Quotes window not starting to stream Fidelity data at 9:30
Author: MustPlayOptions
Creation Date: 11/17/2018 7:45 PM
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MustPlayOptions

#1
Hi,

80% of the time the Quotes window works as intended and at 9:30 the quotes start streaming and trades start triggering.

20% of the time it hits 9:30 AM and nothing happens and the quotes don't stream and then obviously trades don't trigger leading to missed opportunities.

I do the following before 9:30:

1) Log into Fidelity
2) Open the orders window and turn on live trading
3) Open my strategy, select all the alerts, and then press monitor in quotes window

If it fails, it's not kicking me out or asking me to log back in. I simply need to close the quotes window and reselect monitor quotes to open a new one which then starts streaming without a problem.

Any ideas on why sometimes the Quotes window fails? Sometimes the trades happen right at 9:30 and sometimes I can't be in front of a computer at that time. If I miss trades it's often painful because they are usually the profitable ones.

Thanks
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Eugene

#2
Hi,

Thanks for the problem report. By chance do you remove some symbols from the Quotes tool? Just trying to see if there's any connection to a known issue:

QUOTE:
(163890) Quotes Stop After Removing Items. Streaming quotes in the Quotes tool may be halted inadvertantly after manually removing some items.


Or maybe there's any other pattern to those 20%?
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MustPlayOptions

#3
I actually don't. I do the same thing except the only possible difference is the order of things. Like I may open the orders window after the quotes window. But I always log in to Fidelity first or I can't open a quotes window.

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Eugene

#4
When did you start to experience this behavior?
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Cone

#5
It's not necessarily the problem, but make sure to do a fresh a restart each day before logging in.
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MustPlayOptions

#6
Sorry for the delay. I was out of the country. It's happened from the first days I started using the quotes window. It happened again just today. Yes, I always do a fresh start.

It means I have to be at the computer at 930 and that isn't always practical and even if so I miss trades sometimes due to the really high volatility on the open.

Thanks for anything that can help with this.

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Eugene

#7
Just a speculation but there may be a communication failure (or some other kind of issue at the backend) on a volatile market open. By chance if you noticed this on quiet days?
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MustPlayOptions

#8
Today was very quiet.
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MustPlayOptions

#9
I really really hope this gets fixed please. I just missed out on a lot of trades because it didn't start this morning while I was at work.
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Eugene

#10
Could you please create a support ticket so this issue won't get overlooked accidentally?
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superticker

#11
QUOTE:
Or maybe there's any other pattern to those 20% [when the Quotes window fails to update]?
So next time and while this problem is occurring, go to http://www.speedtest.net/ and run an Internet speed test. We don't care about the bandwidth result, only the "ping time" is important here. There's a great deal of handshaking (interaction) between WL client and server for updating the Quotes window, so all we want to know is how long the latency is between the two. Bandwidth isn't that important.

I'm not suggesting long Internet latency is the problem. All I'm saying is long latency (and network congestion) is one factor triggering the problem. We just want to determine if long latency is an important factor here for tuning up the web (HTTP) server.

If this is a nondeterministic I/O problem, and I think you're suggesting it is, then there's a real-time scheduling problem (i.e. an asynchronous I/O problem) between client and server like we see with the "Stuck Submitted" problem. If that's actually true, then Internet latency will be a factor. These real-time asynchronous I/O problems are tricky to capture and debug.

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On the WL client side, there should be a watchdog timer that aborts the I/O between client and server for the Quotes window when the handshake takes too long. And the abort should do a trace dump for the blocking I/O (or whatever operation is not responding) involved. This is necessary because the developer probably won't be able to reproduce the real-time problem on his own machine.

The developer can also have the exception handler attempt one retry to see if the Quotes window will come back to life. Sounds like there's an 80% chance it might.
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MustPlayOptions

#12
I will check the next time it happens while I'm in front of the computer thank you.

How can I change the exception handler settings please?

The other thing that might help and that would actually be really useful is if when you open a quote window while the market is closed it still retrieved the quotes. Then if certain stocks are close to their triggers as a safety net you could manually trigger some trades before the market opened based on pre-market prices.

I created a support ticket.

Thanks
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Cone

#13
The next time it happens, check the status of your login. The only thing I can think of is that you're logging in more than 2 hours before the market open, and the login cookie is expiring.

If that's not it, my feeling is that there's probably not much you can do except to manage the issue when it pops up. fyi, an WLP update is in planning for next year to integrate a new streaming provider, among other upgrades. Maybe it will help, not sure!
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