When I am running a 1-min strategy in the SM and enable Tradier streaming, it eventually fails "incomplete" on one of the runs and can't be made to complete processing successfully without a WL restart.
However, if enable Yahoo as the streaming provider, it starts working (but will fail again if I switch back to the Tradier streaming).
However, if enable Yahoo as the streaming provider, it starts working (but will fail again if I switch back to the Tradier streaming).
Rename
Is there any more info in the Log Viewer about the Tradier Streaming connection? It looks like it's not running.
Also, try another symbol. The Tradier provider automatically subscribes to QQQ for the streaming connection as a way to keep it "active" for a heartbeat, so another symbol would might shed more light on the issue.
Also, try another symbol. The Tradier provider automatically subscribes to QQQ for the streaming connection as a way to keep it "active" for a heartbeat, so another symbol would might shed more light on the issue.
No log viewer error messages for Tradier.
Here's result with SPY. (I have not restarted WL.)
Are streaming charts with Tradier working?
And the important question is - is the data up-to-date? The S. Monitor cannot work with delayed data.
And the important question is - is the data up-to-date? The S. Monitor cannot work with delayed data.
For me it's working great - runs are done 2 seconds after the end of interval (my local time is GMT+0)
QUOTE:
Are streaming charts with Tradier working?
They appear to stop streaming at the same time the strategy stops completing.
QUOTE:
And the important question is - is the data up-to-date? The S. Monitor cannot work with delayed data.
If you are referring to the data in the chart, no. It stops updating as I mentioned above. The pic of the SM log I provided shows it is not updating the symbol for the strategy.
Let me know if I did not answer your question.
QUOTE:
For me it's working great - runs are done 2 seconds after the end of interval (my local time is GMT+0)
Let it run for a while. Mine was working also at market open but failed about 2 hours into the mission. Once it fails, I haven't found a way to get it going again except for a restart of WL.
QUOTE:What do you mean "stop streaming"? If it's adding bars, then it's working.
They appear to stop streaming at the same time the strategy stops completing.
You should see the bar forming in the chart too. Is that not happening?
Re: delayed data.
Delayed data means that when the bar finishes, the bar's timestamp is 15 minutes old, for example. If you haven't signed an exchange agreement, you might be getting delayed data.
Forget about streaming. Right now (and before 4:15), request an intraday chart, 1 minute bars.
Is the last bar's timestamp 4pm or sometime before that?
Ran all the way to the close since before. I've really never seen this fail.
QUOTE:
What do you mean "stop streaming"?
Streaming chart stops adding bars at the same time the strategy run is incomplete. This implies probably both are caused by same thing. I'm calling it a streaming disconnect.
QUOTE:
If it's adding bars, then it's working.
It stopped adding bars.
QUOTE:
You should see the bar forming in the chart too. Is that not happening?
Not happening
QUOTE:
Re: delayed data.
Delayed data means that when the bar finishes, the bar's timestamp is 15 minutes old, for example. If you haven't signed an exchange agreement, you might be getting delayed data.
I am not getting delayed data. I watch it every minute sometimes. I have a paid subs with Tradier.
QUOTE:
Forget about streaming. Right now (and before 4:15), request an intraday chart, 1 minute bars. Is the last bar's timestamp 4pm or sometime before that?
Market is closed now. I have already restarted WL, so Tradier will probably start streaming again at market open.
I had to disable (reprioritize) IB to force Tradier for historical intraday data. I just ran what you requested (below) but I don't think it's meaningful. I will try again when Tradier streaming fails again tomorrow and report the results.
BTW, this is not a new issue. This has been happening for a while since I first used streaming data with Tradier. See this discussion. Note that this is *different from* the application-level disconnect issue (order status) that was solved with the newest release, although these two issues got somewhat conflated before we fully understood what was going on.
I haven't focused on this data streaming issue with Tradier because WL team has been working on so many Tradier API issues that were of higher priority, and I thought there was a possibility that fixing one thing would fix another. It appears now this issue is unrelated to the other ones, and to their resolutions.
Forgot to add image....
Re: streaming stopped.
Without a message in the Log Viewer that the connection closed (and other messages about restarting the connection), I don't know how that's even possible.
Without a message in the Log Viewer that the connection closed (and other messages about restarting the connection), I don't know how that's even possible.
QUOTE:I'm focusing on this comment. It sounds like you restart WealthLab "today" and leave it running into "tomorrow"? There really should be no problem with that except that Windows sleeps and brokers aren't keen about leaving connections open for more than 6 or 7 hours. I certainly recommend doing your restart "tomorrow".
Market is closed now. I have already restarted WL, so Tradier will probably start streaming again at market open.
Good news. I left my client running all night, through a Windows sleep, and tried to start Streaming for the open.. failure mode. I think that Windows sleep is the culprit, but we'll implement a fix to get Streaming "jump started" again for this scenario.
QUOTE:
Re: streaming stopped.
Without a message in the Log Viewer that the connection closed (and other messages about restarting the connection), I don't know how that's even possible.
When the error happens the only error message is in the SM Log that the strategy run failed ("incomplete"). There is no message in the Log Viewer that anything is wrong or a reconnect was attempted. It's like WL doesn't know there's a problem, even though SM log indicates "incomplete." Based on what you wrote, maybe the connection *didn't* close and it's something else?
QUOTE:
I'm focusing on this comment. It sounds like you restart WealthLab "today" and leave it running into "tomorrow"? There really should be no problem with that except that Windows sleeps and brokers aren't keen about leaving connections open for more than 6 or 7 hours. I certainly recommend doing your restart "tomorrow".
I always restart it before market open. I only restarted yesterday morning to see if I could get Tradier streaming started again, but I was too late, and market closed so I couldn't test. I'm testing today.
Besides, Tradier streaming runs fine on market open. it just fails randomly during the market day and can't be revived (w/o WL restart). No Log Viewer messages when this happens.
QUOTE:
Good news. I left my client running all night, through a Windows sleep, and tried to start Streaming for the open.. failure mode. I think that Windows sleep is the culprit, but we'll implement a fix to get Streaming "jump started" again for this scenario.
Well, I'm glad you found that as it could be a contributing factor to the many different types of connection issues there seem to be. However, I do *not* sleep my computer. Ever. I do allow the screens to dim, but I'd be surprised I that was a cause. Besides, I have seen this problem occur while I'm watching the screen. So, I doubt the problem I'm experiencing has anything to do with Windows Sleep mode.
Okay, thanks. I think I've got a definitive handle on what's going on and have fixed it. It's related to those "multiple connections" we've talked about before. It looks like multiple session IDs were being created inadvertently. The session ID has be refreshed every 5 minutes and it was getting hit with multiple calls. We've got that "locked up" (literally in the code) now for the next build.
That's great news. Is the fix isolated to the Tradier extension?
Once again, I'm late :) I got back to my computer and see that SPY streaming failed with Tradier. I was *just* able to complete the information you requested yesterday before I saw your post. Since I've already created it, I'll share it here. Maybe it will be useful to support your fix.
Issue
1. "No updates" Status = Incomplete
The ss below shows the strategy stopped running at 9:50:40 AM (Pacific time) with Tradier streaming data.
2. Streaming chart stops updating
The ss below shows streaming (1-min) Tradier data stopped a 12:50 PM (Eastern time) as 12:49 was last complete bar
3. Historical chart
Historical chart was up-to-minute when run at 1:12 PM Pacific time as shown below. However, It did not update going forward even though streaming update was enabled.
UPDATE
Once I restarted WL, Tradier streaming started working again.
Once again, I'm late :) I got back to my computer and see that SPY streaming failed with Tradier. I was *just* able to complete the information you requested yesterday before I saw your post. Since I've already created it, I'll share it here. Maybe it will be useful to support your fix.
Issue
1. "No updates" Status = Incomplete
The ss below shows the strategy stopped running at 9:50:40 AM (Pacific time) with Tradier streaming data.
2. Streaming chart stops updating
The ss below shows streaming (1-min) Tradier data stopped a 12:50 PM (Eastern time) as 12:49 was last complete bar
3. Historical chart
Historical chart was up-to-minute when run at 1:12 PM Pacific time as shown below. However, It did not update going forward even though streaming update was enabled.
UPDATE
Once I restarted WL, Tradier streaming started working again.
Your Response
Post
Edit Post
Login is required