Strategy Monitor wasn't updating any strategy
Author: kazuna
Creation Date: 2/19/2020 6:59 PM
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kazuna

#1
I have 4 daily scale strategies and 50 1-minute scale strategies in Strategy Monitor.
This morning between 9:30 to 11:00, none of strategies in Strategy Monitor get the bar update.
I restarted WLP a couple of times but it didn't help but all of the sudden at around 11:00, all the strategies started getting the bar update.
All chart windows on the same workspace were getting the bar updates.
All other machines didn't exhibit the problem.
I looked at wlp.log but nothing reported at around that time.
Is this due to Fidelity server issue?
If that is the case, Chart Window and Strategy Monitor are getting the bar update from different server?
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Eugene

#2
Heard there were some issues with the Fidelity website today, maybe it's related.
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kazuna

#3
I have figured out the issue by looking at my own logging.
On the machine where Strategy Monitor wasn't executing the strategies, WLP was getting new bar by 5 seconds earlier than market.
I confirmed my computer time set correctly by comparing the order execution times with my strategy execution times.
Apparently Fidelity server was running 5 seconds earlier.

I think I have seen similar issue several years ago where WLP was getting new bar up to 4 seconds earlier because my code has a workaround for the strategy to be executed between 56 seconds to 59 seconds. But this time the strategy was executed at 55 seconds.

Strategy Monitor seems screwed up if it is executed that earlier.
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Eugene

#4
QUOTE:
Apparently Fidelity server was running 5 seconds earlier.

Interesting, thanks.

QUOTE:
because my code has a workaround for the strategy to be executed between 56 seconds to 59 seconds

The more tricky one's code gets the more intricate becomes its troubleshooting. ;)

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Eugene

#5
QUOTE:
Heard there were some issues with the Fidelity website today, maybe it's related.

+
QUOTE:
Apparently Fidelity server was running 5 seconds earlier.

P.S. It could have been worse than just a wrong timestamp ;)

Fidelity customers freaked out Wednesday when a tech glitch caused their 401(k) balances to drop to $0
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