Hey Eugene!

I created 5min VTBR futures chart.
It does not add new bars in "Stream" mode.
If i turn off "Stream" mode and then turn it on again, missed bars will be added, but new bars won't.

For more active traded futures (like SBRF) it works well.

Please, help.

Hmm, maybe it's provider's fault but from your description it sounds like HeartBeat() may not be triggering correctly in WL for an inactive symbol for some reason. However, I wouldn't rely too much on Finam's streaming for reasons like server-side download limitations and delayed quotes. It's not worth it.

So there is no way to fix this?

I'm not saying this but from my perspective the issue doesn't look serious enough to require a fix.

Let's say i trade VTBR futures. Every bar WLD run the script and write txt-file with alerts which is read by another trading application and place orders. No new bars added, no script run, no txt-file with alerts, no order places, no chance to trade VTBR futures in the end :)

Beeing not able to trade a symbol - doesn't look serious enough to require a fix? :)

It is not only about VTBR, the same happens with GAZP and ROSN future - which is liquid.

Finam is a free data feed with drawbacks and limitations that comes without any warranty. If I'd put real money on the table like you do I wouldn't consider Finam's delayed streaming quotes for my business.

Suggestion: employ the Strategy Monitor to run your intraday Strategy on schedule. This may turn out a more reliable alternative for illiquid futures contracts.

Probably, you know some other data providers for russian market, which is more reliable (no matter if they are not free)?

I will try Strategy Monitor. Thanks!

I'm aware of other data providers for the Russian market. Since it's a substantial development effort I'll mark to investigate it later. Considering its popularity among Developer customers in Russia, having a backup to Finam definitely won't hurt. However, note that with regard to Streaming charts of illiquid symbols I don't think that a new provider would change anything.

P.S. These statements are contradictory:

QUOTE:
For more active traded futures (like SBRF) it works well.

vs.

QUOTE:
It is not only about VTBR, the same happens with GAZP and ROSN future - which is liquid.

Which one is correct?

For SBRF new bars added to streaming chart.
For VTBR, GAZP and ROSN - not.

Today's half day volume for:
SBRF = 7 billion rubles (liquid);
VTBR = 146 million rubles (illiquid);
GAZR = 1 billion rubles (liquid???);
ROSN = 108 million rubles (illiquid);

The question is - what "Finam provider" consider as "illiquid".

I run strategies in Strategy monitor.

For SI (liquid) futures in "Action" tab there is "All updates returned" and there are alerts.
For VTBR futures in "Action" tab there is "Update2: VTBR=26,", nothing happens and there are no alers.

To illustrate Strategy Monitor behavior, right-click on Strategy in question and enable logging, wait for a problem to occur and copy/paste the item log when necessary.

Looking forward to seeing your problem report and providing guidance to you.

Log for VTBR and GAZP attached.

QUOTE:
For VTBR futures in "Action" tab there is "Update2: VTBR=26,", nothing happens and there are no alers

It's important that you double check your PC clock and make sure it's correct. This also applies to Streaming charts. Incorrect PC clock may be the source of many issues with Streaming charts and Strategy Monitor.

QUOTE:
The question is - what "Finam provider" consider as "illiquid".

Liquidity per se does not matter to WL. Streaming bars will not be added to the chart and/or the SM if their timestamp is out of date or there were no trades.

QUOTE:
Log for VTBR and GAZP attached.

As per the log that VTBR seems illiquid. Last trade took place 1 1/2 hours ago:

CODE:
Please log in to see this code.

Anyway, be cautious with those VTBR/GAZP symbols. Like I stressed before on the forum, multiple entries with these names appear in Finam's classification groups. Due to intricacies of Strategy Monitor's design and Finam's classification structure, symbol lookup for them may not always be precise and your Strategy may end up receiving the Bars for an unrelated instrument! (It doesn't apply to DataSet updates.) Caveat emptor.

QUOTE:
It's important that you double check your PC clock and make sure it's correct.

Checked. Correct.

QUOTE:
As per the log that VTBR seems illiquid. Last trade took place 1 1/2 hours ago

That's not true. I have another trading application run and see trades happening.

Ok, let's summarize: for some reason WL/Finam thinks that last trade on symbols that appear in two different classification groups took place way too long ago. Which means that these symbols are not be able to trade through WLD.

Thank you for your help, Eugene!

You're welcome Dmitriy.

QUOTE:
Ok, let's summarize: for some reason WL/Finam thinks that last trade on symbols that appear in two different classification groups took place way too long ago. Which means that these symbols are not be able to trade through WLD.

We're on the same page. Maybe the situation changes one fine day if we get to develop a different data provider which is free from this issue (i.e. symbol names should be unique unlike at Finam).