Today I started testing the strategy on minute streaming bars. I launched it on 90 symbols. IB allows 100 streams. For a while, all symbols are processed normally, then randomly No Updates for ... for one or more symbols. At the same time, if I restart the strategy, everything is fine for a while, then it repeats.
It is simply impossible for the hypothetical UBER not to receive quotes in the middle of a trading session, especially since everything works for a while after restarting the strategy.
We definitely need a way to understand why there was no quote update.
It is simply impossible for the hypothetical UBER not to receive quotes in the middle of a trading session, especially since everything works for a while after restarting the strategy.
We definitely need a way to understand why there was no quote update.
Rename
Which do you use - TWS or IBG?
If TWS, how many symbols were on the quote screen? Those count against the 100 too.
Also, check for related messages in the Log Viewer (Ctrl+L).
If TWS, how many symbols were on the quote screen? Those count against the 100 too.
Also, check for related messages in the Log Viewer (Ctrl+L).
Logs are the first thing I checked, and they are empty. I use TWS, and there are 8 symbols. In total, less than 100, and they overlap with the dataset in WL, so they should not be counted separately. If this is due to the number of streams, there should be an error message somewhere, but there isn't. Tomorrow I will try to reduce the number and check if this happens again.
Today, I reduced the number of symbols in the dataset so that under any circumstances the limit would not be exceeded. I noticed a pattern and it was also present yesterday. The symbols for which quotes stopped coming in were usually the symbols for which positions were opened.
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