When using "Quotes and Price Trigger" (WL Version 35) with IB Data (Version 27) I get an Exception that shuts Wealth-Lab down (on Win 10). In the first moment I thougt it would be a problem because of the more than 100 ticker symbols, but even if I remove 50 of them in the "Quotes and Price Trigger" window I get the same result. Using the Yahoo stream data wasn't a problem (up to the protocol change). The problem occurs a few seconds after start streaming.
Any hints what to do?
Any hints what to do?
Rename
Thanks for bringing this to our attention, and my thinking is that an unassigned (null) MarketDetails object may be the culprit in this routine. We need to get this fixed.
I don't recognize most of those symbols. Could you please post your DataSet symbols here so that we can troubleshoot?
The base set are all (actual) Symbols from NASDAQ + NYSE + AMEX (~ 10000). The EOD-Data are from Q-Data. Do you have a list of all available symbols from Q-Data?
In many cases, there are characteristics of specific symbols that cause problems. It could be the symbol name, something associated with the Symbolnfo, or something else.
I'm looking for a list of the 111 Symbols, some of which are in the picture above.
I'm looking for a list of the 111 Symbols, some of which are in the picture above.
Here are the Symbols (I hope, I have reproduced them correct):
CODE:
MPW GOSS RNG MANU SMMT FFWM QH TLRY STSS CGC IBRX MSOS PACW GDC EXK BKD QNCX UVIX OPK ENZ PRGO VERU DEI HRTX WULF EYPT BLUE SLQT TRVN SNDL YANG CVNA PRST VLD JNUG CDLX TRUP DM SFIX ABNB VIRI NVAX SNTG MEGL RIOT AU NUGT SONO DIS CTKB GRPN LMND OTLY SAI LICY BOH EBS ARQT GDS RDFN SHCR RBA BKKT LLAP DNB SVRE CRON WW PCT RVNC CPRX THMO EVA ILPT IHRT TOST MIR PSNY LPSN CHRS TDUP HL PLBY CERS AUGX MJ SLDP PLX TCRX CNSP BFLY TGTX MARA HPP RXT CLSK OKE ATRA BYND MULN KOLD HYLN HNST BIG TSP GFAI QRTEA AMC BE CLRO KPTI
Not that WealthLab should crash because of it, but did you buy extra quote packs to be able to stream more than 100 symbols?
No, only the default 100 symbols.
The same happend when using Nasdaq as streaming provider.
I made a shot in the dark, committing a possible fix for the exception for B36.
I think, I have identified one Symbol that generates the Problem ->PRST
I've tried all those symbols and PRST. Maybe whatever Eugene did will help your cause for the next update, but other than that, I've got nothing to go on.
When will the update be available? Currently I have nearly every second day the problem with the non-captured exception. Is there a work arround? Can I check the symbols someway?
Build 36 will probably be sometime next week.
There's something that's not setup correct on your machine. Let's check your Markets & Symbols. Do this:
1. File > Open WealthLab User Data Folder
2. Find Symbols.txt and open it in a text editor
3. Copy and paste it here
4. Repeat for Markets.txt
There's something that's not setup correct on your machine. Let's check your Markets & Symbols. Do this:
1. File > Open WealthLab User Data Folder
2. Find Symbols.txt and open it in a text editor
3. Copy and paste it here
4. Repeat for Markets.txt
Symbols.txt
Markets.txt
CODE:
DX###,ICEUS,1000,1815,0.005,3,0 BG###,CFE,1,2443,0.005,2,0 BT###,CME,5,12830,0.5,0,0 ES###,CME,50,20000,0.25,2,0 NQ###,CME,20,20000,0.25,2,0 ZB###,CBOT,1000,2530,0.01,2,0
Markets.txt
CODE:
ICEUS,Central Standard Time,All,,2,0,00:00:00,16:00:00,USA CFE,Central Standard Time,Sun+Weekdays,,2,0,00:00:00,15:30:00,USA COMEX,Central Standard Time,Sun+Weekdays,,2,0,00:00:00,16:00:00,USA
1. Close WealthLab.
2. DELETE that Markets.txt file
3. Try again.
2. DELETE that Markets.txt file
3. Try again.
Same Result, but Markets.txt is different
CODE:
*V2,CFE,Central Standard Time,Sun+Weekdays,,2,0,Future,USD,17:00:00,16:00:00,,USA *V2,COMEX,Central Standard Time,Sun+Weekdays,,2,0,Future,USD,18:00:00,17:45:00,Sun,17:00:00,00:00:00,,USA *V2,ICEUS,Central Standard Time,All,,2,0,Stock,USD,00:00:00,16:00:00,,USA *V2,EUREX,W. Europe Standard Time,Weekdays,,2,0,Future,EUR,01:00:00,22:10:00,,DE
Thanks for trying. In the same folder... delete these files:
- IBContracts.txt
- IBFutures.txt
- IBFuturesMargin.txt
Try again. Like Markets.txt, we're resetting to the default files loaded by the IB Provider.
- IBContracts.txt
- IBFutures.txt
- IBFuturesMargin.txt
Try again. Like Markets.txt, we're resetting to the default files loaded by the IB Provider.
I can only test when the markets are open.
By the way, I had the same Problem with Nasdaq as streaming provider.
By the way, I had the same Problem with Nasdaq as streaming provider.
In that case, Markets.txt would be the common thread. It won't hurt to refresh the IB files though.
With the new Markets.txt I had already tested yesterday evening with the same result.
Understood. The error indicates that the Market is not being assigned, which is really odd since by default the Market should be assigned to U.S. Stocks. This is the mystery why it doesn't work for you.
Try this -
Add this statement in the Initialize() method in your script.
---Symbol by Symbol Debug Logs---
---PRST---
*V2,US Stocks,Eastern Standard Time,Weekdays,SPY,2,0,Stock,USD,09:30:00,16:00:00,,USA
Try this -
Add this statement in the Initialize() method in your script.
CODE:Run it on one of those symbols. Do you get something like this?
WriteToDebugLog(bars.Market);
---Symbol by Symbol Debug Logs---
---PRST---
*V2,US Stocks,Eastern Standard Time,Weekdays,SPY,2,0,Stock,USD,09:30:00,16:00:00,,USA
Adding the Debug statement generates a file with 7634 lines. But as far as I see everything looks ok.
Today I had also no problem with exceptions.
Today I had also no problem with exceptions.
Okay, good news.
You can remove the line.... if you put it in the Initialize() section, it would only give one line per symbol
You can remove the line.... if you put it in the Initialize() section, it would only give one line per symbol
Unfortunately today I receive the exception and Wealtlab terminates.
The debug output looks ok. If you like I can send it via email.
Is it possible, that the problem comes with the special handling of the ordertype OrderType.LimitMove?
The debug output looks ok. If you like I can send it via email.
Is it possible, that the problem comes with the special handling of the ordertype OrderType.LimitMove?
I have changed LimitMove to Limit. It seem to help (at the moment).
QUOTE:LimitMove is not an OrderType that I test frequently - so anything's possible. And, since it happens with other data providers, it makes it a little more possible.
Is it possible, that the problem comes with the special handling of the ordertype OrderType.LimitMove?
Does the crash happen on a LimitMove event? i.e., if price opens below the Limit order
I reviewed Eugene's fix - indeed it would occur only if the order is LimitMove entry transaction.
Now I'm pretty confident it's fixed for Build 36.
Now I'm pretty confident it's fixed for Build 36.
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