Was curious if there are any plans for data feed extensions for tradestation? They provide minute bars data 20 years back and could be helpful for those looking for reliable intraday feeds.
Rename
Tagged your topic as #FeatureRequest. Don't forget to vote for it from this page:
https://www.wealth-lab.com/wishlist
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Could I ask, is it legal for TradeStation to sell its data to third-party users? Don't the exchanges own this data, so they would need to first agree to let a third-party user consume it? TradeStation really isn't a data broker like DTN.
Brokers are allowed to provide a "limited" feed, but it's very restricted and is really designed for just placing a trade, and not for a bulk, static update. Perhaps we are proposing a broker plug-in (streaming only) and not a regular static datafeed.
Brokers are allowed to provide a "limited" feed, but it's very restricted and is really designed for just placing a trade, and not for a bulk, static update. Perhaps we are proposing a broker plug-in (streaming only) and not a regular static datafeed.
Multicharts allows data feed from tradestation. Think the more data feeds, the better it is for wealthlab since folks can quality check backtesting results by using multiple data sources, especially intraday strategies.
I don't think it's a case of TS selling its data to third party users. It's just a matter of allowing a TS customer who's already signed the appropriate agreements to get the data, to be able to use their data in anther software, such as WL.
Does anyone know if TS offers an API?
Does anyone know if TS offers an API?
Are there any plans to add Tradestation as an API extension to place trades(live or paper)? TY.
Please search the forum before posting. I've converted your duplicate topic into a question in this wishlist item. As soon as it gets to the top of the wishlist it will be considered for development. And to make it happen, vote for it by clicking on Thumbs Up for the top post. Thanks.
https://www.wealth-lab.com/wishlist
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This will be great when it gets added since the data is high quality. I have exported TS data for years. Here is a list of what they offer:
-Stocks and Indexes - Tick-by-tick data is available for thirty days back, one-minute data for ten years back, and daily data for more than 30 years back.
-Futures - Tick-by-tick data for thirty days back, one-minute data since January 1982, pit data for individual contracts (delivery month/year) since 1970, and back-adjusted continuous contracts since the 1960s.
-Options - Data availability for options contracts is similar to that for futures but will vary based on how heavily the contract is traded.
-Stocks and Indexes - Tick-by-tick data is available for thirty days back, one-minute data for ten years back, and daily data for more than 30 years back.
-Futures - Tick-by-tick data for thirty days back, one-minute data since January 1982, pit data for individual contracts (delivery month/year) since 1970, and back-adjusted continuous contracts since the 1960s.
-Options - Data availability for options contracts is similar to that for futures but will vary based on how heavily the contract is traded.
You convinced me to add my vote :)
QUOTE:
add Tradestation as an API extension to place trades
This is implemented by finantic.Publisher now.
(https://www.wealth-lab.com/extension/detail/finantic.Publisher)
QUOTE:
folks can quality check backtesting results by using multiple data sources
It is good to realize and consider that the quality of data can make a big difference. It sounds like you have done it and that is why you want the TS data to be available in WL?
Looks like we are starting to develop the Tradestation extension!
Just an update, we are still waiting for TradeStation to complete their overview of our application for their API. It's been several weeks now.
Can you share an update on the progress for this extension?
We're waiting for them to get back some time next week to review the extension with us.
Is the Tradestation Extension working? I am getting this error when trying to install.
There's no change in the status. We've been ready for weeks (months?). It's up to Tradestation to approve it for general release.
The TradeStation extension was just released!
Is anyone using the tradestation extension? Is it working ok? Do I need to have any trade station software running while using WL? I might move to this platform.
No TradeStation software is required, it leverages their web API.
If Schwab doesn't get in gear and approve WL8 for trading, I might have to move some of my assets to Tradestation. As an intraday trader, I find Schwab is disappointing.
Please see below pdf regarding "Exception obtaining Access Token"
I have received it often, always seems to be after 1-1.5 hours after opening WL. The pdf shows an accounts request update and chart data pull, but got the same errors when running strategy monitor today (and zeroed the status data), and in data manager updates.
I read thru the TS https://api.tradestation.com/docs/ docs and does not appear to be a rate limit which resets in 5 minutes, and verified.
A restart of WL gets everything working again for around 1-1.5 hours. I came across https://api.tradestation.com/docs/fundamentals/authentication/refresh-tokens/ which lists Access Tokens (error I received) being different than Refresh Tokens.
Please advise where necessary,
8139-Exception-pdf
I have received it often, always seems to be after 1-1.5 hours after opening WL. The pdf shows an accounts request update and chart data pull, but got the same errors when running strategy monitor today (and zeroed the status data), and in data manager updates.
I read thru the TS https://api.tradestation.com/docs/ docs and does not appear to be a rate limit which resets in 5 minutes, and verified.
A restart of WL gets everything working again for around 1-1.5 hours. I came across https://api.tradestation.com/docs/fundamentals/authentication/refresh-tokens/ which lists Access Tokens (error I received) being different than Refresh Tokens.
Please advise where necessary,
8139-Exception-pdf
Yes, we refresh the access tokens every 19 minutes, since they expire in 20 minutes. We'll run some tests and see if we can reproduce the issue after 1.5 hours of connection.
This is exciting. Let us know. I am a TS user.
I'll be a TS user very soon.
I think I ran into the same issue this morning. Exception returned while streaming in a chart window.
Update - I let the stream run for most of the day without issue after originally receiving the unauthorized message above.
When updated to build 2 appears error (Exception obtaining access token) is no longer occurring and maintains connections.
I've seen the same streaming error as pfelix a couple times, but is random. Initiallly it looks like it does prefers polling to streaming in strategy monitor to better match strategy, but need to further test both side by side.
In the order manager appears "status" is often not correct, a lot going on here in general, and I don't have a comparrison to a different broker connection so will keep an eye on. Not overly concerning where accounts seems to show accurate position data.
On the data side everything is looking great. Pulled 1 minute and other intraday back to 2011. Also has access to their index and market data https://clientcenter.tradestation.com/fees/breadth_indices.shtm symbols.
I've seen the same streaming error as pfelix a couple times, but is random. Initiallly it looks like it does prefers polling to streaming in strategy monitor to better match strategy, but need to further test both side by side.
In the order manager appears "status" is often not correct, a lot going on here in general, and I don't have a comparrison to a different broker connection so will keep an eye on. Not overly concerning where accounts seems to show accurate position data.
On the data side everything is looking great. Pulled 1 minute and other intraday back to 2011. Also has access to their index and market data https://clientcenter.tradestation.com/fees/breadth_indices.shtm symbols.
I received this unauthorized message at around 11am central today. Seems to be intermittent.
Been monitoring for the week on a few different strategies. Lots of mismatch both ways on strategy monitor v strategy so where to start....
For trading preferences have read thru a few times and should be set good. Just want all to go thru and trade station seems to reject sells without positions.
I'll circle back to strategy monitor v strategy positions later, and list the below to start;
1) Order Manager Positions (market) often show Active, but are received and filled in TS immediately. Sometimes comes thru as filled but most are marked as Active. The below is a manual done in order manager that shows the same.
Sell 3.00 SMH Market - Active - - 8/28/24 10:15 Manual(US Stocks), Trade Ticket, Daily, TradeStation, xxx, US Stocks xxx
2) Order Manager Positions (market) show CancelPending, but are active and filled in TS immediately. Below shows a sell where the buy was filled, but occurs on buys and sells and sells with buys of (filled, active, and cancelpending).
Buy 15.00 VGLT Vangd Long Term Treas ETF Market - Filled 15.00 61.31 8/28/24 7:50 -A-TQQQ(Selections) New-5 Minute-V1.0, - All ETF 08/14/24 (Screened), 5 Minute, TradeStation, xxx, US Stocks xxx
Sell 15.00 VGLT Vangd Long Term Treas ETF Market - CancelPending - - 8/28/24 11:10 -A-TQQQ(Selections) New-5 Minute-V1.0, - All ETF 08/14/24 (Screened), 5 Minute, TradeStation, xxx, US Stocks xxx
Appears all cancelpending show a log viewer exception 5 minutes later. But no messages for the other items listed.
8/28/2024 11:15:05:148
TradeStation
Exception canceling order: Exception issuing DELETE request orderexecution/orders/1087376685: BadRequest BadRequest Not an open order.
InvalidOperationException
Exception issuing DELETE request orderexecution/orders/1087376685: BadRequest BadRequest Not an open order.
at WealthLab.TradeStation.TradeStationConnection.MakeRequest(String url, String method, String json)
at WealthLab.TradeStation.TradeStationBroker.CancelTrade(Transaction t)
3) Final orders generated after market close iterate and persist until strategy monitor is closed and orders removed from order manager. No example where when it occurred I closed out WL to stop orders from generating on two separate days. When "Use GTC for all Strategy Orders" is unchecked TS receives them all and cancels, and when checked it will receive hundreds of live GTC orders waiting for the next open to execute. Either way this is concerning where it just keeps sending them until WL closed.
Hope to get things ironed out and should be good starting point. Advise where possible. Thanks,
For trading preferences have read thru a few times and should be set good. Just want all to go thru and trade station seems to reject sells without positions.
I'll circle back to strategy monitor v strategy positions later, and list the below to start;
1) Order Manager Positions (market) often show Active, but are received and filled in TS immediately. Sometimes comes thru as filled but most are marked as Active. The below is a manual done in order manager that shows the same.
Sell 3.00 SMH Market - Active - - 8/28/24 10:15 Manual(US Stocks), Trade Ticket, Daily, TradeStation, xxx, US Stocks xxx
2) Order Manager Positions (market) show CancelPending, but are active and filled in TS immediately. Below shows a sell where the buy was filled, but occurs on buys and sells and sells with buys of (filled, active, and cancelpending).
Buy 15.00 VGLT Vangd Long Term Treas ETF Market - Filled 15.00 61.31 8/28/24 7:50 -A-TQQQ(Selections) New-5 Minute-V1.0, - All ETF 08/14/24 (Screened), 5 Minute, TradeStation, xxx, US Stocks xxx
Sell 15.00 VGLT Vangd Long Term Treas ETF Market - CancelPending - - 8/28/24 11:10 -A-TQQQ(Selections) New-5 Minute-V1.0, - All ETF 08/14/24 (Screened), 5 Minute, TradeStation, xxx, US Stocks xxx
Appears all cancelpending show a log viewer exception 5 minutes later. But no messages for the other items listed.
8/28/2024 11:15:05:148
TradeStation
Exception canceling order: Exception issuing DELETE request orderexecution/orders/1087376685: BadRequest BadRequest Not an open order.
InvalidOperationException
Exception issuing DELETE request orderexecution/orders/1087376685: BadRequest BadRequest Not an open order.
at WealthLab.TradeStation.TradeStationConnection.MakeRequest(String url, String method, String json)
at WealthLab.TradeStation.TradeStationBroker.CancelTrade(Transaction t)
3) Final orders generated after market close iterate and persist until strategy monitor is closed and orders removed from order manager. No example where when it occurred I closed out WL to stop orders from generating on two separate days. When "Use GTC for all Strategy Orders" is unchecked TS receives them all and cancels, and when checked it will receive hundreds of live GTC orders waiting for the next open to execute. Either way this is concerning where it just keeps sending them until WL closed.
Hope to get things ironed out and should be good starting point. Advise where possible. Thanks,
Issue 3 is resolved for the next Build. We'll have to investigate issues 1 and 2.
Not sure if this is the best place to post this, but I've been testing the tradestation extension in Sim mode and I'm intermittently getting the below error.
Sometimes my buy and sell signals for ES go through perfectly, and some times I get this error. I can't seem to find a reason for why this is happening.
Not sure if it's an issue on my side, or with the extension.
Sometimes my buy and sell signals for ES go through perfectly, and some times I get this error. I can't seem to find a reason for why this is happening.
Not sure if it's an issue on my side, or with the extension.
Based on that evidence, it looks like a bug with Stop orders.
... hmm, the first Market order had the same POST error, but only 1 second later it "Filled". How could that happen?
... hmm, the first Market order had the same POST error, but only 1 second later it "Filled". How could that happen?
Yes, sorry for not explaining that. The first one with two contracts is with Interactive Brokers, which filled. The second one with only one contract is with Tradestation, which didn't fill. I'm testing the same strategy on both extensions (it's the one you coded for me)
Apologies, but I can't place you by your username. What was the name of the strategy?
It was "E-ESTICK"
Thanks. So, just standard Market and Stop orders.
1. Are you using TS data or IQFeed with symbol mapping?
2. Were you using TS Extension Build 2?
1. Are you using TS data or IQFeed with symbol mapping?
2. Were you using TS Extension Build 2?
hi Cone, thanks for confirming.
Regarding your questions:
1. I'm currently using IQFeed with the data mapping
2. Yes, I'm currently using the TS extension build 2
Any thoughts you may have would be a big help. Are you thinking I should try use the TS data feed instead?
Regarding your questions:
1. I'm currently using IQFeed with the data mapping
2. Yes, I'm currently using the TS extension build 2
Any thoughts you may have would be a big help. Are you thinking I should try use the TS data feed instead?
TS build 3 should be ready this week to fix the tick increment on futures trades, but your strategy doesn't required that and that issue wouldn't explain the error showing above - certainly not with the market order.
We'll need Glitch to look if something is different for TS symbol mapping. Please post the mapping your using for TS.
The feed won't matter, although if it avoids symbol mapping it's worth trying.
We'll need Glitch to look if something is different for TS symbol mapping. Please post the mapping your using for TS.
The feed won't matter, although if it avoids symbol mapping it's worth trying.
Thanks very much. Here is the mapping I'm currently using. I will look for the build 3 and update this week as well and see if that helps.
We're not sure what happened for you, but we made sure that mapping is working and, there are a couple other (unrelated?) fixes in Build 3, which will be available shortly. Try that and we'll take it from there if there's still an issue. (And if there is, please start a new topic for specific issues.)
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