My streaming provider: bars don't form anymore

Author: yzolotarev

Creation Date: 10/20/2016 7:01 PM

Wealth Lab » Extensions » My streaming provider: bars don't form anymore

yzolotarev

10/20/2016 7:01 PM

The code of the problem is posted below partly. It stopped working for some reason and I cannot figure out why.

For every quote object I get from ticks coming in I timestamp it with the DateTime that I get from the server together with the tick. It comes in a xml so I just grab. This started working quite well and bars formed perfectly. However something went wrong and bars don't form any more now with everything else being equal what could be the issue?

It would probably help to understand whether UpdateQuote uses local computer time to form the bar or it scans the timestamps that I input from xml data coming in and the local time doesn't matter.

I have an option to see whether server time is in sync with my local time and the difference is one second. Could that be the issue?

Maybe I have an obvious error somewhere. Would really appreciate if anyone can spot it. Thank you.

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The code of the problem is posted below partly. It stopped working for some reason and I cannot figure out why.

For every quote object I get from ticks coming in I timestamp it with the DateTime that I get from the server together with the tick. It comes in a xml so I just grab. This started working quite well and bars formed perfectly. However something went wrong and bars don't form any more now with everything else being equal what could be the issue?

It would probably help to understand whether UpdateQuote uses local computer time to form the bar or it scans the timestamps that I input from xml data coming in and the local time doesn't matter.

I have an option to see whether server time is in sync with my local time and the difference is one second. Could that be the issue?

Maybe I have an obvious error somewhere. Would really appreciate if anyone can spot it. Thank you.

[code]//part of streaming data provider class

//main ticks loop
..               
                //ticks class where ticks are downloaded to from server
                int howManyTicks = getTicks._ticks.Count;
                 
                 //scan for new ticks while ticks exist     
                while (howManyTicks > 0 && tickIndex < howManyTicks)
                {
                    howManyTicks = getTicks._ticks.Count;
                    Quote q = new Quote();
                    q.Symbol = symbolName;
                     //timestamp from server xml
                    q.TimeStamp = getTicks._ticks[tickIndex].TradeTime;
                    q.Price = getTicks._ticks[tickIndex].Price;
                    q.Size = getTicks._ticks[tickIndex].Quantity;

tickIndex++;

try
                    {
                        UpdateQuote(q);
                    }
                    catch (Exception ex)
                    {
                        System.Diagnostics.Trace.WriteLine("Updater error: " + ex.Message);
                    }
                }
...            }[/code]

Cone

10/21/2016 7:10 AM

The time for the quote is the one you pass in .Timestamp.

It's likely that you probably need to incorporate Market Manager (MM) into your provider solution. By default markets in Wealth-Lab are 0930 to 1600 ET (GMT - 5). The MM provides a way to assign different open/close times of the markets you define and the symbols that are include in those defined markets.

Edit:
You also have another option, although I think using the MM is more versatile.
See the Static Adapter documentation for:
public virtual MarketInfo GetMarketInfo(string symbol)

yzolotarev

10/21/2016 11:43 AM

Thank you!!!

I forgot to support GetMarketInfo into the streaming provider so WL was calling the default one probably and that one told it that the market is close every time. Bars collect fine now.