Hello,
I am having a major issue where I can not run more than one strategy on my strategy monitor. I am trying to run two strategies on the same symbol (NQ futures contracts) on two timeframes (15 minute and 5 minute). However, when I activate the second strategy, it fails to update at the next interval. The status says "No updates for 1 symbol: NQZ3." It then returns no trade signals. In this state I cannot run the strategy at all. I have tried both Streaming data and Streaming Bars and I get the same problem. Please help!
Thanks,
Dandude
I am having a major issue where I can not run more than one strategy on my strategy monitor. I am trying to run two strategies on the same symbol (NQ futures contracts) on two timeframes (15 minute and 5 minute). However, when I activate the second strategy, it fails to update at the next interval. The status says "No updates for 1 symbol: NQZ3." It then returns no trade signals. In this state I cannot run the strategy at all. I have tried both Streaming data and Streaming Bars and I get the same problem. Please help!
Thanks,
Dandude
Rename
Streaming Bars is recommended over Streaming; explanation in the Help guide.
It's not obvious to me why you're not getting the update for 15 minute bars. I'll try it myself, but you should try something like deactivating/reactivating.
It's not obvious to me why you're not getting the update for 15 minute bars. I'll try it myself, but you should try something like deactivating/reactivating.
Works fine for me.
Click on the 15-minute item, copy and paste its Log here. Maybe the clue will be there.
Click on the 15-minute item, copy and paste its Log here. Maybe the clue will be there.
I just noticed you're using 1-digit years. Not recommended.
Use 2-digit years for futures for IB in WealthLab: NQZ23
Use 2-digit years for futures for IB in WealthLab: NQZ23
Yes I would prefer to use streaming bars. I was also using the 2 digit years before but they stopped working one day and only the one digit was working. I thought IB changed something, but now I find today that the two digit is working again.
Unfortunately this problem is intermittent. I am not sure what conditions under which it happens or not. I came back to my station to see that it was working correctly today. It could be an after-hours issue (But I still need the strategies to work after-hours). It could also have to do with the complexity of my strategies. I can tell it won't work because it takes 40 seconds to process instead of one second. My concern is that I cannot leave the program alone to run only to come back and find that it has failed to update costing a great deal of money. Therefore I have shut down the second algorithm for the moment.
I have posted the log for the 15 minute strategy below. There are two instances of the failure to get the data. I have copied that part to the top. The rest of the log follows. I will note that the error only occurs when the strategy is activated and run automatically. When I run the strategy manually this error does not occur.
10/22/2023 20:30:00: Status = Processing
10/22/2023 20:30:40: NextRun set to 10/22/2023 20:45
10/22/2023 20:30:40: Status = Incomplete
10/22/2023 20:30:40: No Updates for 1 Symbol: NQZ3
AND
10/23/2023 07:15:00: Status = Processing
10/23/2023 07:15:40: NextRun set to 10/23/2023 07:30
10/23/2023 07:15:40: Status = Incomplete
10/23/2023 07:15:40: No Updates for 1 Symbol: NQZ3
10/22/2023 18:05:20: Status = LoadingData
10/22/2023 18:05:20: Starting Streaming Bars Thread
10/22/2023 18:05:20: Populating Data
10/22/2023 18:05:20: Calling GetHistories Pass 1
10/22/2023 18:05:21: GetHistories returned with 1 symbols
10/22/2023 18:05:21: Calling GetHistories Pass 2
10/22/2023 18:05:21: GetHistories returned with 1 symbols
10/22/2023 18:05:21: NQZ3:1,000 bars to 20231022 1800|Interactive Brokers
10/22/2023 18:05:21: NextRun set to 10/22/2023 18:15
10/22/2023 18:05:21: Status = Idle
10/22/2023 18:05:22: Running Now
10/22/2023 18:05:22: Status = Processing
10/22/2023 18:05:24: Ran Strategy on NQZ3: 0 Signals, Run Time=741ms
10/22/2023 18:05:24: Status = Deactivated
10/22/2023 18:05:24: Status = Completed
10/22/2023 18:05:24: Processed all Symbols
10/22/2023 18:05:24: Leaving Streaming Bars Thread
10/22/2023 20:25:22: Running Now
10/22/2023 20:25:34: Status = Deactivated
10/22/2023 20:25:36: Status = LoadingData
10/22/2023 20:25:36: Starting Streaming Bars Thread
10/22/2023 20:25:36: Populating Data
10/22/2023 20:25:36: Calling GetHistories Pass 1
10/22/2023 20:25:36: GetHistories returned with 1 symbols
10/22/2023 20:25:36: Calling GetHistories Pass 2
10/22/2023 20:25:37: GetHistories returned with 1 symbols
10/22/2023 20:25:37: NQZ3:1,000 bars to 20231022 2015|Interactive Brokers
10/22/2023 20:25:37: Running Now
10/22/2023 20:25:37: Status = Idle
10/22/2023 20:25:37: Status = Processing
10/22/2023 20:25:39: Ran Strategy on NQZ3: 0 Signals, Run Time=363ms
10/22/2023 20:25:39: Status = Deactivated
10/22/2023 20:25:39: Status = Completed
10/22/2023 20:25:39: Processed all Symbols
10/22/2023 20:25:39: Status = Deactivated
10/22/2023 20:25:39: Leaving Streaming Bars Thread
10/22/2023 20:25:43: Status = LoadingData
10/22/2023 20:25:43: Starting Streaming Bars Thread
10/22/2023 20:25:43: Populating Data
10/22/2023 20:25:43: Calling GetHistories Pass 1
10/22/2023 20:25:44: GetHistories returned with 1 symbols
10/22/2023 20:25:44: Calling GetHistories Pass 2
10/22/2023 20:25:44: GetHistories returned with 1 symbols
10/22/2023 20:25:44: NQZ3:1,000 bars to 20231022 2015|Interactive Brokers
10/22/2023 20:25:44: NextRun set to 10/22/2023 20:30
10/22/2023 20:25:44: Status = Idle
10/22/2023 20:30:00: Status = Processing
10/22/2023 20:30:40: NextRun set to 10/22/2023 20:45
10/22/2023 20:30:40: Status = Incomplete
10/22/2023 20:30:40: No Updates for 1 Symbol: NQZ3
10/22/2023 20:31:21: Status = Deactivated
10/22/2023 20:31:22: Leaving Streaming Bars Thread
10/22/2023 20:31:23: Status = LoadingData
10/22/2023 20:31:23: Starting Streaming Bars Thread
10/22/2023 20:31:23: Populating Data
10/22/2023 20:31:23: Calling GetHistories Pass 1
10/22/2023 20:31:23: GetHistories returned with 1 symbols
10/22/2023 20:31:23: Calling GetHistories Pass 2
10/22/2023 20:31:24: GetHistories returned with 1 symbols
10/22/2023 20:31:24: NQZ3:1,000 bars to 20231022 2030|Interactive Brokers
10/22/2023 20:31:24: Running Now
10/22/2023 20:31:24: Status = Idle
10/22/2023 20:31:24: Status = Processing
10/22/2023 20:31:25: Ran Strategy on NQZ3: 0 Signals, Run Time=336ms
10/22/2023 20:31:25: Status = Deactivated
10/22/2023 20:31:25: Status = Completed
10/22/2023 20:31:25: Processed all Symbols
10/22/2023 20:31:25: Status = Deactivated
10/22/2023 20:31:25: Leaving Streaming Bars Thread
10/22/2023 23:03:33: Status = LoadingData
10/22/2023 23:03:33: Starting Streaming Bars Thread
10/22/2023 23:03:33: Populating Data
10/22/2023 23:03:33: Calling GetHistories Pass 1
10/22/2023 23:03:33: GetHistories returned with 1 symbols
10/22/2023 23:03:33: Calling GetHistories Pass 2
10/22/2023 23:03:33: GetHistories returned with 1 symbols
10/22/2023 23:03:33: NQZ3:1,000 bars to 20231022 2300|Interactive Brokers
10/22/2023 23:03:33: Running Now
10/22/2023 23:03:33: Status = Idle
10/22/2023 23:03:34: Status = Processing
10/22/2023 23:03:35: Ran Strategy on NQZ3: 0 Signals, Run Time=380ms
10/22/2023 23:03:35: Status = Deactivated
10/22/2023 23:03:35: Status = Completed
10/22/2023 23:03:35: Processed all Symbols
10/22/2023 23:03:35: Status = Deactivated
10/22/2023 23:03:35: Leaving Streaming Bars Thread
10/23/2023 04:50:06: Status = LoadingData
10/23/2023 04:50:06: Starting Streaming Bars Thread
10/23/2023 04:50:06: Populating Data
10/23/2023 04:50:06: Calling GetHistories Pass 1
10/23/2023 04:50:06: GetHistories returned with 1 symbols
10/23/2023 04:50:06: Calling GetHistories Pass 2
10/23/2023 04:50:06: GetHistories returned with 1 symbols
10/23/2023 04:50:06: NQZ3:1,000 bars to 20231023 0445|Interactive Brokers
10/23/2023 04:50:06: Running Now
10/23/2023 04:50:06: Status = Idle
10/23/2023 04:50:06: Status = Processing
10/23/2023 04:50:08: Ran Strategy on NQZ3: 3 Signals, Run Time=376ms
10/23/2023 04:50:08: Status = Deactivated
10/23/2023 04:50:08: Status = Completed
10/23/2023 04:50:08: Processed all Symbols
10/23/2023 04:50:08: Status = Deactivated
10/23/2023 04:50:08: Leaving Streaming Bars Thread
10/23/2023 07:13:54: Status = LoadingData
10/23/2023 07:13:54: Start Streaming Thread
10/23/2023 07:13:54: Populating Data
10/23/2023 07:13:54: Calling GetHistories Pass 1
10/23/2023 07:13:54: GetHistories returned with 1 symbols
10/23/2023 07:13:54: Calling GetHistories Pass 2
10/23/2023 07:13:54: GetHistories returned with 1 symbols
10/23/2023 07:13:54: NQZ3:1,000 bars to 20231023 0700|Interactive Brokers
10/23/2023 07:13:54: Running Now
10/23/2023 07:13:54: Status = Idle
10/23/2023 07:13:54: Status = Processing
10/23/2023 07:13:56: Ran Strategy on NQZ3: 2 Signals, Run Time=441ms
10/23/2023 07:13:56: Status = Deactivated
10/23/2023 07:13:56: Status = Completed
10/23/2023 07:13:56: Processed all Symbols
10/23/2023 07:13:56: Status = Deactivated
10/23/2023 07:13:56: Leaving Streaming Thread
10/23/2023 07:14:00: Status = LoadingData
10/23/2023 07:14:00: Start Streaming Thread
10/23/2023 07:14:00: Populating Data
10/23/2023 07:14:00: Calling GetHistories Pass 1
10/23/2023 07:14:00: GetHistories returned with 1 symbols
10/23/2023 07:14:00: Calling GetHistories Pass 2
10/23/2023 07:14:01: GetHistories returned with 1 symbols
10/23/2023 07:14:01: NQZ3:1,000 bars to 20231023 0700|Interactive Brokers
10/23/2023 07:14:01: NextRun set to 10/23/2023 07:15
10/23/2023 07:14:01: Status = Idle
10/23/2023 07:15:00: Status = Processing
10/23/2023 07:15:40: NextRun set to 10/23/2023 07:30
10/23/2023 07:15:40: Status = Incomplete
10/23/2023 07:15:40: No Updates for 1 Symbol: NQZ3
10/23/2023 07:29:30: Running Now
10/23/2023 07:29:30: Status = Processing
10/23/2023 07:29:32: Ran Strategy on NQZ3: 2 Signals, Run Time=404ms
10/23/2023 07:29:32: Status = Deactivated
10/23/2023 07:29:32: Status = Completed
10/23/2023 07:29:32: Processed all Symbols
10/23/2023 07:29:32: Leaving Streaming Thread
10/23/2023 08:49:54: Running Now
10/23/2023 08:50:00: Status = Deactivated
10/23/2023 08:50:01: Status = LoadingData
10/23/2023 08:50:01: Start Streaming Thread
10/23/2023 08:50:01: Populating Data
10/23/2023 08:50:01: Calling GetHistories Pass 1
10/23/2023 08:50:01: GetHistories returned with 1 symbols
10/23/2023 08:50:01: Calling GetHistories Pass 2
10/23/2023 08:50:02: GetHistories returned with 1 symbols
10/23/2023 08:50:02: NQZ3:1,000 bars to 20231023 0845|Interactive Brokers
10/23/2023 08:50:02: Running Now
10/23/2023 08:50:02: Status = Idle
10/23/2023 08:50:02: NQZ3 got Partial Bar from Interactive Brokers
10/23/2023 08:50:02: Status = Processing
10/23/2023 08:50:04: Ran Strategy on NQZ3: 1 Signals, Run Time=366ms
10/23/2023 08:50:04: Status = Deactivated
10/23/2023 08:50:04: Status = Completed
10/23/2023 08:50:04: Processed all Symbols
10/23/2023 08:50:04: Status = Deactivated
10/23/2023 08:50:04: Leaving Streaming Thread
10/23/2023 08:50:11: Status = LoadingData
10/23/2023 08:50:11: Start Streaming Thread
10/23/2023 08:50:11: Populating Data
10/23/2023 08:50:11: Calling GetHistories Pass 1
10/23/2023 08:50:12: GetHistories returned with 1 symbols
10/23/2023 08:50:12: Calling GetHistories Pass 2
10/23/2023 08:50:12: GetHistories returned with 1 symbols
10/23/2023 08:50:12: NQZ3:1,000 bars to 20231023 0845|Interactive Brokers
10/23/2023 08:50:12: NextRun set to 10/23/2023 09:00
10/23/2023 08:50:12: Status = Idle
10/23/2023 08:50:12: NQZ3 got Partial Bar from Interactive Brokers
10/23/2023 09:00:00: Status = Processing
10/23/2023 09:00:01: Ran Strategy on NQZ3: 2 Signals, Run Time=374ms
10/23/2023 09:00:01: NextRun set to 10/23/2023 09:15
10/23/2023 09:00:01: Status = Completed
10/23/2023 09:00:01: Processed all Symbols
10/23/2023 09:15:00: Status = Processing
10/23/2023 09:15:01: Ran Strategy on NQZ3: 3 Signals, Run Time=354ms
10/23/2023 09:15:01: NextRun set to 10/23/2023 09:30
10/23/2023 09:15:01: Status = Completed
10/23/2023 09:15:01: Processed all Symbols
10/23/2023 09:30:00: Status = Processing
10/23/2023 09:30:01: Ran Strategy on NQZ3: 2 Signals, Run Time=384ms
10/23/2023 09:30:01: NextRun set to 10/23/2023 09:45
10/23/2023 09:30:01: Status = Completed
10/23/2023 09:30:01: Processed all Symbols
10/23/2023 09:45:00: Status = Processing
10/23/2023 09:45:01: Ran Strategy on NQZ3: 3 Signals, Run Time=370ms
10/23/2023 09:45:01: NextRun set to 10/23/2023 10:00
10/23/2023 09:45:01: Status = Completed
10/23/2023 09:45:01: Processed all Symbols
10/23/2023 10:00:00: Status = Processing
10/23/2023 10:00:01: Ran Strategy on NQZ3: 3 Signals, Run Time=364ms
10/23/2023 10:00:01: NextRun set to 10/23/2023 10:15
10/23/2023 10:00:01: Status = Completed
10/23/2023 10:00:01: Processed all Symbols
10/23/2023 10:15:00: Status = Processing
10/23/2023 10:15:01: Ran Strategy on NQZ3: 1 Signals, Run Time=349ms
10/23/2023 10:15:01: NextRun set to 10/23/2023 10:30
10/23/2023 10:15:01: Status = Completed
10/23/2023 10:15:01: Processed all Symbols
10/23/2023 10:30:00: Status = Processing
10/23/2023 10:30:02: Ran Strategy on NQZ3: 2 Signals, Run Time=364ms
10/23/2023 10:30:02: NextRun set to 10/23/2023 10:45
10/23/2023 10:30:02: Status = Completed
10/23/2023 10:30:02: Processed all Symbols
10/23/2023 10:45:00: Status = Processing
10/23/2023 10:45:02: Ran Strategy on NQZ3: 1 Signals, Run Time=362ms
10/23/2023 10:45:02: NextRun set to 10/23/2023 11:00
10/23/2023 10:45:02: Status = Completed
10/23/2023 10:45:02: Processed all Symbols
10/23/2023 11:00:00: Status = Processing
10/23/2023 11:00:02: Ran Strategy on NQZ3: 2 Signals, Run Time=374ms
10/23/2023 11:00:02: NextRun set to 10/23/2023 11:15
10/23/2023 11:00:02: Status = Completed
10/23/2023 11:00:02: Processed all Symbols
10/23/2023 11:15:00: Status = Processing
10/23/2023 11:15:02: Ran Strategy on NQZ3: 3 Signals, Run Time=364ms
10/23/2023 11:15:02: NextRun set to 10/23/2023 11:30
10/23/2023 11:15:02: Status = Completed
10/23/2023 11:15:02: Processed all Symbols
10/23/2023 11:30:00: Status = Processing
10/23/2023 11:30:02: Ran Strategy on NQZ3: 3 Signals, Run Time=393ms
10/23/2023 11:30:02: NextRun set to 10/23/2023 11:45
10/23/2023 11:30:02: Status = Completed
10/23/2023 11:30:02: Processed all Symbols
10/23/2023 11:45:00: Status = Processing
10/23/2023 11:45:02: Ran Strategy on NQZ3: 2 Signals, Run Time=386ms
10/23/2023 11:45:02: NextRun set to 10/23/2023 12:00
10/23/2023 11:45:02: Status = Completed
10/23/2023 11:45:02: Processed all Symbols
10/23/2023 12:00:00: Status = Processing
10/23/2023 12:00:02: Ran Strategy on NQZ3: 3 Signals, Run Time=406ms
10/23/2023 12:00:02: NextRun set to 10/23/2023 12:15
10/23/2023 12:00:02: Status = Completed
10/23/2023 12:00:02: Processed all Symbols
10/23/2023 12:15:00: Status = Processing
10/23/2023 12:15:02: Ran Strategy on NQZ3: 2 Signals, Run Time=360ms
10/23/2023 12:15:02: NextRun set to 10/23/2023 12:30
10/23/2023 12:15:02: Status = Completed
10/23/2023 12:15:02: Processed all Symbols
10/23/2023 12:30:00: Status = Processing
10/23/2023 12:30:02: Ran Strategy on NQZ3: 2 Signals, Run Time=378ms
10/23/2023 12:30:02: NextRun set to 10/23/2023 12:45
10/23/2023 12:30:02: Status = Completed
10/23/2023 12:30:02: Processed all Symbols
10/23/2023 12:36:12: Status = Deactivated
10/23/2023 12:36:12: Leaving Streaming Thread
10/23/2023 12:36:27: Status = LoadingData
10/23/2023 12:36:27: Starting Streaming Bars Thread
10/23/2023 12:36:27: Populating Data
10/23/2023 12:36:27: Calling GetHistories Pass 1
10/23/2023 12:36:27: GetHistories returned with 1 symbols
10/23/2023 12:36:27: Calling GetHistories Pass 2
10/23/2023 12:36:27: GetHistories returned with 1 symbols
10/23/2023 12:36:27: NQZ23:1,000 bars to 20231023 1230|Interactive Brokers
10/23/2023 12:36:27: Running Now
10/23/2023 12:36:27: Status = Idle
10/23/2023 12:36:28: Status = Processing
10/23/2023 12:36:29: Ran Strategy on NQZ23: 2 Signals, Run Time=372ms
10/23/2023 12:36:29: Status = Deactivated
10/23/2023 12:36:29: Status = Completed
10/23/2023 12:36:29: Processed all Symbols
10/23/2023 12:36:29: Status = Deactivated
10/23/2023 12:36:29: Leaving Streaming Bars Thread
10/23/2023 12:38:42: Status = LoadingData
10/23/2023 12:38:42: Starting Streaming Bars Thread
10/23/2023 12:38:42: Populating Data
10/23/2023 12:38:42: Calling GetHistories Pass 1
10/23/2023 12:38:42: GetHistories returned with 1 symbols
10/23/2023 12:38:42: Calling GetHistories Pass 2
10/23/2023 12:38:42: GetHistories returned with 1 symbols
10/23/2023 12:38:42: NQZ23:1,000 bars to 20231023 1230|Interactive Brokers
10/23/2023 12:38:42: NextRun set to 10/23/2023 12:45
10/23/2023 12:38:42: Status = Idle
10/23/2023 12:45:00: Status = Processing
10/23/2023 12:45:01: Ran Strategy on NQZ23: 2 Signals, Run Time=368ms
10/23/2023 12:45:01: NextRun set to 10/23/2023 13:00
10/23/2023 12:45:01: Status = Completed
10/23/2023 12:45:01: Processed all Symbols
Unfortunately this problem is intermittent. I am not sure what conditions under which it happens or not. I came back to my station to see that it was working correctly today. It could be an after-hours issue (But I still need the strategies to work after-hours). It could also have to do with the complexity of my strategies. I can tell it won't work because it takes 40 seconds to process instead of one second. My concern is that I cannot leave the program alone to run only to come back and find that it has failed to update costing a great deal of money. Therefore I have shut down the second algorithm for the moment.
I have posted the log for the 15 minute strategy below. There are two instances of the failure to get the data. I have copied that part to the top. The rest of the log follows. I will note that the error only occurs when the strategy is activated and run automatically. When I run the strategy manually this error does not occur.
10/22/2023 20:30:00: Status = Processing
10/22/2023 20:30:40: NextRun set to 10/22/2023 20:45
10/22/2023 20:30:40: Status = Incomplete
10/22/2023 20:30:40: No Updates for 1 Symbol: NQZ3
AND
10/23/2023 07:15:00: Status = Processing
10/23/2023 07:15:40: NextRun set to 10/23/2023 07:30
10/23/2023 07:15:40: Status = Incomplete
10/23/2023 07:15:40: No Updates for 1 Symbol: NQZ3
10/22/2023 18:05:20: Status = LoadingData
10/22/2023 18:05:20: Starting Streaming Bars Thread
10/22/2023 18:05:20: Populating Data
10/22/2023 18:05:20: Calling GetHistories Pass 1
10/22/2023 18:05:21: GetHistories returned with 1 symbols
10/22/2023 18:05:21: Calling GetHistories Pass 2
10/22/2023 18:05:21: GetHistories returned with 1 symbols
10/22/2023 18:05:21: NQZ3:1,000 bars to 20231022 1800|Interactive Brokers
10/22/2023 18:05:21: NextRun set to 10/22/2023 18:15
10/22/2023 18:05:21: Status = Idle
10/22/2023 18:05:22: Running Now
10/22/2023 18:05:22: Status = Processing
10/22/2023 18:05:24: Ran Strategy on NQZ3: 0 Signals, Run Time=741ms
10/22/2023 18:05:24: Status = Deactivated
10/22/2023 18:05:24: Status = Completed
10/22/2023 18:05:24: Processed all Symbols
10/22/2023 18:05:24: Leaving Streaming Bars Thread
10/22/2023 20:25:22: Running Now
10/22/2023 20:25:34: Status = Deactivated
10/22/2023 20:25:36: Status = LoadingData
10/22/2023 20:25:36: Starting Streaming Bars Thread
10/22/2023 20:25:36: Populating Data
10/22/2023 20:25:36: Calling GetHistories Pass 1
10/22/2023 20:25:36: GetHistories returned with 1 symbols
10/22/2023 20:25:36: Calling GetHistories Pass 2
10/22/2023 20:25:37: GetHistories returned with 1 symbols
10/22/2023 20:25:37: NQZ3:1,000 bars to 20231022 2015|Interactive Brokers
10/22/2023 20:25:37: Running Now
10/22/2023 20:25:37: Status = Idle
10/22/2023 20:25:37: Status = Processing
10/22/2023 20:25:39: Ran Strategy on NQZ3: 0 Signals, Run Time=363ms
10/22/2023 20:25:39: Status = Deactivated
10/22/2023 20:25:39: Status = Completed
10/22/2023 20:25:39: Processed all Symbols
10/22/2023 20:25:39: Status = Deactivated
10/22/2023 20:25:39: Leaving Streaming Bars Thread
10/22/2023 20:25:43: Status = LoadingData
10/22/2023 20:25:43: Starting Streaming Bars Thread
10/22/2023 20:25:43: Populating Data
10/22/2023 20:25:43: Calling GetHistories Pass 1
10/22/2023 20:25:44: GetHistories returned with 1 symbols
10/22/2023 20:25:44: Calling GetHistories Pass 2
10/22/2023 20:25:44: GetHistories returned with 1 symbols
10/22/2023 20:25:44: NQZ3:1,000 bars to 20231022 2015|Interactive Brokers
10/22/2023 20:25:44: NextRun set to 10/22/2023 20:30
10/22/2023 20:25:44: Status = Idle
10/22/2023 20:30:00: Status = Processing
10/22/2023 20:30:40: NextRun set to 10/22/2023 20:45
10/22/2023 20:30:40: Status = Incomplete
10/22/2023 20:30:40: No Updates for 1 Symbol: NQZ3
10/22/2023 20:31:21: Status = Deactivated
10/22/2023 20:31:22: Leaving Streaming Bars Thread
10/22/2023 20:31:23: Status = LoadingData
10/22/2023 20:31:23: Starting Streaming Bars Thread
10/22/2023 20:31:23: Populating Data
10/22/2023 20:31:23: Calling GetHistories Pass 1
10/22/2023 20:31:23: GetHistories returned with 1 symbols
10/22/2023 20:31:23: Calling GetHistories Pass 2
10/22/2023 20:31:24: GetHistories returned with 1 symbols
10/22/2023 20:31:24: NQZ3:1,000 bars to 20231022 2030|Interactive Brokers
10/22/2023 20:31:24: Running Now
10/22/2023 20:31:24: Status = Idle
10/22/2023 20:31:24: Status = Processing
10/22/2023 20:31:25: Ran Strategy on NQZ3: 0 Signals, Run Time=336ms
10/22/2023 20:31:25: Status = Deactivated
10/22/2023 20:31:25: Status = Completed
10/22/2023 20:31:25: Processed all Symbols
10/22/2023 20:31:25: Status = Deactivated
10/22/2023 20:31:25: Leaving Streaming Bars Thread
10/22/2023 23:03:33: Status = LoadingData
10/22/2023 23:03:33: Starting Streaming Bars Thread
10/22/2023 23:03:33: Populating Data
10/22/2023 23:03:33: Calling GetHistories Pass 1
10/22/2023 23:03:33: GetHistories returned with 1 symbols
10/22/2023 23:03:33: Calling GetHistories Pass 2
10/22/2023 23:03:33: GetHistories returned with 1 symbols
10/22/2023 23:03:33: NQZ3:1,000 bars to 20231022 2300|Interactive Brokers
10/22/2023 23:03:33: Running Now
10/22/2023 23:03:33: Status = Idle
10/22/2023 23:03:34: Status = Processing
10/22/2023 23:03:35: Ran Strategy on NQZ3: 0 Signals, Run Time=380ms
10/22/2023 23:03:35: Status = Deactivated
10/22/2023 23:03:35: Status = Completed
10/22/2023 23:03:35: Processed all Symbols
10/22/2023 23:03:35: Status = Deactivated
10/22/2023 23:03:35: Leaving Streaming Bars Thread
10/23/2023 04:50:06: Status = LoadingData
10/23/2023 04:50:06: Starting Streaming Bars Thread
10/23/2023 04:50:06: Populating Data
10/23/2023 04:50:06: Calling GetHistories Pass 1
10/23/2023 04:50:06: GetHistories returned with 1 symbols
10/23/2023 04:50:06: Calling GetHistories Pass 2
10/23/2023 04:50:06: GetHistories returned with 1 symbols
10/23/2023 04:50:06: NQZ3:1,000 bars to 20231023 0445|Interactive Brokers
10/23/2023 04:50:06: Running Now
10/23/2023 04:50:06: Status = Idle
10/23/2023 04:50:06: Status = Processing
10/23/2023 04:50:08: Ran Strategy on NQZ3: 3 Signals, Run Time=376ms
10/23/2023 04:50:08: Status = Deactivated
10/23/2023 04:50:08: Status = Completed
10/23/2023 04:50:08: Processed all Symbols
10/23/2023 04:50:08: Status = Deactivated
10/23/2023 04:50:08: Leaving Streaming Bars Thread
10/23/2023 07:13:54: Status = LoadingData
10/23/2023 07:13:54: Start Streaming Thread
10/23/2023 07:13:54: Populating Data
10/23/2023 07:13:54: Calling GetHistories Pass 1
10/23/2023 07:13:54: GetHistories returned with 1 symbols
10/23/2023 07:13:54: Calling GetHistories Pass 2
10/23/2023 07:13:54: GetHistories returned with 1 symbols
10/23/2023 07:13:54: NQZ3:1,000 bars to 20231023 0700|Interactive Brokers
10/23/2023 07:13:54: Running Now
10/23/2023 07:13:54: Status = Idle
10/23/2023 07:13:54: Status = Processing
10/23/2023 07:13:56: Ran Strategy on NQZ3: 2 Signals, Run Time=441ms
10/23/2023 07:13:56: Status = Deactivated
10/23/2023 07:13:56: Status = Completed
10/23/2023 07:13:56: Processed all Symbols
10/23/2023 07:13:56: Status = Deactivated
10/23/2023 07:13:56: Leaving Streaming Thread
10/23/2023 07:14:00: Status = LoadingData
10/23/2023 07:14:00: Start Streaming Thread
10/23/2023 07:14:00: Populating Data
10/23/2023 07:14:00: Calling GetHistories Pass 1
10/23/2023 07:14:00: GetHistories returned with 1 symbols
10/23/2023 07:14:00: Calling GetHistories Pass 2
10/23/2023 07:14:01: GetHistories returned with 1 symbols
10/23/2023 07:14:01: NQZ3:1,000 bars to 20231023 0700|Interactive Brokers
10/23/2023 07:14:01: NextRun set to 10/23/2023 07:15
10/23/2023 07:14:01: Status = Idle
10/23/2023 07:15:00: Status = Processing
10/23/2023 07:15:40: NextRun set to 10/23/2023 07:30
10/23/2023 07:15:40: Status = Incomplete
10/23/2023 07:15:40: No Updates for 1 Symbol: NQZ3
10/23/2023 07:29:30: Running Now
10/23/2023 07:29:30: Status = Processing
10/23/2023 07:29:32: Ran Strategy on NQZ3: 2 Signals, Run Time=404ms
10/23/2023 07:29:32: Status = Deactivated
10/23/2023 07:29:32: Status = Completed
10/23/2023 07:29:32: Processed all Symbols
10/23/2023 07:29:32: Leaving Streaming Thread
10/23/2023 08:49:54: Running Now
10/23/2023 08:50:00: Status = Deactivated
10/23/2023 08:50:01: Status = LoadingData
10/23/2023 08:50:01: Start Streaming Thread
10/23/2023 08:50:01: Populating Data
10/23/2023 08:50:01: Calling GetHistories Pass 1
10/23/2023 08:50:01: GetHistories returned with 1 symbols
10/23/2023 08:50:01: Calling GetHistories Pass 2
10/23/2023 08:50:02: GetHistories returned with 1 symbols
10/23/2023 08:50:02: NQZ3:1,000 bars to 20231023 0845|Interactive Brokers
10/23/2023 08:50:02: Running Now
10/23/2023 08:50:02: Status = Idle
10/23/2023 08:50:02: NQZ3 got Partial Bar from Interactive Brokers
10/23/2023 08:50:02: Status = Processing
10/23/2023 08:50:04: Ran Strategy on NQZ3: 1 Signals, Run Time=366ms
10/23/2023 08:50:04: Status = Deactivated
10/23/2023 08:50:04: Status = Completed
10/23/2023 08:50:04: Processed all Symbols
10/23/2023 08:50:04: Status = Deactivated
10/23/2023 08:50:04: Leaving Streaming Thread
10/23/2023 08:50:11: Status = LoadingData
10/23/2023 08:50:11: Start Streaming Thread
10/23/2023 08:50:11: Populating Data
10/23/2023 08:50:11: Calling GetHistories Pass 1
10/23/2023 08:50:12: GetHistories returned with 1 symbols
10/23/2023 08:50:12: Calling GetHistories Pass 2
10/23/2023 08:50:12: GetHistories returned with 1 symbols
10/23/2023 08:50:12: NQZ3:1,000 bars to 20231023 0845|Interactive Brokers
10/23/2023 08:50:12: NextRun set to 10/23/2023 09:00
10/23/2023 08:50:12: Status = Idle
10/23/2023 08:50:12: NQZ3 got Partial Bar from Interactive Brokers
10/23/2023 09:00:00: Status = Processing
10/23/2023 09:00:01: Ran Strategy on NQZ3: 2 Signals, Run Time=374ms
10/23/2023 09:00:01: NextRun set to 10/23/2023 09:15
10/23/2023 09:00:01: Status = Completed
10/23/2023 09:00:01: Processed all Symbols
10/23/2023 09:15:00: Status = Processing
10/23/2023 09:15:01: Ran Strategy on NQZ3: 3 Signals, Run Time=354ms
10/23/2023 09:15:01: NextRun set to 10/23/2023 09:30
10/23/2023 09:15:01: Status = Completed
10/23/2023 09:15:01: Processed all Symbols
10/23/2023 09:30:00: Status = Processing
10/23/2023 09:30:01: Ran Strategy on NQZ3: 2 Signals, Run Time=384ms
10/23/2023 09:30:01: NextRun set to 10/23/2023 09:45
10/23/2023 09:30:01: Status = Completed
10/23/2023 09:30:01: Processed all Symbols
10/23/2023 09:45:00: Status = Processing
10/23/2023 09:45:01: Ran Strategy on NQZ3: 3 Signals, Run Time=370ms
10/23/2023 09:45:01: NextRun set to 10/23/2023 10:00
10/23/2023 09:45:01: Status = Completed
10/23/2023 09:45:01: Processed all Symbols
10/23/2023 10:00:00: Status = Processing
10/23/2023 10:00:01: Ran Strategy on NQZ3: 3 Signals, Run Time=364ms
10/23/2023 10:00:01: NextRun set to 10/23/2023 10:15
10/23/2023 10:00:01: Status = Completed
10/23/2023 10:00:01: Processed all Symbols
10/23/2023 10:15:00: Status = Processing
10/23/2023 10:15:01: Ran Strategy on NQZ3: 1 Signals, Run Time=349ms
10/23/2023 10:15:01: NextRun set to 10/23/2023 10:30
10/23/2023 10:15:01: Status = Completed
10/23/2023 10:15:01: Processed all Symbols
10/23/2023 10:30:00: Status = Processing
10/23/2023 10:30:02: Ran Strategy on NQZ3: 2 Signals, Run Time=364ms
10/23/2023 10:30:02: NextRun set to 10/23/2023 10:45
10/23/2023 10:30:02: Status = Completed
10/23/2023 10:30:02: Processed all Symbols
10/23/2023 10:45:00: Status = Processing
10/23/2023 10:45:02: Ran Strategy on NQZ3: 1 Signals, Run Time=362ms
10/23/2023 10:45:02: NextRun set to 10/23/2023 11:00
10/23/2023 10:45:02: Status = Completed
10/23/2023 10:45:02: Processed all Symbols
10/23/2023 11:00:00: Status = Processing
10/23/2023 11:00:02: Ran Strategy on NQZ3: 2 Signals, Run Time=374ms
10/23/2023 11:00:02: NextRun set to 10/23/2023 11:15
10/23/2023 11:00:02: Status = Completed
10/23/2023 11:00:02: Processed all Symbols
10/23/2023 11:15:00: Status = Processing
10/23/2023 11:15:02: Ran Strategy on NQZ3: 3 Signals, Run Time=364ms
10/23/2023 11:15:02: NextRun set to 10/23/2023 11:30
10/23/2023 11:15:02: Status = Completed
10/23/2023 11:15:02: Processed all Symbols
10/23/2023 11:30:00: Status = Processing
10/23/2023 11:30:02: Ran Strategy on NQZ3: 3 Signals, Run Time=393ms
10/23/2023 11:30:02: NextRun set to 10/23/2023 11:45
10/23/2023 11:30:02: Status = Completed
10/23/2023 11:30:02: Processed all Symbols
10/23/2023 11:45:00: Status = Processing
10/23/2023 11:45:02: Ran Strategy on NQZ3: 2 Signals, Run Time=386ms
10/23/2023 11:45:02: NextRun set to 10/23/2023 12:00
10/23/2023 11:45:02: Status = Completed
10/23/2023 11:45:02: Processed all Symbols
10/23/2023 12:00:00: Status = Processing
10/23/2023 12:00:02: Ran Strategy on NQZ3: 3 Signals, Run Time=406ms
10/23/2023 12:00:02: NextRun set to 10/23/2023 12:15
10/23/2023 12:00:02: Status = Completed
10/23/2023 12:00:02: Processed all Symbols
10/23/2023 12:15:00: Status = Processing
10/23/2023 12:15:02: Ran Strategy on NQZ3: 2 Signals, Run Time=360ms
10/23/2023 12:15:02: NextRun set to 10/23/2023 12:30
10/23/2023 12:15:02: Status = Completed
10/23/2023 12:15:02: Processed all Symbols
10/23/2023 12:30:00: Status = Processing
10/23/2023 12:30:02: Ran Strategy on NQZ3: 2 Signals, Run Time=378ms
10/23/2023 12:30:02: NextRun set to 10/23/2023 12:45
10/23/2023 12:30:02: Status = Completed
10/23/2023 12:30:02: Processed all Symbols
10/23/2023 12:36:12: Status = Deactivated
10/23/2023 12:36:12: Leaving Streaming Thread
10/23/2023 12:36:27: Status = LoadingData
10/23/2023 12:36:27: Starting Streaming Bars Thread
10/23/2023 12:36:27: Populating Data
10/23/2023 12:36:27: Calling GetHistories Pass 1
10/23/2023 12:36:27: GetHistories returned with 1 symbols
10/23/2023 12:36:27: Calling GetHistories Pass 2
10/23/2023 12:36:27: GetHistories returned with 1 symbols
10/23/2023 12:36:27: NQZ23:1,000 bars to 20231023 1230|Interactive Brokers
10/23/2023 12:36:27: Running Now
10/23/2023 12:36:27: Status = Idle
10/23/2023 12:36:28: Status = Processing
10/23/2023 12:36:29: Ran Strategy on NQZ23: 2 Signals, Run Time=372ms
10/23/2023 12:36:29: Status = Deactivated
10/23/2023 12:36:29: Status = Completed
10/23/2023 12:36:29: Processed all Symbols
10/23/2023 12:36:29: Status = Deactivated
10/23/2023 12:36:29: Leaving Streaming Bars Thread
10/23/2023 12:38:42: Status = LoadingData
10/23/2023 12:38:42: Starting Streaming Bars Thread
10/23/2023 12:38:42: Populating Data
10/23/2023 12:38:42: Calling GetHistories Pass 1
10/23/2023 12:38:42: GetHistories returned with 1 symbols
10/23/2023 12:38:42: Calling GetHistories Pass 2
10/23/2023 12:38:42: GetHistories returned with 1 symbols
10/23/2023 12:38:42: NQZ23:1,000 bars to 20231023 1230|Interactive Brokers
10/23/2023 12:38:42: NextRun set to 10/23/2023 12:45
10/23/2023 12:38:42: Status = Idle
10/23/2023 12:45:00: Status = Processing
10/23/2023 12:45:01: Ran Strategy on NQZ23: 2 Signals, Run Time=368ms
10/23/2023 12:45:01: NextRun set to 10/23/2023 13:00
10/23/2023 12:45:01: Status = Completed
10/23/2023 12:45:01: Processed all Symbols
A log of a "good run" isn't going to help. But probably it's because you're not restarting WealthLab after the IB TWS restart to refresh the connection.
You must restart WealthLab after the IB TWS daily restart to refresh the connection properly. You can use the Windows Task Scheduler to launch WealthLab with a named Workspace as described in the guide.
The thing to figure out is getting the Task Scheduler to shut down WealthLab first. You can stop a task after specified amount of time, which will work fine as long as you don't restart somewhere in the middle of the day.
Probably you'll need a program like AutoIT to close WealthLab on a schedule unless we can add a Preference for a shutdown time of day, but Glitch probably won't like that.
The problem with using 1-digit is synchronizing a live Position. We had to pick either 1 or 2-digits for that. We chose 2. When you trade, you must use 2-digits, so just forget about using 1 digit with WealthLab / IB.
You must restart WealthLab after the IB TWS daily restart to refresh the connection properly. You can use the Windows Task Scheduler to launch WealthLab with a named Workspace as described in the guide.
The thing to figure out is getting the Task Scheduler to shut down WealthLab first. You can stop a task after specified amount of time, which will work fine as long as you don't restart somewhere in the middle of the day.
Probably you'll need a program like AutoIT to close WealthLab on a schedule unless we can add a Preference for a shutdown time of day, but Glitch probably won't like that.
QUOTE:That would have had nothing to do with IB. You can use either 1 or 2 digits for the contract because WL's IB Provider allows it to identify the contract.
stopped working one day and only the one digit was working. I thought IB changed something, but now I find today that the two digit is working again.
The problem with using 1-digit is synchronizing a live Position. We had to pick either 1 or 2-digits for that. We chose 2. When you trade, you must use 2-digits, so just forget about using 1 digit with WealthLab / IB.
Ok I will try that this afternoon. I usually have to manually interact with Wealth Lab anyway's after the restart in order to get the strategies to work correctly with IB. I have been clearing the strategy blocks in the order manager in order to do this. However, if you believe that a WL restart may fix the problem I will certainly try it.
So I thought that the restart fix had fixed this problem. However it is still occurring even after I restart WL. Unfortunately it is not obvious that it is occurring, and it has now on several occasions made my strategies give incorrect signals. Today it would not load the data at all until I finally "delete local files" for IB under the historical providers tab.
I noticed that IB was only showing data from the previous day for some of the relevant time-frames I was using for my strategies. I have attached pictures of this occurring. Unfortunately there was no error generated, nor did the log pick anything up. WL does not seem to notice that it is providing old data all of a sudden. This problem is causing the strategies to occasionally give day old signals that are of course erroneous to the strategy being run.
It seems to me there is some sort of issue or corruption with the data connection with IB. I wish I could figure out what is causing it, but I have only been noticing it when it screws up the strategy.
I noticed that IB was only showing data from the previous day for some of the relevant time-frames I was using for my strategies. I have attached pictures of this occurring. Unfortunately there was no error generated, nor did the log pick anything up. WL does not seem to notice that it is providing old data all of a sudden. This problem is causing the strategies to occasionally give day old signals that are of course erroneous to the strategy being run.
It seems to me there is some sort of issue or corruption with the data connection with IB. I wish I could figure out what is causing it, but I have only been noticing it when it screws up the strategy.
That should not be it - it looks like you're on CST not EST.
Anyway, try updating again later. Find out when IB will return that daily bar.
Here's my update -
I had not set up a data set and was relying on the strategy monitor to update the symbols. Could that be an issue?
Unfortunately, it usually works fine, but occasionally stops updating or even truncates the data by a day leading to the erroneous signals. The next time this occurs I will do my best to document it further. I was hoping you guys might find an issue with WL communication with IB, perhaps specifically regarding futures contracts. I am at a bit of a loss about what is causing this.
My first guess is that it is related to when I began using a second strategy at the same time on the same contract but on a different time scale. I am using streaming data for the 5 minute strategy and streaming bars for the 15 minute strategy, as is advised by the strategy monitor dialogue box.
Unfortunately, it usually works fine, but occasionally stops updating or even truncates the data by a day leading to the erroneous signals. The next time this occurs I will do my best to document it further. I was hoping you guys might find an issue with WL communication with IB, perhaps specifically regarding futures contracts. I am at a bit of a loss about what is causing this.
My first guess is that it is related to when I began using a second strategy at the same time on the same contract but on a different time scale. I am using streaming data for the 5 minute strategy and streaming bars for the 15 minute strategy, as is advised by the strategy monitor dialogue box.
You set the time in the Strategy Monitor's configuration for when to run the Strategy. Change it so that it runs after 5pm, for example.
Setting the time, do you mean selecting the market at the bottom of the configuration screen? Or do you mean the data range? I have now been setting everything to CME for my futures strategies. This fixed one issue I was having with the MBT futures contract being offset by 30 minutes (hourly bars being on the half hour, like 8:30, 9:30, ect.).
Even with the change to CME on the strategy monitor configuration, I had to delete the local files today to get my strategy to update after the 5pm et restart.
I also missed another entry this morning that I only just noticed. Perhaps WL is losing its sync when IB resets at 12am ET every night?
I have not made much headway figuring out this problem and it seems to be costing me each day now.
Even with the change to CME on the strategy monitor configuration, I had to delete the local files today to get my strategy to update after the 5pm et restart.
I also missed another entry this morning that I only just noticed. Perhaps WL is losing its sync when IB resets at 12am ET every night?
I have not made much headway figuring out this problem and it seems to be costing me each day now.
YOU MUST restart WealthLab after IB TWS restarts to ensure connection to TWS. It sounds to me like that could be the problem.
QUOTE:You should definitely make sure the correct market is selected. With respect to the Time - it's clear when it runs, right?
Setting the time, do you mean selecting the market at the bottom of the configuration screen?
Oh I see. I do not use daily bars so I have never seen that menu. The highest timeframe I have used is the 1 hour, so there is no option to choose when it runs. I just highlighted the daily bars in the data manager as an example of something I noticed that was not updating properly.
I have been restarting WL each and every time that IB restarts, so that cannot be the cause.
I am looking at the log for abnormal lines of the report and occasionally I see something like this:
11/14/2023 04:20:01: Processed all Symbols
11/14/2023 04:20:20: Status = Deactivated
11/14/2023 04:20:21: Leaving Streaming Thread
11/14/2023 04:20:41: Status = LoadingData
11/14/2023 04:20:41: Start Streaming Thread
11/14/2023 04:20:41: Populating Data
11/14/2023 04:20:41: Calling GetHistories Pass 1
11/14/2023 04:20:41: GetHistories returned with 1 symbols
11/14/2023 04:20:41: Calling GetHistories Pass 2
11/14/2023 04:20:42: GetHistories returned with 1 symbols
11/14/2023 04:20:42: NQZ23:2,000 bars to 20231114 0420|Interactive Brokers
11/14/2023 04:20:42: NextRun set to 11/14/2023 04:25
11/14/2023 04:20:42: Status = Idle
11/14/2023 04:20:42: NQZ23 got Partial Bar from Interactive Brokers
Whereas it will normally say:
11/14/2023 04:20:00: Status = Processing
11/14/2023 04:20:01: Ran Strategy on NQZ23: 0 Signals, Run Time=362ms
11/14/2023 04:20:01: NextRun set to 11/14/2023 04:25
11/14/2023 04:20:01: Status = Completed
I have been restarting WL each and every time that IB restarts, so that cannot be the cause.
I am looking at the log for abnormal lines of the report and occasionally I see something like this:
11/14/2023 04:20:01: Processed all Symbols
11/14/2023 04:20:20: Status = Deactivated
11/14/2023 04:20:21: Leaving Streaming Thread
11/14/2023 04:20:41: Status = LoadingData
11/14/2023 04:20:41: Start Streaming Thread
11/14/2023 04:20:41: Populating Data
11/14/2023 04:20:41: Calling GetHistories Pass 1
11/14/2023 04:20:41: GetHistories returned with 1 symbols
11/14/2023 04:20:41: Calling GetHistories Pass 2
11/14/2023 04:20:42: GetHistories returned with 1 symbols
11/14/2023 04:20:42: NQZ23:2,000 bars to 20231114 0420|Interactive Brokers
11/14/2023 04:20:42: NextRun set to 11/14/2023 04:25
11/14/2023 04:20:42: Status = Idle
11/14/2023 04:20:42: NQZ23 got Partial Bar from Interactive Brokers
Whereas it will normally say:
11/14/2023 04:20:00: Status = Processing
11/14/2023 04:20:01: Ran Strategy on NQZ23: 0 Signals, Run Time=362ms
11/14/2023 04:20:01: NextRun set to 11/14/2023 04:25
11/14/2023 04:20:01: Status = Completed
I can't tell why it "Deactivated" unless you did it - like using a Run Now without checking the Trading Preferences enabled to keep it enabled >>
If it's not something like that, when it happens check the Log Viewer for more information.
If it's not something like that, when it happens check the Log Viewer for more information.
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