Quik streaming is not good enough for intraday trading now. It could by improved by refactoring this SDP by using QuikSharp instead of Quik built-in export.
The point need to be done (as I see it) are:
- The one that you have in your extension did not work fine when I tested it, like having to restart platforms from time to time (Quik is not an app you would like to restart too oftern), not being able to start streaming for a ticker by an unknown reason and other issues.
- Setting per symbol (per symbol-TF actually I guess) export is not convenient at all).
The point need to be done (as I see it) are:
- The one that you have in your extension did not work fine when I tested it, like having to restart platforms from time to time (Quik is not an app you would like to restart too oftern), not being able to start streaming for a ticker by an unknown reason and other issues.
- Setting per symbol (per symbol-TF actually I guess) export is not convenient at all).
Rename
Guess I was too optimistic when suggesting you to start this request. Upgrade is wishful thinking. It turns out that it would take a complete rewrite of boh the streaming and historical providers because both are coupled together due to use of named pipes. QuikSharp uses a different facility to get data.
What I'm going to do here is build a second streaming provider for QuikSharp alongside the existing solution.
QUOTE:
What I'm going to do here is build a second streaming provider for QuikSharp alongside the existing solution.
Oh, cool!
Thanks for the update, although I couldn't get it streaming). Yes, I'm sure I've chosen StockSharp one), yes I'm sure lua script was running), yes, I'm sure the market chosen was the one that covers extended hours). So I'll try a main session tomorrow. Maybe this help. I tried on two computers.
I've also seen my positions doubled once, I can't describe the context details, I couldn't reproduce it later.
I've also seen my positions doubled once, I can't describe the context details, I couldn't reproduce it later.
1 - Try to restart WL7 and/or the Lua script in QUIK until you get it to work.
2 - Make sure that the correct LimitKind is set in QUIK broker provider's preferences. You can switch them (T+2, Tx etc), OK the dialog, the Accounts window should get updated on-the-fly.
2 - Make sure that the correct LimitKind is set in QUIK broker provider's preferences. You can switch them (T+2, Tx etc), OK the dialog, the Accounts window should get updated on-the-fly.
Ok, I'll try.
First SDP looks to work better now).
First SDP looks to work better now).
1 - I tried things like that and tried it again - no streaming.
I will look into it today during regular market session.
If you have two instances of WL7 running together or other clients connected to QUIK it makes sense to leave just one.
Also make sure that Lua version is 5.3.5.
If you have two instances of WL7 running together or other clients connected to QUIK it makes sense to leave just one.
Also make sure that Lua version is 5.3.5.
Opened two workspace windows and started streaming two symbols in two Data Manager instances. Looks like QuikSharp streaming works, new quotes are running in simultaneously.
There may be a minor issue with the streaming volume but otherwise it's working for me.
There may be a minor issue with the streaming volume but otherwise it's working for me.
I tried it during regular session today. One WL7 instance at a time. 5.3.5 LUA. No streaming.
And which QUIK version is this?
8.13.1.16 and 9.2.3.15
I'm working with 9.2.x too, haven't tested the new provider with 8.x though. Just tried it in a live account and streaming updates worked for multiple positions in Accounts window (B45 - to count out obfuscation and build differences). :/
Are there any exceptions in the Log Viewer?
Are there any exceptions in the Log Viewer?
I'm going to add more error logging to B27.
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