- ago
I have "regular session only" unchecked for IQ feed. There is an active strategy in strategy monitor, and the log pane shows "NextRun set to 7/20/2021 7:00 AM". For my 30-min bars I would have expected an earlier next run if pre-market bars were being traded.
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- ago
#1
That's because of the default market hours defined for U.S. market. These settings can be overridden by creating a new market and specifying its symbols (wildcards are supported) in Markets & Symbols in Tools menu.
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#2
Ok, thanks. I just created a pre-market and an after-market. I don't see where to specify symbols, other than the benchmark symbol. Are you saying I have to specify the symbols to trade pre-market and after-market ?

The backtesting is not picking up these new markets. Will not know until later today whether the live strategy will.

Is there further configuration needed ?

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#3
To add symbols to a custom Market you should switch to the Symbols tab of the Markets & Symbols tool. On how to use wildcards please refer to the Help while in the tool (simply press F1 and it will take you to the right section). After you set this up, choose the new market in e.g. Strategy Monitor and WL will pick up the symbols.
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#4
How do you replicate symbols of US Market for a custom market (below) including prime + extended hours?





I am not able to use SM during extended hours

Thank you
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#6
Why aren't you able to use the SM during extended hours?
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#7
the question is what to specify as Symbol into the "Configure Symbol" window, as in above pic. blank (ideal for all symbols) is not allowed.
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#8
There are gudelines to the right of the symbol entry field.
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#9
sorry, but not clear as help is minimalistic here.

what is the wildcard to specify any US stock? (cannot be left blank)
what is the Point Value for US stocks?
what is the margin value for US stocks?

in other words, how do you set up a custom market that exactly replicates the "US Stocks" market with just broader opening hours as a difference?
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#10
QUOTE:
what is the wildcard to specify any US stock? (cannot be left blank)

If the idea is to capture any ticker between 1 and 5 characters long then it's something like this?
CODE:
[A-aZ-z]{1,5}

It won't work with all data providers due to symbology differences but regex is flexible - at the price of extra complexity of the pattern.
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Cone8
 ( 26.99% )
- ago
#11
We're not using Regex for this. The only wildcard is # to match any single character. Regex would be a good enhancement!
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- ago
#12
@mb5413 Since you revived this topic, in this context you can simply assign your tweaked US market in the strategy's config dialog in the Strategy Monitor. No wildcard required. Or am I missing something?
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Cone8
 ( 26.99% )
- ago
#13
Good call, that should work for the S. Monitor case. To be clear - Eugene is referring to this setting:

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Best Answer
- ago
#14
Thank you both - almost there with your help. SM works now in ext. hours for US Stocks, but something must still be missing. I see Cone uses TDA - anything else needed for strategy monitor ? (see below 2 pics; timezone is CET)

This strategy uses 5 mins bars from TD Ameritrade with IB as broker (real-time data only available to me on TWS)



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Cone8
 ( 26.99% )
- ago
#15
QUOTE:
This strategy uses 5 mins bars from TD Ameritrade with IB as broker (real-time data only available to me on TWS)
Then why are you trying to get real-time data from TD Ameritrade?

1. The statement doesn't add up. If IB is the broker and data are only available on TWS (i.e. IB), then where does TD Ameritrade fit into this equation?

2. You selected TD Streaming in the Order Manager, but you gave us 1/2 of the image data need to know what's happening in the S. Monitor. Like which provider is actually selected and which data option (Streaming, Streaming Bars, or Polling).
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#16

1. The statement doesn't add up. If IB is the broker and data are only available on TWS (i.e. IB), then where does TD Ameritrade fit into this equation?

-> IB's TWS API is streaming well for me but I can't get streaming data into WL8 (also API to IB). Is there any special setting to activate in TWS?
Meanwhile TD is streaming well as you can see in order manager

2. You selected TD Streaming in the Order Manager, but you gave us 1/2 of the image data need to know what's happening in the S. Monitor. Like which provider is actually selected and which data option (Streaming, Streaming Bars, or Polling).

-> the strategy in SM is using 5 mins streaming bars from TD Ameritrade.

With this - any suggestions for the cause of "Status = Incomplete" and " 1 Symbol not Processed: SPY" messages?

Thank you
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Cone8
 ( 26.99% )
- ago
#17
QUOTE:
With this - any suggestions for the cause of "Status = Incomplete" and " 1 Symbol not Processed: SPY" messages?
The new bars of data are not being received. Maybe there are more clues in the Log Viewer?

If you haven't refreshed your TD Ameritrade Token lately, that would be a good place to start if you're having trouble with TD Ameritrade. Also make sure you're using the latest builds.

QUOTE:
Is there any special setting to activate in TWS?
Follow the Help Guide (F1) in Extensions > Interactive Brokers to get it set up properly.
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