Cannot generate an alert for .SPX index in Strategy Monitor
Author: bgood
Creation Date: 7/17/2017 6:21 PM
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bgood

#1
I have alerts being generated in the Strategy monitor for some strategies. I tried to add an alert for .SPX so that I could monitor exit conditions for an SPX option, and I cannot get that to work. Does SM support alerts for an index?
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Eugene

#2
The correct question would sound more like "is my strategy set up correctly to support alerts?" And frankly, "Cannot get that to work" somewhat lacks any detail to serve as a problem description. Here's a quick list of things to check for your own troubleshooting:

Alerts are not triggered.

If you find the culprit please let the forum know, and if you can't please do the same. Looking forward to help you.
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bgood

#3
I have tried the most trivial program:

CODE:
Please log in to see this code.

If I run this with 1 minute data using ".SPX" no alerts show up int the SM Alert window and no email is generated. If I use "SPY' I get an alert+email once per minute.

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Eugene

#4
1. What if you try .SPX without "IsStreaming" in the SM?
2. Do other indices and/or stock symbols work in the SM with "IsStreaming"?
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bgood

#5
I removed the "IsStreaming" and I tried ".SPX", ".VIX", "SPX", and "VIX". Not one of the index symbols worked.
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Eugene

#6
Thanks. Seems like a WLP specific something. Passing this on to Cone.
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bgood

#7
I tried to activate "Trivial" on a list that contained ".SPX" and "SPY" and no alerts were generated.
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Eugene

#8
What does the strategy log show? Please right-click on "Trivial", enable logging, then activate or "Run this strategy Strategy".
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bgood

#9
Hello Eugene,

I created a group with just SPY and .SPX in it and activated Trivial. Today I did see an alert for SPY only but it was delayed. SPX never generated an alert. The log is below


7/18/2017 6:47:19 AM: Calculating NextRun...
7/18/2017 6:47:19 AM: NextRun set to 7/18/2017 9:48:00 AM
7/18/2017 6:47:19 AM: Preparing for initial Data Population
7/18/2017 6:47:19 AM: Starting Populate Thread
7/18/2017 6:47:19 AM: Subscribing to .SPX, BarInterval 1
7/18/2017 6:47:19 AM: In Populate Thread
7/18/2017 6:47:19 AM: Populating: ___01Min_test
7/18/2017 6:47:19 AM: Subscribing to SPY, BarInterval 1
7/18/2017 6:47:19 AM: Updating: ___01Min_test
7/18/2017 6:47:20 AM: .SPX 1319313 bars 7/18/2017 9:47 AM 17 bars added
7/18/2017 6:47:20 AM: .SPX 1319313 bars 7/18/2017 9:47 AM 17 bars added
7/18/2017 6:47:21 AM: SPY 1294650 bars 7/18/2017 9:47 AM 6 bars added
7/18/2017 6:47:21 AM: SPY 1294650 bars 7/18/2017 9:47 AM 6 bars added
7/18/2017 6:47:21 AM: Loading Data for: .SPX
7/18/2017 6:47:21 AM: 100 bars returned
7/18/2017 6:47:21 AM: Loading Data for: SPY
7/18/2017 6:47:21 AM: 100 bars returned
7/18/2017 6:47:21 AM: Calculating NextRun...
7/18/2017 6:47:21 AM: NextRun set to 7/18/2017 9:48:00 AM
7/18/2017 6:47:21 AM: Leaving Populate Thread
7/18/2017 6:48:00 AM: Launch Monitor Thread for Streaming Updates
7/18/2017 6:48:00 AM: Entering Monitor Thread
7/18/2017 6:48:00 AM: Update Completed: SPY, LastDate=7/18/2017 9:48:00 AM, O=245.1 H=245.21 L=245.09 C=245.2 V=150172 Count=101, SPY,OHLCV
7/18/2017 6:48:00 AM: Applying Update
7/18/2017 6:48:00 AM: Clear Indicators
7/18/2017 6:48:00 AM: Creating Executor
7/18/2017 6:48:00 AM: Execute: SPY Trivial
7/18/2017 6:48:00 AM: Build Results: SPY Alerts: 1
7/18/2017 6:48:00 AM: Buy 407 SPY Market 0.00
7/18/2017 6:48:00 AM: Replace Alerts: SPY Alerts: 1
7/18/2017 6:48:00 AM: Update Completed(2): SPY (1 symbols left)
7/18/2017 6:48:00 AM: Leaving Update Completed
7/18/2017 6:48:50 AM: All Updates Returned
7/18/2017 6:48:50 AM: Item Processing Completed
7/18/2017 6:48:50 AM: Calculating NextRun...
7/18/2017 6:48:50 AM: NextRun set to 7/18/2017 9:49:00 AM
7/18/2017 6:48:50 AM: Refreshing Item in GUI
7/18/2017 6:48:50 AM: Calculating NextRun...
7/18/2017 6:48:50 AM: NextRun set to 7/18/2017 9:49:00 AM
7/18/2017 6:48:50 AM: Leaving Streaming Filter Monitor Thread
7/18/2017 6:49:00 AM: Launch Monitor Thread for Streaming Updates
7/18/2017 6:49:00 AM: Entering Monitor Thread
7/18/2017 6:49:00 AM: Update Completed: SPY, LastDate=7/18/2017 9:49:00 AM, O=245.2 H=245.21 L=245.15 C=245.18 V=92971 Count=102, SPY,OLCV
7/18/2017 6:49:00 AM: Applying Update
7/18/2017 6:49:00 AM: Clear Indicators
7/18/2017 6:49:00 AM: Creating Executor
7/18/2017 6:49:00 AM: Execute: SPY Trivial
7/18/2017 6:49:00 AM: Build Results: SPY Alerts: 1
7/18/2017 6:49:00 AM: Buy 407 SPY Market 0.00
7/18/2017 6:49:00 AM: Replace Alerts: SPY Alerts: 1
7/18/2017 6:49:00 AM: Update Completed(2): SPY (1 symbols left)
7/18/2017 6:49:00 AM: Leaving Update Completed
7/18/2017 6:49:50 AM: All Updates Returned
7/18/2017 6:49:50 AM: Item Processing Completed
7/18/2017 6:49:50 AM: Calculating NextRun...
7/18/2017 6:49:50 AM: NextRun set to 7/18/2017 9:50:00 AM
7/18/2017 6:49:50 AM: Refreshing Item in GUI
7/18/2017 6:49:50 AM: Calculating NextRun...
7/18/2017 6:49:50 AM: NextRun set to 7/18/2017 9:50:00 AM
7/18/2017 6:49:50 AM: Leaving Streaming Filter Monitor Thread
7/18/2017 6:50:00 AM: Launch Monitor Thread for Streaming Updates
7/18/2017 6:50:00 AM: Entering Monitor Thread
7/18/2017 6:50:00 AM: Update Completed: SPY, LastDate=7/18/2017 9:50:00 AM, O=245.18 H=245.23 L=245.1655 C=245.17 V=130522 Count=103, SPY,OHLCV
7/18/2017 6:50:00 AM: Applying Update
7/18/2017 6:50:00 AM: Clear Indicators
7/18/2017 6:50:00 AM: Creating Executor
7/18/2017 6:50:00 AM: Execute: SPY Trivial
7/18/2017 6:50:00 AM: Build Results: SPY Alerts: 1
7/18/2017 6:50:00 AM: Buy 407 SPY Market 0.00
7/18/2017 6:50:00 AM: Replace Alerts: SPY Alerts: 1
7/18/2017 6:50:00 AM: Update Completed(2): SPY (1 symbols left)
7/18/2017 6:50:00 AM: Leaving Update Completed
7/18/2017 6:50:07 AM: Aborting Update Thread
7/18/2017 6:50:07 AM: Unsubscribing to .SPX, BarInterval 1
7/18/2017 6:50:07 AM: Unsubscribing to SPY, BarInterval 1