Forum. StockSharp

Loading Data and Candles

2018-02-21T09:02:50Z

I am trying to load up candles with some data retrieved from Hydra. I was able to retrieve the data in Bin using MFD. From there I was able to open the securities from the storage file and find the time frame candles. My first question is Can you explain what the "start button" does in the Market Data tab. When I click on it it shows only Finam. When I click on that the following gives me an error.

Additionally, I was trying to show the candles using the sample candles code provided. I am using Brent as an example here from the MFD. When I run it with a time-frame of 1:0:0:0 in Bin format, I don't get any thing shown on my candle chart.

Also when I try a different security for instance AMD@SPB, when I press start, I get a blank chart and I'm assuming an infinite loop in which I cannot disconnect/stop the process.

BitStamp - Data processing error

2017-01-19T03:35:42Z

Hi,

I love the project architecture, unfortunately the example I found about BitStamp does not work even after identifying valid ID codes. The error (on the attachment) occurs continuously.

Would anyone have a suggestion?
Thank you in advance,

Strategy & Rules for Coinone API

2018-02-14T17:12:34Z

Hi,

I want to create strategy & Rules for coins in Coinone API by using stock sharp.

Can you please let us know is it possible to create strategy for Coinone API from Stocksharp?

If possible, can you please suggest me how to do it?

Your help will be appreciated.

Thanks

IQFeed Time parse

2018-02-07T22:37:14Z

Hey, I can't find the right form to report a bug and you guys don't allow issues on github which makes it all even more difficult.
I tried to pull data from IQFeed and it just doesn't work.
I was about to buy the 1000$ course to get the extended license, but by the looks of it - I'll probably won't.

See included picture.

Regards, Eli.

Cross exchange spread trading

2018-01-25T00:14:40Z

Are there examples using WeightedIndexSecurity and BasketStrategy?

Basically I want to trade two-legged spreads across exchanges.

I want to quote one leg, then on each fill of the quoted leg, send a limit order to the other leg to lock in a spread price. The legs usually live on different exchanges.

Thanks

QUIK LUA отключается сразу после подключения BasketMessageAdapter | Ошибка подключения для LuaFixTransactionMe ssageAdapter: System.ArgumentNullException: Value cannot be null.

2017-12-27T16:21:05Z

00:00:00.000 | QuikTrader | Connect
16:13:57.674 | Quik LUA. Transactions | Connect to 127.0.0.1:5001...
16:13:57.675 | Quik LUA. Transactions | Connect to 127.0.0.1:5001 is OK.
16:13:57.677 | Quik LUA. Transactions | Sending logon to 127.0.0.1:5001...
16:13:57.698 | Quik LUA. Transactions | Logon sent to 127.0.0.1:5001 OK.
16:13:57.715 | Quik LUA. Transactions | To server: 8=FIX.4.4^9=103^35=A^49=FIrob
ot^56=StockSharpTS^52=20171227-13:13:57.692^34=1^98=0^108=0^141=Y^553=FIrobot^55
4=FIrobot^10=174^
16:13:57.718 | Quik LUA. Market data | Connect to 127.0.0.1:5001...
16:13:57.721 | Quik LUA. Market data | Connect to 127.0.0.1:5001 is OK.
16:13:57.721 | Quik LUA. Transactions | Start message processing.
16:13:57.721 | Quik LUA. Market data | Sending logon to 127.0.0.1:5001...
16:13:57.722 | Quik LUA. Market data | Logon sent to 127.0.0.1:5001 OK.
16:13:57.724 | Quik LUA. Market data | To server: 8=FIX.4.4^9=103^35=A^49=FIrobo
t^56=StockSharpMD^52=20171227-13:13:57.722^34=1^98=0^108=0^141=Y^553=FIrobot^554
=FIrobot^10=146^
16:13:57.724 | Quik LUA. Market data | Start message processing.
16:13:57.731 | Quik LUA. Market data | Сессия '127.0.0.1:5001 Sender FIrobot Tar
get StockSharpMD'. Получено: '8=FIX.4.4^9=62^35=A^49=FIrobot^56=StockSharpMD^52=
20171227-13:13:57.724^34=1^10=052^'
16:13:57.731 | Quik LUA. Transactions | Сессия '127.0.0.1:5001 Sender FIrobot Ta
rget StockSharpTS'. Получено: '8=FIX.4.4^9=62^35=A^49=FIrobot^56=StockSharpTS^52
=20171227-13:13:57.707^34=1^10=075^'
00:00:00.000 | QuikTrader | BP:Connect,T(L)=2017/12/27 16:13:57.733
16:13:57.733 | QuikTrader | BP:Connect,T(L)=2017/12/27 16:13:57.733
16:13:57.767 | Quik LUA. Transactions | To server: 8=FIX.4.4^9=82^35=AN^49=FIrob
ot^56=StockSharpTS^52=20171227-13:13:57.767^34=2^710=58437310^724=0^10=034^
16:13:57.767 | Quik LUA. Transactions | To server: 8=FIX.4.4^9=82^35=AF^49=FIrob
ot^56=StockSharpTS^52=20171227-13:13:57.767^34=3^584=58437311^585=7^10=049^
16:13:57.770 | Quik LUA. Market data | To server: 8=FIX.4.4^9=81^35=x^49=FIrobot
^56=StockSharpMD^52=20171227-13:13:57.770^34=2^320=58437312^559=4^10=247^
16:13:57.788 | Quik LUA. Transactions | Сессия '127.0.0.1:5001 Sender FIrobot Ta
rget StockSharpTS'. Получено: '8=FIX.4.4^9=161^35=AP^49=FIrobot^56=StockSharpTS^
52=20171227-13:13:57.767^34=2^710=58437310^1=^581=3^728=0^55=StockSharpMoney^753
=4^708=0^707=SMTM^708=0^707=CRES^708=0^707=VADJ^10=229^'
16:13:57.804 | BasketMessageAdapter | Ошибка подключения для LuaFixTransactionMe
ssageAdapter: System.ArgumentNullException: Value cannot be null.
Parameter name: key
at System.Collections.Generic.Dictionary`2.FindEntry(TKey key)
at System.Collections.Generic.Dictionary`2.ContainsKey(TKey key)
at Ecng.Collections.SynchronizedDictionary`2.ContainsKey(TKey key)
at Ecng.Collections.CollectionHelper.TryAdd[TKey,TValue](IDictionary`2 dict,
TKey key, TValue value)
at StockSharp.Messages.InMemoryMessageAdapterProvider.SetAdapter(String portf
olioName, IMessageAdapter adapter)
at StockSharp.Algo.BasketMessageAdapter.OnInnerAdapterNewOutMessage(IMessageA
dapter innerAdapter, Message message)
at StockSharp.Algo.BasketMessageAdapter.<>c__DisplayClass46_0.<OnSendInMessag
e>b__2(Message m)
at StockSharp.Messages.MessageAdapterWrapper.RaiseNewOutMessage(Message messa
ge)
at StockSharp.Algo.HeartbeatMessageAdapter.OnInnerAdapterNewOutMessage(Messag
e message)
at StockSharp.Messages.MessageAdapterWrapper.RaiseNewOutMessage(Message messa
ge)
at StockSharp.Algo.SubscriptionMessageAdapter.OnInnerAdapterNewOutMessage(Mes
sage message)
at StockSharp.Messages.MessageAdapter.SendOutMessage(Message message)
at StockSharp.Fix.FixMessageAdapter.#=qLFq$feWZL49PjvnxEoZQNFCzJ6PVUe0Z262C68
1LItg=()
16:13:57.733 | QuikTrader | BP:Connect,T(L)=2017/12/27 16:13:57.804,Error=V
alue cannot be null.
Parameter name: key

How can request more details about the existing positions?

2017-11-27T06:03:38Z

Hello Mikhail and hi all!

This StockSharp project looks very-very exciting and I started to look through some source codes and I tried some examples.
Unfortunately I cannot find the way, how can I get details about the active (opened) positions?
For example I made a connection to FXCM (by the SampleFxcm project) and I subscribed to the NewPosition event with a new function: Trader_NewPosition(Position pos)

Code

Trader.NewPosition += position => Trader_NewPosition(position);
Trader.NewPosition += position => _portfoliosWindow.PortfolioGrid.Positions.Add(position);
...
      private void Trader_NewPosition(Position pos)
      {
          MessageBox.Show("cval: " + pos.CurrentValue.ToString() + " | desc: " + pos.Description + " | Currency: " + pos.Currency.ToString() + " | RealizedPnL: " + pos.RealizedPnL.ToString() + " | BlockedValue: " + pos.BlockedValue.ToString());
      }

Kind of every values in the Position object are null, so I could not get the entry price and the direction values.
Or this limited data problem is only related to the FXCM connections? ...because in fact I plan to use the CQG and/or the Rithmic connections.
Please help me, how can I get the existing positions details after a new connection?

Thanks in advance!
Jose

CoinOneAPI

2018-01-08T13:05:22Z

Hi

Can i able to connect CoinOneAPI in Stocksharp?

If possible can you please let us know how can i achieve the functionality of ConnectOne in stocksharp.

Awaiting reply.

Thanks

Rajesh

Rithmic connection

2017-12-19T15:48:02Z

Hi!
I didn't take any modification yet in "Rithmic sample application" and I would like to connect with it but I don't know what certificate file should I use!? I just have a username and password for my account and nowadays I use it with Ninjatrader well. I have found a certificate (*.pk12) file in NT's folder but then I got a "bad input" error message which is understandable :)
I should request a valid certificate file from my futures broker or what file do I have to use there?
Regards,
Jose

Storing positions

2017-11-06T22:30:01Z

Hi

I need to store my positions so that when my application starts up it can load the existing positions. The code I use is:

Code

var dataPath = @"Data\" + _connectorAccount.AccountName;
_entityRegistry = new CsvEntityRegistry(dataPath);
_storageRegistry = new StorageRegistry
{
DefaultDrive = new LocalMarketDataDrive(dataPath)
};

_connector.InitializeStorage(_entityRegistry, _storageRegistry);
_entityRegistry.Init();

_connector.StorageAdapter.DaysLoad = DateTime.Now.Subtract(_connectorAccount.StartTrading.Value);

_connector.StorageAdapter.Format = StorageFormats.Csv;
_connector.StorageAdapter.Load();

The problem is that when I connect to TWS, I get the following error message:

Message 'Connect,T(L)=2017/11/06 21:25:31.278,Error=At least one connection should be made.' caused processing error.

with inner exception message:

The given key was not present in the dictionary.

and inner exception stack trace:

at System.ThrowHelper.ThrowKeyNotFoundException()
at System.Collections.Generic.Dictionary`2.get_Item(TKey key)
at Ecng.Collections.SynchronizedDictionary`2.get_Item(TKey key)
at StockSharp.Algo.Connector.ProcessConnectMessage(BaseConnectionMessage message)
at StockSharp.Algo.Connector.OnProcessMessage(Message message)

How to install API and terminal

2017-12-11T02:51:36Z

Hello everyone!
I installed the terminal, hydra and stockSharp-4.3.28 but don't know how or where to install api nor how to make it appear the permanent link (and icon) to the platform. Any help is appreciated.
Skyfold.

Retrieve Historical Candles

2017-12-03T12:10:39Z

Hi.

I'm enjoying using the S# API and so fat it's been easy to use.

I'm retrieving some historical candles to backtest my robot on, and once I call trader.SubscribeCandles I get a new candle each time I get the trader.ProcessCandle event which works great. Is there an event that is fired to show that all candles have been received

Unable to load existing position from storage

2017-11-10T10:22:07Z

Hi

Using my application I opened a position in SPXW call. My application uses CSV storage, so it should have been stored. If I open my application the existing position does not get loaded. I have attached a console application that loads and connects using the storage my own application created. I have included the csv store in the zip file. It is in the bin/debug/data directory. Please look at the store. Did the position save to the store? If so, why does it not load? I also included the connector log in the bin/debug/logs directory.

Regards

Receiving TimeoutException

2017-11-07T17:33:55Z

Hi

I have moved my application to my server, but on connecting I get an error:

Code

2017/11/07 16:31:02.182|Error |BasketMessageAdapter|Connection error for InteractiveBrokersMessageAdapter: System.TimeoutException: Connection was not established in allowed time.
2017/11/07 16:31:02.183|Error |InteractiveBrokersTrader|System.TimeoutException: Connection was not established in allowed time.

Duplicate order id

2017-11-10T16:12:13Z

Hi

When I register an new order it does not reflect in IB TWS. In the connector log I get the following error:

Code

2017/11/10 15:07:32.572| |InteractiveBrokersTrader|RegisterOrder: 0/ SPXW 171215C02580000@CBOE DU775642 Buy Price=26.8 Volume=1.00 State=None Bal=0
2017/11/10 15:07:32.572| |InteractiveBrokersTrader|New order: 54387931/ SPXW 171215C02580000@CBOE DU775642 Buy Price=26.8 Volume=1.00 State=Pending Bal=1.00
2017/11/10 15:07:33.750|Debug |IBSocket |Msg: ErrorMessage
2017/11/10 15:07:33.751| |IBSocket |Duplicate order id
2017/11/10 15:07:33.753|Error |InteractiveBrokersTrader|OrderRegisterFailed
54387931/ SPXW 171215C02580000@CBOE DU775642 Buy Price=26.8 Volume=1.00 State=Failed Bal=1.00
System.InvalidOperationException: Duplicate order id

This only occurs when I enable storage, ie initialize storage

Regards

Storing positions

2017-11-06T22:27:33Z

Hi

I need to store my positions so that when my application starts up it can load the existing positions. The code I use is:

Code

Binary Storage Corrupted

2017-11-04T18:51:54Z

I have been having problems with Saving and Loading candle data from local Binary storage. When I save a set of s# candles to local storage, then immediately reload that data into another list of candles - if I compare the two lists I see several short sequences of candles where the data is not the same and has been corrupted.

I have attached a small winforms program that demonstrates this issue. In this program there are 5 buttons which to the following actions:

Delete Existing S# binary Storage
Read a JSON file containing historical 5 minute candle data and and convert to S# Candles
Save the S# candles to local Binary storage
Load the local Binary storage to a second list of s# candles.
Iterate over the two lists and print out any differences.

This has been causing me a great deal of problems with analyzing historical data since the data I am loaded has nonsense values and causes indicators to give wildly inaccurate values!

Please can you check the attached application and see if I am doiny anything wrong, or if there is indeed a problem with binary storage..

Thanks
Sean Kenwrick

Populating order collection

2017-11-01T23:05:37Z

Hi

How do I get Orders collection on connector populated with my open orders after connecting the connector? (i.e. if I have open orders on application startup and want to access them through Orders collection)

Regards

Accessing mytrade details

2017-11-01T23:03:47Z

Hi

How do I get S# to trigger NewMyTrade? And how do I get MyTrade collection populated after connecting? (If I already have open trades and then start my application)

Regards

Problems registering for trade updates

2017-11-01T22:59:45Z

Hi

I tried to register for trade updates by calling RegisterTrades(security), but then I received the error message: No suitable adapter found for Trades S#:SPXW 171215C02580000@SMART, Native:,Type:Option. I trade through IB TWS

How do I fix this?

Regards