Community. StockSharp

error occurs when download market data from bitmex

2020-05-20T06:50:24Z

I tried to download all market data from bitmex，and got the exception.

S#.Data (Hydra) 5/20/2020 10:34:05 AM +08:00 Error System.MissingMethodException: Method not found: 'System.String StockSharp.Algo.Storages.LocalMarketDataDrive.GetFileName(StockSharp.Messages.DataType, System.Nullable1<StockSharp.Algo.Storages.StorageFormats>, Boolean)'. at StockSharp.Hydra.Core.HydraStorage.HydraSecurityStorage.ToString(DataType dataType) at System.Linq.Enumerable.WhereSelectArrayIterator2.MoveNext() at System.Linq.Buffer1..ctor(IEnumerable1 source) at System.Linq.Enumerable.ToArray[TSource](IEnumerable1 source) at Ecng.Common.StringHelper.JoinComma(IEnumerable1 parts) at StockSharp.Hydra.Core.HydraStorage.HydraSecurityStorage.Serialize(HydraTaskSecurity security) at StockSharp.Hydra.Core.HydraStorage.HydraSecurityStorage.Update(IEnumerable1 securities) at Ecng.Serialization.DelayAction.BatchFlushAndClear(IGroup group, ICollection1 actions)

Trying to retrieve AAPL data from sample server -- unsuccessful

2020-05-19T19:42:24Z

Gentlemen,

I have installed and updated S#Designer. I have enabled sample FIX connectors.

I have followed instructions to try sample/example using AAPL.

I have verified connection.

I do not receive data after 2 hours. Please advise.

Is there a way to request historical dividend data from Interactive Brokers?

2020-05-17T20:05:54Z

Hello,

dividend data is available from IB for Ex-Dates and Pay Dates and Amounts. Does the Connector allow me to request this data?

Will there be a connector to SQL Server?

2020-05-17T20:04:15Z

Hello,

I am having difficulty downloading historical options data from Interactive Brokers. IB Tech Support believes there is no data available for expired options contracts.

However, there are commercial sources of data that are available in both CSV and SQL Server formats. SQL Server would be simpler to program.

Do the engineers and designers of StockSharp plan to write a connector to SQL Server?

Important! Update codes!

2020-05-13T21:01:50Z

Friends! We have great news!

We have completely updated our training codes and S#.Shell codes. We have fixed all known problems, but if you find any bugs, please contact us.[nerd]

Updating lessons to new versions of the S#.API will be automatic. The updated S#.API downloads itself from Nuget. We will not publish the materials in the lessons topics from now. Please use Nuget. Use with pleasure![wink]

what's the match rules for tick backtest engine?

2020-05-04T13:20:01Z

I want to backtest hft maker strategy tick by tick.

For example, The current quote is: Sell: 101 Volume: 80 Buy: 100 Volume: 30

I put buy order at price 100 with volume 10. Does the backtest engine consider the pending orders? What time is it when my order matched? Sell trade reach 100 or cross 100 or between them?

After loading many options instruments, Hydra will not start

2020-05-08T19:51:00Z

Hi,

I added options for NYSE:OXY. I believe there were over 1,500 instruments. Immediately, Hydra stopped responding. The window presents as dimmed and the title bar displays (Not Responding).

Also, when starting the application, the window presents as dimmed and the title bar displays (Not Responding). After 1 hour, the condition persists.

Is there a fix?

I eventually require about 100 underlying instruments and all their options. Does Hydra have the capacity?

Please tell me how to add options instruments with Interactive brokers data source

2020-05-07T15:48:40Z

Hello,

I am connected to Interactive Brokers (IB) and can download stock instruments.

IB uses SMART routing to obtain quotes and transact stock options trades across 13 different boards.

Thus, although it is possible to designate 1 board (for example: CBOE), it is desirable to designate SMART.

Would you tell me please how to add options instruments (CALLs and PUTs) for IB. I have searched the S# Data documentation and am unable to find instructions.

Thank you very much,

Craig

Hydra fails to download data after software update

2020-05-07T01:25:11Z

Error message Tasks 'Import (auto), Export (auto), Backup, Converter' has same working directory 'C:Windows\system32\Storage'. Continue?

17:20:57 System.ArgumentException: The path is not of a legal form. at System.IO.Path.NewNormalizePath(String path, Int32 maxPathLength, Boolean expandShortPaths) at System.IO.Path.NormalizePath(String path, Boolean fullCheck, Int32 maxPathLength, Boolean expandShortPaths) at System.IO.Path.GetFullPathInternal(String path) at System.IO.FileSystemEnumerableIterator1..ctor(String path, String originalUserPath, String searchPattern, SearchOption searchOption, SearchResultHandler1 resultHandler, Boolean checkHost) at System.IO.Directory.GetFiles(String path, String searchPattern, SearchOption searchOption) at StockSharp.Hydra.Tools.ImportTask.OnProcess() at StockSharp.Hydra.Core.BaseHydraTask.<Start>b__81_0()

Path is not of legal form? what path?

2020-05-08T16:28:40Z

Guys,

warning message:

08:25:52 System.ArgumentException: The path is not of a legal form. at System.IO.Path.NewNormalizePath(String path, Int32 maxPathLength, Boolean expandShortPaths) at System.IO.Path.NormalizePath(String path, Boolean fullCheck, Int32 maxPathLength, Boolean expandShortPaths) at System.IO.Path.GetFullPathInternal(String path) at System.IO.FileSystemEnumerableIterator1..ctor(String path, String originalUserPath, String searchPattern, SearchOption searchOption, SearchResultHandler1 resultHandler, Boolean checkHost) at System.IO.Directory.GetFiles(String path, String searchPattern, SearchOption searchOption) at StockSharp.Hydra.Tools.ImportTask.OnProcess() at StockSharp.Hydra.Core.BaseHydraTask.<Start>b__81_0()

All paths I have specified are correctly formed. What path triggers this warning?

Tasks are running for all instruments -- I did not specify this activity

2020-05-08T16:25:11Z

Guys,

Warning dialog:

Tasks 'Import (auto), Export (auto), Backup, Converter' are running for all instruments. Often these are incorrect settings. It is recommended to set specific instruments for each task. Do you want to continue as is or stop the launch?

How do I configure tools please?

Is there a way to import a list of symbols into Hydra?

2020-05-02T00:41:50Z

Hello,

I have just subscribed to the support contract. I do not know how to utilize that contract to obtain support. I presume, based upon information I have seen on this community page, that if I ask a question here, it will be answered by S#. Is that true?

My question is a) is it possible to import a list of symbols (stock tickers) into the securities file in Hydra so I may download data for them from my provider? b) how can I set up Hyrdar to also download options contracts? Here, I wish to download the options contracts prices for the last several years from my data provider. How do I tell Hydra to do that?

Thank you, Craig

Access denied 403

2020-05-05T16:20:23Z

I can not access instruction videos. Get 403 even though I got email it was activated. For instance this URL https://stocksharp.com/file/107853/STOCKSHARP%20-%20LESSON%202_mp4/

Separate question how to buy a Binance connector?

backtest exception: ArgumentOutOfRangeException for unrealizedPnlInterval

2020-05-04T12:31:28Z

I checked out backtest settings, unrealizedPnlInterval is 00:01:00, I guess this is 1minute.

Shell 5/4/2020 5:29:11 PM +08:00 Error System.ArgumentOutOfRangeException: Specified argument was out of the range of valid values. at StockSharp.Algo.Strategies.Strategy.set_UnrealizedPnLInterval(TimeSpan value) at Shell.Strategies.SmaStrategy.XAML.SmaTestingControl.StartStrategyButton_Click(Object sender, RoutedEventArgs e) at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised) at System.Windows.UIElement.RaiseEventImpl(DependencyObject sender, RoutedEventArgs args) at System.Windows.Controls.Primitives.ButtonBase.OnClick() at System.Windows.Controls.Button.OnClick() at System.Windows.Controls.Primitives.ButtonBase.OnMouseLeftButtonUp(MouseButtonEventArgs e) at System.Windows.RoutedEventArgs.InvokeHandler(Delegate handler, Object target) at System.Windows.RoutedEventHandlerInfo.InvokeHandler(Object target, RoutedEventArgs routedEventArgs) at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised) at System.Windows.UIElement.ReRaiseEventAs(DependencyObject sender, RoutedEventArgs args, RoutedEvent newEvent) at System.Windows.UIElement.OnMouseUpThunk(Object sender, MouseButtonEventArgs e) at System.Windows.RoutedEventArgs.InvokeHandler(Delegate handler, Object target) at System.Windows.RoutedEventHandlerInfo.InvokeHandler(Object target, RoutedEventArgs routedEventArgs) at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised) at System.Windows.UIElement.RaiseEventImpl(DependencyObject sender, RoutedEventArgs args) at System.Windows.UIElement.RaiseTrustedEvent(RoutedEventArgs args) at System.Windows.Input.InputManager.ProcessStagingArea() at System.Windows.Input.InputManager.ProcessInput(InputEventArgs input) at System.Windows.Input.InputProviderSite.ReportInput(InputReport inputReport) at System.Windows.Interop.HwndMouseInputProvider.ReportInput(IntPtr hwnd, InputMode mode, Int32 timestamp, RawMouseActions actions, Int32 x, Int32 y, Int32 wheel) at System.Windows.Interop.HwndMouseInputProvider.FilterMessage(IntPtr hwnd, WindowMessage msg, IntPtr wParam, IntPtr lParam, Boolean& handled) at System.Windows.Interop.HwndSource.InputFilterMessage(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam, Boolean& handled) at MS.Win32.HwndWrapper.WndProc(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam, Boolean& handled) at MS.Win32.HwndSubclass.DispatcherCallbackOperation(Object o) at System.Windows.Threading.ExceptionWrapper.InternalRealCall(Delegate callback, Object args, Int32 numArgs) at System.Windows.Threading.ExceptionWrapper.TryCatchWhen(Object source, Delegate callback, Object args, Int32 numArgs, Delegate catchHandler)

Interactive Brokers API-what you need to know.

2019-11-07T12:22:52Z

For any trader who wants to play big, there comes a time when he needs to enter the international trading markets and, in particular, one of the largest markets – the US market. The abundance of brokers providing their services to the trader is not always beneficial, as various offers and conditions often put the trader at a standstill. Let's look at the largest by the number of transactions per trading day company Interactive Brokers. Today, we can safely say that this company is the most technologically advanced company in the States in its field providing users with various types of connection to work through Interactive Brokers API. It is very important that the broker works not only with US citizens, but also foreigners and tries to fully provide all technical support to foreign users. A little history about Interactive Brokers. This broker has been working in the US market since the late 70s. For all the time of its work, the broker has established itself as a reliable, advanced in information technology partner. An important fact is that the broker is the only one in its field in the US market has its own clearing company. From 2010 to 2017, according to experts, Barron's Interactive Brokers was awarded the title of leader among online brokers. The broker is among the top ten, according to the resource www.stockbrokers.com, among online brokers. To date, the equity of the broker amounted to more than $6 billion, the market value ranges from $16 billion.

One of the important aspects to get started is opening an account with a broker. What are the positive aspects of broker account registration at Interactive Brokers:

Registration takes place online, in which you fill out the necessary forms to open;
Copies of documents for opening a brokerage account must be provided in electronic form. After a few days, after the verification your account will be activated. Do not rush to transfer money before the end of the test, as you will not be able to use them until the documents are checked.

After it became available for the management of a brokerage account in the personal Cabinet you need to create a request for replenishment of funds. Different currencies can be used to replenish the account, which simplifies the task for users. Let's look at what types of platforms Interactive Brokers offers for trading:

Mobile version of the platform, which enables online trading through mobile gadgets with iOS and Android operating systems;
Desktop version of the platform Trader Workstation (TWS), which is a full-fledged terminal for work

WEB application - WebTrader, built on HTML, allowing online use of trading functions and tools. TheInteractive Brokers API requires special attention. With all the positive reviews about Interactive Brokers, there is a very important point. The broker provides open source code to create its own application based on its API. Many users who first open Trader Workstation, the desktop version of the terminal, are confused. The abundance of seemingly different related information on the screen leads to confusion. Quite a long time design, makes use of the terminal is very inconvenient and causing a large number of questions. In order to correct the situation, the broker provided accessto the Interactive Brokers API libraries, so that each user would have the opportunity tocreate their own terminal.

Applications that are created using Interactive Brokers API have full functionality, have access to the user's open accounts, access to market dataand trading charts. A wide range ofprogramming languages is limited only by the choice of operating system for some of them:

Having the ability to create their own application, the user creates a convenient environment for work. For the convenience of creating your application, we recommend using our S#.API. This program allows you to use libraries to create the necessary software product for the trader – terminal, using the C#. The library's own API, allows you to expand the capabilities of the created terminal. The integrated ability toconnect through the necessary Protocol, such as FIX Protocol, through our connectors, allows you to simplify the user's work, thereby reducing the time for the development and adaptation of the application towork on the trading floor.

Large base of knowledge!

2019-11-05T21:13:41Z

Hello Friends! We would like You to know more about trading as as possible. That is why we have started to create a large knowledge base, in which you can find many useful articles that will help to understand the intricacies of trading. We want you to discover new knowledge and find answers to the questions you need. We have already published some articles.The list of topics and the order of articles is as follows:

Trading for beginners:

Basic concepts and principles of trading:

FAQ on FIX Protocol:

History of creation.
Scope of the FIX Protocol.
FIX message transmission system.
Limit orders when working through FIX Protocol.
Limit orders FOK and IOC (FAK).
"Black box" algotrading when working on the FIX Protocol.
Learn more about algotrading via FIX connection
Use of unique trading systems when connected via FIX Protocol.
Fix Protocol in Russia.
Other connection protocols.

FAQ on Algorithmic trading:

What is Algorithmic trading?
The history of the emergence of algorithmic trading.
Algo trading in the Stock market Part 1.
The algorithmic trading in Stock market conditions Part 2.
Algorithmic Forex trading.
Algorithms for trading strategies while algorithmic trading Part 1.
Algorithms for trading strategies while algorithmic trading Part 2.
Review of software for algorithmic trading.
Stock trading players and HFT traders.
The main conclusions of algorithmic trading.

Crypto trading FAQ:

Crypto trading what is it?
Crypto trading - where to start?
General information about the crypto trade.
How to invest in cryptocurrency?
Briefly about bitcoin.
Cryptocurrency trading method.
Cryptocurrency market risks.
Index in crypto trading.
Investing in indices.
Volatility of the cryptocurrency market.

FAQ on Trading robots:

What is a trading robot?
The history of the emergence of trading robots.
The basic rules of trading a trading robot.
Advantages of trading robots.
Cons of trading robots.
The Holy Grail for Forex.
What you need to understand before starting development.
Programming of the trading robot.
Trading robot constructor.
To trade or not to trade a robot?

Interactive Brokers FAQ:

INTERACTIVE BROKERS-who are they?
The history of the broker.
The reliability of the broker Interactive Brokers.
Minimum Deposit in Interactive Brokers.
Especially if you are working with Interactive Brokers Part 1.
Especially if you are working with Interactive Brokers Part 2.
How to Fund your Interactive Brokers account
About the commissions of Interactive Brokers.
Leverage from Interactive Brokers.
The results of Interactive Brokers.

Plaza II connector FAQ:

Introduction to Plaza II.
Plaza II pros and cons.
The architecture of Plaza II.
The scheme of data transmission Protocol Plaza II Part 1.
The scheme of data transmission Protocol Plaza II Part 2.
Work with data streams connections Plaza II Part 1.
Work with data streams connections Plaza II Part 2.
Types of logins of the Plaza II connector.
Technical implementation of the gateway Plaza II.
Synthesis under Protocol Plaza II.

b]FAQ on S#.Designer:

How to download market data to the Designer?
Designer - create a strategy based on MACD. Start with simple.
Construction of composite indicators in S#.Designer.
How to create conditions in S#.Designer.
Selecting a tool for testing in S#.Designer.
. Hydra FAQ:
Upload all data from Hydra to the desired format.
How to plot the indicator in the program Hydra. 3.The Analytics feature in Hydra?

We would like that in the future, replenishment of knowledge base we did together with you. So write, what else would You was wondering.[nerd]

Binance connector not working Version 4.4.17

2020-04-23T22:51:09Z

I downloaded version 4.4.17 from a link the support team sent me and the crypto connectors and install instructions from this link https://stocksharp.com/forum/9066/Manual-for-crypto-connectors/ (i repleaced the connector files on the reference folder) .

In the code i only creted the settings button and the connect button as shown in this video https://stocksharp.com/forum/10058/Lesson-1-The-first-connection-creating/

When I run the program the binance connector is not appearing on the list.

Something about StockSharp's source codes.

2019-02-05T18:53:13Z

Hello all! We very often receive your messages with questions about source codes. Yes, we provide our sources and it is possible to buy it.

First of all, we offer the sources of every part of our platform: starting from charting component and single connectors and whole applications, like S#.Terminal, S#.Designer, S#.Data.

Let me repeat this again, you can buy every part of Stocksharp platform, not only listed on our page "Pricing". Also, white label licensing allow using the sources into your own projects without additional fees, which help to save the time and budget on development

At the list below you can find every part of our platform with prices:

Connectors with full source codes
FIX/FAST connector - $6490
ITCH (LSE/NASDAQ) connector - $4990
QuantFEED connector - $3990
License for all connectors - $12400. [*]Connectors to trading via MetaTrader4, MetaTrader5 with full source codes- МТ4 - $1190
МТ5 - $1190
МТ4 и МТ5 - $1990, [*]Cryptoconnectors with full source codes:- Any cryptoconnector on your selection - $2500
All cryptoconnectors - $12400 [*]StockSharp applications with full source codes- S#.Shell - $590
S#.Matlab - $1490
S#.Designer - $9900
S#.Terminal - $9900
S#.Hydra - $9900 [*]S#.API compomemts with full source codes- S#.API - charting component - $3750
S#.API - visual designer component (used in S#.Designer) - $2990
S#.API - tabels, panels - $2500
S#.API - any proprietary connector on your selection (for example InteractiveBrokers, LMAX) - $1190
S#.API - all proprietary connectors - $4900
S#.API - $12400 [*]All StockSharp source codes: connectors, applications, components - $74000

If you are interested in buying any part os Stocksharp source codes email us on: info@stocksharp.com

Trading for beginners. Stock market.

2020-04-21T21:51:00Z

Today's article will not be quite ordinary. We often write articles relying on the fact that most users have experience in trading on the exchange. However, among our readers, there are more and more people who do not have knowledge about the exchange, brokers, the market and trading in General. We would like to change this and tell you a little bit about the structure of trading, so that everyone, even a beginner, has an idea of what they might face. This will not be a manual for dummies, it will be an article that helps the user who first came to trade navigate.

First, let's tell you what the exchange is and how it works.

The exchange is a fundamental link in market trading. It, like any commercial enterprise, is a legal entity and its activities are regulated by regulations and legal acts established by the state. An exchange is a mechanism through which various market participants interact, which are consumers of various financial instruments, such as: currencies, raw materials, and securities.

As mentioned earlier, the exchange's work is strictly regulated, so we can firmly say that its work is strictly ordered, namely: *- Trading is not chaotic, but orderly, strictly at a set time, with strictly set instruments,

Trades are held strictly in a designated place or on a strictly approved virtual trading platform (electronic exchange),
The requirements and terms of trade for each exchange are unified, which makes it possible to comply with the procedure for transactions, requirements for the quality of goods or services provided, depending on the type of exchange,
The trading mechanism is carried out through counter offers of purchase and sale by interested market participants.* The purpose of the exchange is to organize and regulate the markets of the financial instruments that it represents. The exchange regulates the supply and demand process in order to equalize prices and protect the interests of all trading participants from various negative price changes.

Today, there are a huge number of exchanges, each of which trades various financial instruments. You can see the choice of a variety of trading platforms when working with trading programs. For example, S#.Terminal allows you to select the trading platform that the user needs, including a large number of electronic exchanges.

This abundance is both positive, as it leads to increased trading opportunities, and negative in terms of the complexity of the choice for the novice, although the latter is rather subjective, since later, the trader understands the trading technique, gets the opportunity for more flexible trading.

The emergence of the first exchange in the XV century, we owe the Belgian city of Bruges. It was on its Central square that the first auctions of securities – bills were held. Not far from the place of trade, the house of the Van der Beurse family was located. Later, these trades were taught the name Borsa, which over the years was transformed into the word "stock market" or "exchange".. What are the rules for trading on the stock exchange: *- Transparency and openness of operations,

Free pricing
The state does not interfere in the course of the auction, but the auction is regulated by law.
Along with manual trading, it is possible to use automated trading systems. For example, such as S#.Shell, MT and others,
The exchange receives income from Commission on transactions.*

Trading opens up great opportunities for the participant to earn money. Today, both an experienced trader and a novice can become a market participant. The abundance of trading exchanges allows you to choose what and where to trade. The largest exchanges include:Chicago, Tokyo and Sydney commodity exchanges, the new York cotton exchange, the London metal exchange, the German futures (Frankfurt) and Singapore currency exchanges, the European-American NYSE-Euronext, the St. Petersburgand Moscow stock exchanges.

Becoming a trader is not always as easy as the advertising brochures promise, the player's path is thorny and inevitably involves losses and winnings. Of course, with experience and knowledge, a trader acquires a stable income, but at the same time does not stop learning and improving. A trader studies the market, various trading terminals, and SOFTWARE. Becoming a trader is real, but it is not always as easy as it seems. Therefore, we have developed a training course for creating trading systems, which is designed for both knowledgeable traders and beginners. We have included a full range of training in algorithmic trading and the creation of trading systems, programs and examples of trading strategies. The goal of the course is to make trading more accessible and understandable, to teach anyone to trade, and success now depends only on the trader and his desire. In the following articles, we will tell you how to choose a reliable broker and what a trader may face while trading. We will be happy if you share your experience and ask questions. Thanks

Please contact

2020-04-21T08:12:38Z

[정명학] [오후 2:11] Hi This is Seoul, Korea Crypto traders want to buy all connector sources Please use it for confirmation before purchase. In addition, I would like to operate a coin currency with only a crypto trader (add 1 alt coin)

Chu, I can't speak English I hope to write Mel in Korean next time. Contact: +82 010-3306-0741