Получение маркет данных фондового рынка. StockSharp

Получение маркет данных фондового рынка

1/28/2014

vk37

Пробую получать маркет данные фондового рынка через плазу. Таблицы определяю так:

Code

            var plazaTables = new[]
            {
                _connector.TableRegistry.McxCommonSpot,
                _connector.TableRegistry.McxSecuritiesSpot,
                _connector.TableRegistry.McxTradesSpot,
                _connector.TableRegistry.McxOrderBookSpot,

            };

            _connector.SyncTables(plazaTables.Select(t => t.Id));

При подключении получаю такой лог:

Code

2014-01-28 11:27:07,828 [25] INFO  - Подключение
2014-01-28 11:27:07,905 [31] INFO  - 00:00:00.000 | PlazaTrader     | Connect
2014-01-28 11:27:09,417 [38] INFO  - 11:27:09.155 | PlazaConnectionPool | Attempted to connect H0_0.
2014-01-28 11:27:09,417 [38] INFO  - 11:27:09.172 | PlazaConnectionPool | OnConnectionStatusChanged: conn H0_0 - status: Active
2014-01-28 11:27:09,417 [38] INFO  - 11:27:09.173 | PlazaTrader     | StartExport
2014-01-28 11:27:09,417 [38] INFO  - 11:27:09.223 | PlazaConnectionPool | Attempted to connect H0_1.
2014-01-28 11:27:09,417 [38] INFO  - 11:27:09.223 | PlazaConnectionPool | Attempted to connect H0_2.
2014-01-28 11:27:09,417 [38] INFO  - 11:27:09.224 | PlazaConnectionPool | Attempted to connect H0_3.
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.224 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_MDTRADE_REPL:Инициализация потока.
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.224 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_AGGR_REPL:Инициализация потока.
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.225 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_MDCOMMON_REPL:Инициализация потока.
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.237 | PlazaConnectionPool | OnConnectionStatusChanged: conn H0_3 - status: Active
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.237 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_INFO_REPL:Инициализация потока.
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.237 | PlazaConnectionPool | OnConnectionStatusChanged: conn H0_2 - status: Active
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.238 | PlazaConnectionPool | OnConnectionStatusChanged: conn H0_1 - status: Active
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.241 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_MDCOMMON_REPL:Состояние потока Closed.
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.247 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_MDCOMMON_REPL:StreamStateChanged: State Active
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.247 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_AGGR_REPL:Состояние потока Closed.
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.247 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_MDTRADE_REPL:Состояние потока Closed.
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.248 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_MDTRADE_REPL:StreamStateChanged: State Active
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.248 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_AGGR_REPL:StreamStateChanged: State Active
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.268 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_MDCOMMON_REPL:StreamStateChanged: State Closed
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.268 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_AGGR_REPL:StreamStateChanged: State Closed
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.268 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_MDTRADE_REPL:StreamStateChanged: State Closed
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.305 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_INFO_REPL:Состояние потока Closed.
2014-01-28 11:27:09,418 [38] INFO  - 11:27:09.305 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_INFO_REPL:StreamStateChanged: State Active
2014-01-28 11:27:09,420 [38] ERROR - 11:27:09.305 | PlazaTrader     | System.InvalidOperationException: Поток MCXSPOT_MDCOMMON_REPL выбросил ошибку. ---> System.Runtime.InteropServices.COMException: Couldn't open baseless repl datastream
   at P2ClientGateMTA64.CP2DataStreamClass.Open(CP2Connection conn)
   at #=qhWzlY6IAq0FxgHE6vO7NOHgbipuZf$qjnMbiUAk7ykRcrrUD_EZn8Acp0$WVFFVON49fkxJrJ7MPhVoX$H7M2Q==.#=q0lzg4$uoK1mRjfwc5icZJg==()
   at StockSharp.Plaza.PlazaStreamManager.#=qAW6TpuClCGu9UAzPTToSuv9BJKQXw3oAYlVgaaWG3Yo=.#=q6KqYB8EedEjrtds68iz5ng==(#=qYZDkI1aIY1lmR89tcASCrEdXqftv2um$Jol_vMdPcvq4ML5We5qJFD6R6raC9Zdq #=q77kK3AqWx8b8Litww7yQZA==, Action`1 #=q_mn8rZilrSgnZbWpEDfTAA==)
   --- End of inner exception stack trace ---
2014-01-28 11:27:09,423 [38] ERROR - 11:27:09.305 | PlazaTrader     | System.InvalidOperationException: Поток MCXSPOT_MDTRADE_REPL выбросил ошибку. ---> System.Runtime.InteropServices.COMException: Couldn't open baseless repl datastream
   at P2ClientGateMTA64.CP2DataStreamClass.Open(CP2Connection conn)
   at #=qhWzlY6IAq0FxgHE6vO7NOHgbipuZf$qjnMbiUAk7ykRcrrUD_EZn8Acp0$WVFFVON49fkxJrJ7MPhVoX$H7M2Q==.#=q0lzg4$uoK1mRjfwc5icZJg==()
   at StockSharp.Plaza.PlazaStreamManager.#=qAW6TpuClCGu9UAzPTToSuv9BJKQXw3oAYlVgaaWG3Yo=.#=q6KqYB8EedEjrtds68iz5ng==(#=qYZDkI1aIY1lmR89tcASCrEdXqftv2um$Jol_vMdPcvq4ML5We5qJFD6R6raC9Zdq #=q77kK3AqWx8b8Litww7yQZA==, Action`1 #=q_mn8rZilrSgnZbWpEDfTAA==)
   --- End of inner exception stack trace ---
2014-01-28 11:27:09,423 [38] ERROR - 11:27:09.305 | PlazaTrader     | System.InvalidOperationException: Поток MCXSPOT_AGGR_REPL выбросил ошибку. ---> System.Runtime.InteropServices.COMException: Couldn't open baseless repl datastream
   at P2ClientGateMTA64.CP2DataStreamClass.Open(CP2Connection conn)
   at #=qhWzlY6IAq0FxgHE6vO7NOHgbipuZf$qjnMbiUAk7ykRcrrUD_EZn8Acp0$WVFFVON49fkxJrJ7MPhVoX$H7M2Q==.#=q0lzg4$uoK1mRjfwc5icZJg==()
   at StockSharp.Plaza.PlazaStreamManager.#=qAW6TpuClCGu9UAzPTToSuv9BJKQXw3oAYlVgaaWG3Yo=.#=q6KqYB8EedEjrtds68iz5ng==(#=qYZDkI1aIY1lmR89tcASCrEdXqftv2um$Jol_vMdPcvq4ML5We5qJFD6R6raC9Zdq #=q77kK3AqWx8b8Litww7yQZA==, Action`1 #=q_mn8rZilrSgnZbWpEDfTAA==)
   --- End of inner exception stack trace ---
2014-01-28 11:27:09,423 [38] INFO  - 11:27:09.327 | PlazaStreamMessageAdapter | PlazaStream MCXSPOT_INFO_REPL:StreamStateChanged: State Closed
2014-01-28 11:27:09,423 [38] ERROR - 11:27:09.334 | PlazaTrader     | System.InvalidOperationException: Поток MCXSPOT_INFO_REPL выбросил ошибку. ---> System.Runtime.InteropServices.COMException: Couldn't open baseless repl datastream
   at P2ClientGateMTA64.CP2DataStreamClass.Open(CP2Connection conn)
   at #=qhWzlY6IAq0FxgHE6vO7NOHgbipuZf$qjnMbiUAk7ykRcrrUD_EZn8Acp0$WVFFVON49fkxJrJ7MPhVoX$H7M2Q==.#=q0lzg4$uoK1mRjfwc5icZJg==()
   at StockSharp.Plaza.PlazaStreamManager.#=qAW6TpuClCGu9UAzPTToSuv9BJKQXw3oAYlVgaaWG3Yo=.#=q6KqYB8EedEjrtds68iz5ng==(#=qYZDkI1aIY1lmR89tcASCrEdXqftv2um$Jol_vMdPcvq4ML5We5qJFD6R6raC9Zdq #=q77kK3AqWx8b8Litww7yQZA==, Action`1 #=q_mn8rZilrSgnZbWpEDfTAA==)
   --- End of inner exception stack trace ---
2014-01-28 11:27:09,729 [25] INFO  - Запуск SaveManager

Что это могло бы значить?

Tags:

Plaza 2

Thanks:

Mikhail Sukhov

Date: 1/28/2014

Это к РТС

Thanks:

vk37

Date: 1/28/2014

Брокер не транслирует эти потоки? (у меня пром сервер ай-ти)

Thanks:

vk37

Date: 1/29/2014

Вроде все заработало. ) Получаю маркет данные, с целью последующего сохранения, одновременно по срочному, фондовому и валютному рынкам. Таблицы настроены так:

Code

            var plazaTables = new[]
            {
                // Срочный рынок
                _connector.TableRegistry.CommonFuture,
                _connector.TableRegistry.CommonOption,
                _connector.TableRegistry.SessionContentsFuture,
                _connector.TableRegistry.SessionContentsOption,
                _connector.TableRegistry.TradeFuture,
                _connector.TableRegistry.TradeOption,
                _connector.TableRegistry.Session,
                _connector.TableRegistry.Index,
                _connector.TableRegistry.Volatility,
                _connector.TableRegistry.Aggregation50Future,
                _connector.TableRegistry.Aggregation50Option,
                // Фондовый рынок
                _connector.TableRegistry.McxCommonSpot,
                _connector.TableRegistry.McxSecuritiesSpot,
                _connector.TableRegistry.McxTradesSpot,
                _connector.TableRegistry.McxOrderBookSpot,
                // Валютный рынок
                _connector.TableRegistry.McxCommonCurrency,
                _connector.TableRegistry.McxSecuritiesCurrency,
                _connector.TableRegistry.McxTradesCurrency,
                _connector.TableRegistry.McxOrderBookCurrency,
            };

            _connector.SyncTables(plazaTables.Select(t => t.Id));

Периодически в логах появляются записи с ошибками:

Code

2014-01-29 20:51:44,138 [25] INFO  - 20:51:43.808 | PlazaStreamMessageAdapter | PlazaStream MCXCC_MDCOMMON_REPL:Состояние потока Closed.
2014-01-29 20:51:44,138 [25] INFO  - 20:51:43.808 | PlazaStreamMessageAdapter | PlazaStream MCXCC_MDCOMMON_REPL:StreamStateChanged: State Active
2014-01-29 20:51:44,138 [25] INFO  - 20:51:43.820 | PlazaStreamMessageAdapter | PlazaStream MCXCC_MDCOMMON_REPL:Поток переоткрывается.
2014-01-29 20:51:44,138 [25] INFO  - 20:51:43.833 | PlazaStreamMessageAdapter | PlazaStream MCXCC_MDCOMMON_REPL:StreamStateChanged: State Error
2014-01-29 20:51:44,138 [25] INFO  - 20:51:43.844 | PlazaStreamMessageAdapter | PlazaStream MCXCC_MDCOMMON_REPL:Состояние потока Error.
2014-01-29 20:51:44,138 [25] INFO  - 20:51:43.844 | PlazaStreamMessageAdapter | PlazaStream MCXCC_MDCOMMON_REPL:StreamStateChanged: State Closed

Может лучше организовать сохранение данных отдельно по каждому рынку, а не по всем вместе?

Thanks:

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