difference.
I checked on Tiingo and today I still had 99,818 requests available out of 100,000 so during the whole day seems I only used 182 requests and about 10 GB of bandwidth as I still have 30 GB left.
I will try tomorrow with less charts open to see if that makes any difference.
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