Tradier
Provides a secure connection to Tradier brokerage, allowing you to trade, stream data, and get daily historical data for stocks and current options contracts.
You can configure the extension to connect to a live Tradier brokerage account or a sandbox test account. Streaming data is available for the live account connection only.
- Securely connect Wealth-Lab directly to Tradier
- Automated strategy trading
- Historical and Streaming data from Tradier for quotes, charts, and Strategy Monitor
Authentication Prerequisite!
The Tradier Provider uses OAuth authentication and may require you to install WebView2.
DISCLAIMER:
The third party data is subject to the availability of the respective provider (website) and may be delayed or inaccessible periodically due to network or technical reasons. As the data is not guaranteed to be accurate, it is your responsibility to confirm that it does not contain errors before utilizing it for any type of backtesting or trading activities. Quantacula LLC is not to be held liable for any errors in market data or its inavailability.
Screenshots
Change Log
- Added Splits and Mergers and Acquisitions (M&A) to Tradier’s Event Provider.
Note! - Requires WealthLab Build 102 (min)
- More reconnect work; fixed an error that failed to retrieve new broker sessions and added a Session Manager to persist websocket sessions.
- New! Tradier Event Provider for Dividends. Includes historical and scheduled future actions (Tradier Events are in beta).
- Another [big] improvement for reconnect/session logic.
- (Internal) Simplified obtaining the previous Closing price for Quotes.
- Change: Handle and report bad/invalid server responses for historical data requests.
- Fix: Reconnect cleanup and “too many sessions requested”.
- Fix: Equity symbol was blank when retrieving active orders on the first connection.
- Fix to handle a [rare] bad server response for GetSessionID.
- Fix - When loading active orders, option symbols are not in the response’s symbol field.
Note! - Requires WealthLab Build 97 (min)
- Fix - greeks couldn’t be updated on the day of an option’s expiration.
- Fix - Multiple market data SessionIDs were being created inadvertently, sometimes causing the streaming session to be shut down by the server.
- Improved Streaming reconnects following transient disconnects. In general, WealthLab reconnect attempts will timeout after a 2-minute period of internet inactivity at which time the Log will prompt you to fix the connection and restart WealthLab.
- Added delay to prevent too many socket connection attempts.
- Fix: Explicitly close the streaming socket before reconnecting.
- Code optimizations for historical provider (no functional change).
- Fix: The accounts websocket timed out intermittently after 1 minute if a heartbeat message was received too late. We’ve given this more leeway and updated reconnect logic.
- Fix: Premarket trades will register in Streaming charts.
- Fix: Streaming charts will more accurately reflect historical bar pricing at the expense of understated intraday volume. See User Guide > Tradier for details.
- Fix: Test for Tradier option symbol gave the wrong result.
- Fix:
GetOptionChainSnapshot()
should return only the set of greeks for the requested underlier. - Fix:
GetOptionChainSnapshot()
caching was blocking new requests.
- Fix null reference exception when passing a null string to GetGreeks().
- WL8 Build 91 required for compatibility.
- Included Help doc.
- Added InitializeIfRequired to public methods.
- Implemented
GetOptionChain()
for TradierHistorical. - Implemented
GetOptionChainSnapshot()
for TradierHistorical.
GetOptionsSymbol(allowedExpired: false)
will return only has-traded contracts by checking the contract strike for non-zero Open Interest. The contract for the Next (Previous) strike in the chain with non-zero Open Interest will be returned for Calls (Puts).- Fix: Requests to populate greeks weren’t completing when a contract contained a greek with a null reference.
- Assign Point value (100) to BarHistory.SymbolInfo for option contracts.
- Intraday data support for native scales 1, 5, and 15 minutes. History is limited to 20 days for 1-Minute and 40 days for 5 and 15-Minute intervals.
- VWAP (interval-basis only) is also available using
bars.GetNamedSeries("vwap");
- Target .NET8.
- Adapt to high latency receiving accounts/positions in Tradier sandbox mode.
- Add required support libraries.
- Weekly+ Strategy orders will be submitted as GTC.
- Fix: BrokerPosition Basis Price for option symbols.
- Fixed heartbeat.
- Implemented GetSymbolStrike() and GetSymbolExpiry() methods to return the strike and expiration date from an IQFeed option symbol.
- Fix corrupted Build 13.
- Removed unused GetOptionsSymbol() method signature.
- New! - Option Chains and Greeks are implemented in the TradierHistorical.Instance. See [TBD: blog url] for details and examples.
- Fixed intermittent streaming failures.
- Updated websocket component.
- Upgrade to latest version of Newtonsoft Json support library.
- Fixed Tradier adding some NaN values to BarHistories.
- Optimized streaming when a large number of symbols selected.
- Fixed issue that caused short positions to be reported with negative values.
- StopLimit Order Type support added (Build 13 required).
- Data Providers are now more careful about checking Offline Mode before making web requests (requires WL8 Build 10+).
- Authentication fixes (WL8 Build 9 required.)
- Changes to support new authentication methods at Tradier.
- Initial release.