I have alerts being generated in the Strategy monitor for some strategies. I tried to add an alert for .SPX so that I could monitor exit conditions for an SPX option, and I cannot get that to work. Does SM support alerts for an index?

The correct question would sound more like "is my strategy set up correctly to support alerts?" And frankly, "Cannot get that to work" somewhat lacks any detail to serve as a problem description. Here's a quick list of things to check for your own troubleshooting:

Alerts are not triggered.

If you find the culprit please let the forum know, and if you can't please do the same. Looking forward to help you.

I have tried the most trivial program:

CODE:
Please log in to see this code.

If I run this with 1 minute data using ".SPX" no alerts show up int the SM Alert window and no email is generated. If I use "SPY' I get an alert+email once per minute.

1. What if you try .SPX without "IsStreaming" in the SM?
2. Do other indices and/or stock symbols work in the SM with "IsStreaming"?

I removed the "IsStreaming" and I tried ".SPX", ".VIX", "SPX", and "VIX". Not one of the index symbols worked.

Thanks. Seems like a WLP specific something. Passing this on to Cone.

I tried to activate "Trivial" on a list that contained ".SPX" and "SPY" and no alerts were generated.

What does the strategy log show? Please right-click on "Trivial", enable logging, then activate or "Run this strategy Strategy".

Hello Eugene,

I created a group with just SPY and .SPX in it and activated Trivial. Today I did see an alert for SPY only but it was delayed. SPX never generated an alert. The log is below


7/18/2017 6:47:19 AM: Calculating NextRun...
7/18/2017 6:47:19 AM: NextRun set to 7/18/2017 9:48:00 AM
7/18/2017 6:47:19 AM: Preparing for initial Data Population
7/18/2017 6:47:19 AM: Starting Populate Thread
7/18/2017 6:47:19 AM: Subscribing to .SPX, BarInterval 1
7/18/2017 6:47:19 AM: In Populate Thread
7/18/2017 6:47:19 AM: Populating: ___01Min_test
7/18/2017 6:47:19 AM: Subscribing to SPY, BarInterval 1
7/18/2017 6:47:19 AM: Updating: ___01Min_test
7/18/2017 6:47:20 AM: .SPX 1319313 bars 7/18/2017 9:47 AM 17 bars added
7/18/2017 6:47:20 AM: .SPX 1319313 bars 7/18/2017 9:47 AM 17 bars added
7/18/2017 6:47:21 AM: SPY 1294650 bars 7/18/2017 9:47 AM 6 bars added
7/18/2017 6:47:21 AM: SPY 1294650 bars 7/18/2017 9:47 AM 6 bars added
7/18/2017 6:47:21 AM: Loading Data for: .SPX
7/18/2017 6:47:21 AM: 100 bars returned
7/18/2017 6:47:21 AM: Loading Data for: SPY
7/18/2017 6:47:21 AM: 100 bars returned
7/18/2017 6:47:21 AM: Calculating NextRun...
7/18/2017 6:47:21 AM: NextRun set to 7/18/2017 9:48:00 AM
7/18/2017 6:47:21 AM: Leaving Populate Thread
7/18/2017 6:48:00 AM: Launch Monitor Thread for Streaming Updates
7/18/2017 6:48:00 AM: Entering Monitor Thread
7/18/2017 6:48:00 AM: Update Completed: SPY, LastDate=7/18/2017 9:48:00 AM, O=245.1 H=245.21 L=245.09 C=245.2 V=150172 Count=101, SPY,OHLCV
7/18/2017 6:48:00 AM: Applying Update
7/18/2017 6:48:00 AM: Clear Indicators
7/18/2017 6:48:00 AM: Creating Executor
7/18/2017 6:48:00 AM: Execute: SPY Trivial
7/18/2017 6:48:00 AM: Build Results: SPY Alerts: 1
7/18/2017 6:48:00 AM: Buy 407 SPY Market 0.00
7/18/2017 6:48:00 AM: Replace Alerts: SPY Alerts: 1
7/18/2017 6:48:00 AM: Update Completed(2): SPY (1 symbols left)
7/18/2017 6:48:00 AM: Leaving Update Completed
7/18/2017 6:48:50 AM: All Updates Returned
7/18/2017 6:48:50 AM: Item Processing Completed
7/18/2017 6:48:50 AM: Calculating NextRun...
7/18/2017 6:48:50 AM: NextRun set to 7/18/2017 9:49:00 AM
7/18/2017 6:48:50 AM: Refreshing Item in GUI
7/18/2017 6:48:50 AM: Calculating NextRun...
7/18/2017 6:48:50 AM: NextRun set to 7/18/2017 9:49:00 AM
7/18/2017 6:48:50 AM: Leaving Streaming Filter Monitor Thread
7/18/2017 6:49:00 AM: Launch Monitor Thread for Streaming Updates
7/18/2017 6:49:00 AM: Entering Monitor Thread
7/18/2017 6:49:00 AM: Update Completed: SPY, LastDate=7/18/2017 9:49:00 AM, O=245.2 H=245.21 L=245.15 C=245.18 V=92971 Count=102, SPY,OLCV
7/18/2017 6:49:00 AM: Applying Update
7/18/2017 6:49:00 AM: Clear Indicators
7/18/2017 6:49:00 AM: Creating Executor
7/18/2017 6:49:00 AM: Execute: SPY Trivial
7/18/2017 6:49:00 AM: Build Results: SPY Alerts: 1
7/18/2017 6:49:00 AM: Buy 407 SPY Market 0.00
7/18/2017 6:49:00 AM: Replace Alerts: SPY Alerts: 1
7/18/2017 6:49:00 AM: Update Completed(2): SPY (1 symbols left)
7/18/2017 6:49:00 AM: Leaving Update Completed
7/18/2017 6:49:50 AM: All Updates Returned
7/18/2017 6:49:50 AM: Item Processing Completed
7/18/2017 6:49:50 AM: Calculating NextRun...
7/18/2017 6:49:50 AM: NextRun set to 7/18/2017 9:50:00 AM
7/18/2017 6:49:50 AM: Refreshing Item in GUI
7/18/2017 6:49:50 AM: Calculating NextRun...
7/18/2017 6:49:50 AM: NextRun set to 7/18/2017 9:50:00 AM
7/18/2017 6:49:50 AM: Leaving Streaming Filter Monitor Thread
7/18/2017 6:50:00 AM: Launch Monitor Thread for Streaming Updates
7/18/2017 6:50:00 AM: Entering Monitor Thread
7/18/2017 6:50:00 AM: Update Completed: SPY, LastDate=7/18/2017 9:50:00 AM, O=245.18 H=245.23 L=245.1655 C=245.17 V=130522 Count=103, SPY,OHLCV
7/18/2017 6:50:00 AM: Applying Update
7/18/2017 6:50:00 AM: Clear Indicators
7/18/2017 6:50:00 AM: Creating Executor
7/18/2017 6:50:00 AM: Execute: SPY Trivial
7/18/2017 6:50:00 AM: Build Results: SPY Alerts: 1
7/18/2017 6:50:00 AM: Buy 407 SPY Market 0.00
7/18/2017 6:50:00 AM: Replace Alerts: SPY Alerts: 1
7/18/2017 6:50:00 AM: Update Completed(2): SPY (1 symbols left)
7/18/2017 6:50:00 AM: Leaving Update Completed
7/18/2017 6:50:07 AM: Aborting Update Thread
7/18/2017 6:50:07 AM: Unsubscribing to .SPX, BarInterval 1
7/18/2017 6:50:07 AM: Unsubscribing to SPY, BarInterval 1