Forum. StockSharp

Level II full market depth historic files support?

2019-02-23T22:22:44Z

Hello. I need about 3 months of full market depth level II data, for all stocks for any exchange. I need it for testing. Does you have software that can download/load this data from server or computer file, and then transform it to the following or similar format in .csv or alike?

Timestamp, bidprice1, bidvolume1, askprice1, askvolume1 etc.

I need the data for Matlab.

Where to Download S.Shell???

2019-02-21T20:30:23Z

I have paid for S.Shell $493USD, but have no way to download it, all I have is the receipt. How do I go about downloading it to begin using it?

Immediate limit orders TakeProfitStopLossStrategy

2019-02-15T11:56:19Z

Hi, I've a strategy which holds positions just for a few minutes and closes them using take profit or stop loss strategy: https://doc.stocksharp.com/html/T_StockSharp_Algo_Strategies_Protective_TakeProfitStopLossStrategy.htm

I noticed the take profit/stop loss strategies submit limit orders when the current bid/ask is near the take profit/stop loss level. However, for optimal execution it's beneficial to start submitting limit orders immediately once a trade is executed to obtain good queue position.

How can I force the take profit / stop loss strategies to immediately submit limit orders?

Thank you

BitMEX Testnet

2019-02-10T17:32:32Z

Hi, I can connect to BitMEX using production API credentials, but I cannot connect to https://testnet.bitmex.com. Connection using testnet API credentials fails. StockSharp.Bitmex.dll version 4.4.15.0.

I suspect that I’ve to change the endpoint somehow? I didn’t find any documentation in https://github.com/StockSharp/StockSharp/tree/master/Samples/Bitmex/SampleBitmex and https://doc.stocksharp.com/html/81f33924-b166-42c1-8ced-f7e9468f86b5.htm

The connection log is attached.

Thanks

CQG Continuum Connection Error

2019-02-02T23:43:42Z

S#.Data Error: System.InvalidOperationException: Trader is not enabled to use CQG Web API Test. Contact your FCM.

AMP Global Clearing isn't quite sure how to help with this S#.Data error I'm getting. Any help or suggestions of how to make the CQG to S#.Data connection? Using default connection address: wss://api.cqg.com:443

Thanks for any help!

Interactive Brokers Can't Trade?

2019-02-04T15:54:54Z

When I traded with Interactive Brokers using C # Terminal, the order could not be traded.

About the selection of broker confirmation button?

2019-01-17T17:41:05Z

Hello! When I use the education course to create my own trading interface and select the broker, the OK button and the Delete button will be displayed as System. win. How is it?

Exception coming while connecting to JSE

2019-01-29T21:22:11Z

I am getting below exception, if you can help

ItchTrader 2019-01-29 07:37:45 PM Error "System.InvalidOperationException: License N101430 does not support 'ITCH_LSE'. at StockSharp.ITCH.ItchMessageAdapter.OnSendInMessage(Message message) at StockSharp.Messages.MessageAdapter.SendInMessage(Message message) in C:\Users\Administrator\Downloads\StockSharp-4.4.15\StockSharp-4.4.15\Messages\MessageAdapter.cs:line 375"

[SUPPORT] How can I link windows for one security?

2019-01-16T10:48:30Z

I am used to software where I enter in the menu bar a security and then all windows in a workspace show eg market depth, chart, orders etc for this security. How can i do this in terminal? Why do I need to enter for each window the security individually?

Terminal can not send logs

2019-01-16T10:49:41Z

S#.Terminal 1/13/2019 9:51:32 AM +00:00 Error Prepare logs file error: System.IO.FileNotFoundException: Could not load file or assembly 'System.IO.Compression, Version=4.1.1.0, Culture=neutral, PublicKeyToken=b77a5c561934e089' or one of its dependencies. The system cannot find the file specified. File name: 'System.IO.Compression, Version=4.1.1.0, Culture=neutral, PublicKeyToken=b77a5c561934e089' ---> System.IO.FileNotFoundException: Could not load file or assembly 'System.IO.Compression, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089' or one of its dependencies. The system cannot find the file specified. File name: 'System.IO.Compression, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089'

WRN: Assembly binding logging is turned OFF. To enable assembly bind failure logging, set the registry value [HKLM\Software\Microsoft\Fusion!EnableLog] (DWORD) to 1. Note: There is some performance penalty associated with assembly bind failure logging. To turn this feature off, remove the registry value [HKLM\Software\Microsoft\Fusion!EnableLog].

at System.IO.Compression.ZipFile.DoCreateFromDirectory(String sourceDirectoryName, String destinationArchiveFileName, Nullable1 compressionLevel, Boolean includeBaseDirectory, Encoding entryNameEncoding) at StockSharp.Studio.Controls.Extensions.SendLogs[TConfig](BaseUserConfig1 config, Window owner, Products product, NotificationClient notificationClient, Nullable`1 duration, String caption, String text)

In Terminal with binance conector I don't see market depth or charts - why?

2019-01-15T20:26:51Z

In Terminal with binance conector I don't see market depth or charts - why?

TD Ameritrade Connector?

2019-01-11T18:22:57Z

Hello, do you have a connector for TDA?

https://developer.tdameritrade.com/apis

Are the connector libraries open source? Or for sale?

2019-01-07T21:00:18Z

I went to GitHub to try and find the connector libraries, specifically StockSharp.ETrade.* and I noticed only the raw DLLs are there.

Is the source code available? Can these be purchased separately?

Installing Stocksharp on Arch Linux, how?

2018-12-28T23:04:12Z

I would like to install Stocksharp on Arch linux but do not know how. Advice? Thanks.

Issue with Bitfinex connector

2018-11-20T14:55:15Z

Hi, I'm currently receiving the following error when trying to connect using the Bitfinex connector:

Method not found: 'Void Ecng.Net.WebSocketClient.Send(System.Object, Boolean)'.

This exception is thrown both by the sample application: Samples\SampleBitfinex and also by my own program which creates an instance of StockSharp.Bitfinex.BitfinexTrader and executes the Connect() method.

StockSharp on Linux with mono

2018-10-15T09:37:34Z

Is StockSharp compatible with mono?

Is video #7 working?

2018-10-26T21:05:26Z

Now I am watching #7 video (RealTrading) I can see the voice, but the movie is black out.

stockpicker not able to be added

2018-10-25T21:34:08Z

I am watching the first video, and when I tried to add "security picker" from toolbox,

I just only see following error message and cannot add it.

"The following reference has been added to the project: "StockSharp.Xaml, Version=4.4.14.0, Culture=neutral, PublickKeyToken=null"

In order to user types from the new reference, press OK to restart the XAML Designer. After the XAML Designer restarts, re-create the control on the artboard.

I have close the MainWindow.xaml and reopened, but not successful.

Where is "BaseTrader"?

2018-10-24T15:13:06Z

I am trying to start this, following the education video.

At the first video, it is explained that implementing BaseTrader interface is required. However, I cannot find that. Where is this? How other people face this problem?

Interested in your White Label program. Please send me info.

2018-10-16T21:20:24Z

I am interested in your White Label program, and offering this platform to our existing users under our own brand, and we would support our own user base, etc. How can we do this? Please contact me directly to discuss next steps. regards.