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Symbol Column in Assets file #480031
05/14/20 15:55
05/14/20 15:55
Joined: Feb 2015
Posts: 605
Milano, Italy
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MatPed Offline OP
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MatPed  Offline OP
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Hi I want to setup an Asset that should use the UK100 for Trade, UK100 for live price and UK100GBP for historical price (i.e for training and testing I guess)

I set up the symbol field in the asset as: UK100!UK100!UK100GBP, but i does not work.
Historical file is present for sure, but whwn I push train I get:

Error 055: UK100 no 2012 history (D:\GoogleDrive\Zorro Robot Platform\HistoryOA\UK100.t6)
Warning 033: no UK100 data in INITRUN

My understanding is that the file searched in the history folder should be UK100GBP_XXXX.
Where XXXX is the number of the year.

Am I wrong?

I have discovered that I can Test correctly the asset, but not train it. I miss something...

Last edited by MatPed; 05/17/20 15:32.
Re: Symbol Column in Assets file [Re: MatPed] #480058
05/17/20 15:34
05/17/20 15:34
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Posts: 605
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MatPed Offline OP
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MatPed  Offline OP
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I Have contacted the support but I did not get a solution. So let me insist on the community. I can fix the precious issue just renaming the history file for the 2 broker, but I guess there should be a more elegant solution.

Re: Symbol Column in Assets file [Re: MatPed] #480059
05/17/20 17:06
05/17/20 17:06
Joined: Feb 2017
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AndrewAMD Online
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Quote
Am I wrong?
Yes, you are wrong.

The history files must match your Asset name (left column).

The Symbol column (right column) strictly affects Zorro’s interaction with the broker. For example, the same S&P500 CFD will trade under different symbols with different brokers. You change Symbol depending on your broker.

Re: Symbol Column in Assets file [Re: MatPed] #480062
05/17/20 23:06
05/17/20 23:06
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MatPed Offline OP
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mmm, but the following statement from the manual drives me in different direction:

"The same asset can use up to 3 different brokers or price sources for trading, for live prices, and for historical prices. For this, up to 3 symbols can be entered, separated by exclamation marks '!'. They are accessible in the script under the names SymbolTrade, SymbolLive, SymbolHist. "

Are you sure?

Re: Symbol Column in Assets file [Re: MatPed] #480063
05/17/20 23:09
05/17/20 23:09
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AndrewAMD Online
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Yes. If you download historical data using your plugin, your plugin uses SymbolHist. Zorro saves the file to Asset.t6.

So basically:

If it concerns your broker and your broker plugin, it’s Symbol.

If it concerns anything else, like file names of historical data, it’s your Asset name.

This way, if you download historical data with one broker for Asset A and trade Asset A with another broker, yet the brokers have different symbols for the same Asset A, they can share the same historical data by using the same t6 data. It’s by design.

This also means your asset lists will be constructed differently for each broker.

Re: Symbol Column in Assets file [Re: MatPed] #480068
05/18/20 08:19
05/18/20 08:19
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MatPed Offline OP
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Ok youa re saying that with a single Assets file I can not train and test a script with a specific assets historical file i.e. UK100GBP_20012.t6 and live trade the asset UK100?
I have to manually adjust the history file name.

Re: Symbol Column in Assets file [Re: MatPed] #480069
05/18/20 10:41
05/18/20 10:41
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AndrewAMD Online
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I have to manually adjust the history file name.
You mean rename the t6 files? That's one way to do it, but it's not necessary at all. You can avoid it, and I'll tell you how.

Take your example, UK100. Broker A offers it under the symbol UK100_FOO, and broker B offers it under symbol UK100_BAR.

What you should do is maintain two different asset lists for each broker, but with matching asset names.

Broker A asset list: Asset: "UK100", Symbol: "UK100_FOO"
Broker B asset list: Asset: "UK100", Symbol: "UK100_BAR"

Now both brokers use the same UK100.t6 files for UK100. No renaming required.

Re: Symbol Column in Assets file [Re: AndrewAMD] #480076
05/18/20 15:42
05/18/20 15:42
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MatPed Offline OP
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Thank you, I will give it a tray and let you know


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