How to reload historical data after losing connection in Streaming provider?
Author: Pablo4646
Creation Date: 7/19/2019 12:18 PM
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Pablo4646

#1
Hi!
If the provider has lost connection what I can do to reload hist. data after reconnection in my streaming provider?
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Eugene

#2
Hi,
QUOTE:
If the provider has lost connection what I can do to reload hist. data after reconnection in my streaming provider?

I don't think you need to "reload" the entire historical data. What you'd want to do is "backfill" the missing bars. It's not a job of the Streaming data provider; it's StaticDataProvider's duty. Streaming providers only deliver the streaming data as tick updates or partial bars, that's all.
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Pablo4646

#3
if I just call RequestData in StaticProvider it will return Bars object - how to make update ?
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Eugene

#4
The idea is that your static provider returns the most up-to-date Bars object's state which would include the data missing due to loss of connection when the user re-clicks the Stream button.

Otherwise please clarify your issue, the more detail the better. Thanks.
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Pablo4646

#5
the idea to make it without participation of the user. The provider has to load gaps after reconnection.
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Pablo4646

#6
if I save new data in BarDataStore - how to force Chart them to see?
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Eugene

#7
QUOTE:
if I save new data in BarDataStore - how to force Chart them to see?

The backfill job is done once streaming starts. In other words, I don't think you'll have success in filling the static data gap by means of your Streaming data provider. It just isn't meant for that. Like I said, its purpose is only to form the current partial bar by delivering streaming tick/minibar updates.

The Strategy Monitor can work with streaming data updates (Fidelity data works like this) and re-request the missing bars automatically, though.
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