Broker connection (Tradestation), data handling

Posted By: DonDiego

Broker connection (Tradestation), data handling - 03/02/23 17:08

Hello

I'm new to Zorro.

I've managed to connect to Tradestation, at least with a Demo-account, but that's alright for the moment. There are 2 things I'd like to understand:

- is it possible to control more accounts than the one which is bound to the API-key? On the platform, I have 4 accounts but log-in with only 1 userid/pw and can run strategies for all accounts.
- in case I can control all accounts with 1 API key, how would I address a particular account? Through code?

The other thing is, how do I get data into Zorro. For example 5 years back from the ES perpetual contract with 1min resolution (I think this is t6 data, right?). Could I extract this via an API request or should I generate the data in the Tradestation platform and somehow move it over to Zorro?

Thank you
Posted By: Petra

Re: Broker connection (Tradestation), data handling - 03/03/23 13:45

I think you need an API key for any account that you want to connect. The assetHistory function is for loading data.
Posted By: DonDiego

Re: Broker connection (Tradestation), data handling - 03/03/23 13:56

Ok, I will ask Tradestation how this is supposed to be handled and will have a look into the assetHistory function. Thank you
Posted By: AndrewAMD

Re: Broker connection (Tradestation), data handling - 03/03/23 23:57

There is a manual page dedicated to this. It is mandatory reading, every word must be comprehended:
https://zorro-project.com/manual/en/tradestation.htm
Posted By: DonDiego

Re: Broker connection (Tradestation), data handling - 03/05/23 14:46

Andrew,

what makes you think I haven't read the manual and how is your posting related to my question?
Posted By: AndrewAMD

Re: Broker connection (Tradestation), data handling - 03/05/23 22:03

See the Accounts.csv configuration example. The API key is separate from the Account ID, so you can have multiple account IDs for the same key. Simply add another Accounts.csv line with a different Account ID.

See the Continuous Contracts listed in the example Asset list. You can use Zorro's included history downloader script on any continuous contract with a similar configuration.
Posted By: DonDiego

Re: Broker connection (Tradestation), data handling - 03/06/23 06:40

Thank you Andrew! That helps a lot. I will look into this and try it out.
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