AlpacaZorroPlugin v1.0.6 Released

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Re: AlpacaZorroPlugin v1.0.6 Released [Re: Lapsa] #484158 09/17/21 03:16 09/17/21 03:16
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@Lapsa Sorry, for my poor English. I will go over the README and fix typos. Feel free to create a pull request or an issue in Github. Thanks

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484159 09/17/21 03:31 09/17/21 03:31
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	Thanks @kzhao. OK, after (lots) more testing: - The plugin seems to always fail login on the 1st try with "access key not found" - Rerunning the script without changing anything login succeeds. - But the generate fails and a Zorro Alert pops up that says "BrokerCommand 2001 61868921 at <time>". After this the file remains locked by Zorro/plugin (Notepad won't open it) even though the script is no longer running. - A 3rd run gives the "Failed to open" message as above. - If I delete the file and run the script again (4th try), it starts to finally work (yay!) - I used your assets above, and PH works, but the other 3 all report "!forbidden." and do not appear in the file - (Minor bug) As in your example above, PH is followed by a period (.), whereas none of the other assets is Next step? Thanks!

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484160 09/17/21 03:45 09/17/21 03:45
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdlV For the Download script, change LogLevel=6 do you see any errors? What is the response from Alpaca?

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484161 09/17/21 03:48 09/17/21 03:48
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdlV Which version of Zorro do you use? It seems an exception occurred and the file is not closed. Last edited by kzhao; 09/17/21 03:50.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484162 09/17/21 03:59 09/17/21 03:59
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	@kzhao: With LogLevel=6, tried Download SPY and got many lines like Code 2021-09-17 03:51:55 \| DEBUG \| BorkerHisotry SPY start: 1609459200 end: 1631850714 nTickMinutes: 1 nTicks: 300 2021-09-17 03:51:55 \| INFO \| Alpaca Basic Plan. Adjust end to 1631849815 2021-09-17 03:51:55 \| DEBUG \| BorkerHisotry SPY start: 2021-01-01T00:00:00Z(1609459200) end: 2021-09-17T03:36:55Z(1631849815) nTickMinutes: 1 nTicks: 300 After a while the INFO lines stop and only the DEBUG lines show. No SPY file created. Zorro version is 1.96.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484165 09/17/21 13:36 09/17/21 13:36
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@ DdlV 1.96 might be too old. Could you try Zorro 2.35 and above? For those symbols which returned "!forbidden", could you try Code curl -X GET \ -H "APCA-API-KEY-ID: <YOUR_ALPACA_KEY>" \ -H "APCA-API-SECRET-KEY:<YOUR_ALPACA_SECRETE>"\ https://data.alpaca.markets/v2/stocks/SO/snapshot SO is one of them, replace it with other symbols if you want to. What is the response from Alpaca? BTW, the "." after the PH is not a bug. It was added by Zorro for indicating the progress of the operation.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484166 09/17/21 14:25 09/17/21 14:25
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	Thanks @kzhao. I don't have curl installed, but using wget the test works - a snapshot file containing data is created Since the first asset (PH) did not return an error, I tried putting a different asset first. The first asset again did not return an error, but all the others returned "forbidden", as before. So, something goes wrong in the processing of the 1st asset. The LogLevel=6 shows the first asset's data is in fact returned, but I looked a little closer and see that no PH file was created, indicating an error occurs that is not being reported. It will take a while longer to download, install, and try 2.35 or 2.40... Thanks.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484167 09/17/21 15:36 09/17/21 15:36
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdlV To be clear, "no PH file was created" - you mean the PH is not written to the AssetsAlpaca.csv file or you are talking about the Download script did not create the PH history file? When I run the GenAssetList script, I got the following in the Alpaca log: Quote 2021-09-17 15:23:57 \| DEBUG \| --> https://data.alpaca.markets/v2/stocks/AEP/snapshot 2021-09-17 15:23:57 \| TRACE2 \| <-- {"symbol":"AEP","latestTrade":{"t":"2021-09-17T15:23:58.113971199Z","x":"U","p":84.94,"s":100,"c":["@","F"],"i":928,"z":"C"},"latestQuote":{"t":"2021-09-17T15:23:58.114431539Z","ax":"Q","ap":84.95,"as":2,"bx":"U","bp":84.94,"bs":1,"c":["R"],"z":"C"},"minuteBar":{"t":"2021-09-17T15:22:00Z","o":84.9581,"h":84.97,"l":84.9581,"c":84.9675,"v":2211,"n":56,"vw":84.964057},"dailyBar":{"t":"2021-09-17T04:00:00Z","o":85.98,"h":86.13,"l":84.92,"c":84.9675,"v":2132757,"n":15223,"vw":85.736417},"prevDailyBar":{"t":"2021-09-16T04:00:00Z","o":87.04,"h":87.605,"l":85.8,"c":85.98,"v":3648954,"n":48814,"vw":86.274489}} 2021-09-17 15:23:57 \| DEBUG \| --> https://data.alpaca.markets/v2/stocks/BRX/snapshot 2021-09-17 15:23:57 \| TRACE2 \| <-- {"symbol":"BRX","latestTrade":{"t":"2021-09-17T15:23:38.693Z","x":"D","p":23.635,"s":300,"c":[" "],"i":79372106414168,"z":"A"},"latestQuote":{"t":"2021-09-17T15:23:58.11787264Z","ax":"N","ap":23.64,"as":7,"bx":"K","bp":23.63,"bs":7,"c":["R"],"z":"A"},"minuteBar":{"t":"2021-09-17T15:22:00Z","o":23.635,"h":23.635,"l":23.63,"c":23.635,"v":1157,"n":14,"vw":23.634632},"dailyBar":{"t":"2021-09-17T04:00:00Z","o":23.7,"h":23.79,"l":23.5,"c":23.635,"v":606627,"n":3250,"vw":23.623893},"prevDailyBar":{"t":"2021-09-16T04:00:00Z","o":23.48,"h":23.81,"l":23.38,"c":23.63,"v":1916339,"n":11894,"vw":23.632988}} 2021-09-17 15:23:57 \| DEBUG \| --> https://data.alpaca.markets/v2/stocks/CFG/snapshot 2021-09-17 15:23:58 \| TRACE2 \| <-- {"symbol":"CFG","latestTrade":{"t":"2021-09-17T15:23:57.385924747Z","x":"H","p":44.07,"s":100,"c":[" ","F"],"i":52984217424189,"z":"A"},"latestQuote":{"t":"2021-09-17T15:23:58.123406848Z","ax":"N","ap":44.07,"as":11,"bx":"N","bp":44.06,"bs":3,"c":["R"],"z":"A"},"minuteBar":{"t":"2021-09-17T15:22:00Z","o":44.0802,"h":44.1,"l":44.07,"c":44.08,"v":26951,"n":96,"vw":44.079047},"dailyBar":{"t":"2021-09-17T04:00:00Z","o":43.55,"h":44.2401,"l":43.53,"c":44.08,"v":1364132,"n":10455,"vw":43.815531},"prevDailyBar":{"t":"2021-09-16T04:00:00Z","o":44.03,"h":44.3,"l":43.6,"c":43.72,"v":4073907,"n":34659,"vw":43.878355}} 2021-09-17 15:23:58 \| DEBUG \| --> https://data.alpaca.markets/v2/stocks/CMS/snapshot 2021-09-17 15:23:58 \| TRACE2 \| <-- {"symbol":"CMS","latestTrade":{"t":"2021-09-17T15:23:54.435002624Z","x":"N","p":62.28,"s":100,"c":[" "],"i":52983542271799,"z":"A"},"latestQuote":{"t":"2021-09-17T15:23:55.46624155Z","ax":"T","ap":62.29,"as":1,"bx":"N","bp":62.27,"bs":3,"c":["R"],"z":"A"},"minuteBar":{"t":"2021-09-17T15:22:00Z","o":62.3,"h":62.3153,"l":62.3,"c":62.3153,"v":1156,"n":33,"vw":62.305444},"dailyBar":{"t":"2021-09-17T04:00:00Z","o":62.33,"h":62.62,"l":62.11,"c":62.3153,"v":874822,"n":4409,"vw":62.339674},"prevDailyBar":{"t":"2021-09-16T04:00:00Z","o":62.8,"h":63.18,"l":62.39,"c":62.48,"v":1240504,"n":13493,"vw":62.627855}} 2021-09-17 15:23:58 \| DEBUG \| --> https://data.alpaca.markets/v2/stocks/CUBE/snapshot 2021-09-17 15:23:58 \| TRACE2 \| <-- {"symbol":"CUBE","latestTrade":{"t":"2021-09-17T15:23:59.423Z","x":"D","p":52.27,"s":300,"c":[" "],"i":71679970988629,"z":"A"},"latestQuote":{"t":"2021-09-17T15:23:59.474206848Z","ax":"N","ap":52.29,"as":3,"bx":"T","bp":52.27,"bs":1,"c":["R"],"z":"A"},"minuteBar":{"t":"2021-09-17T15:22:00Z","o":52.31,"h":52.33,"l":52.3,"c":52.33,"v":3511,"n":60,"vw":52.308776},"dailyBar":{"t":"2021-09-17T04:00:00Z","o":52.67,"h":52.78,"l":52.14,"c":52.33,"v":190342,"n":2107,"vw":52.483831},"prevDailyBar":{"t":"2021-09-16T04:00:00Z","o":52.81,"h":53.04,"l":52.41,"c":52.58,"v":635574,"n":8179,"vw":52.604212}} 2021-09-17 15:23:58 \| DEBUG \| close file Do you see "!forbidden" in the log? Do all other assets, except the first, send a snapshot request and get a response?

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484168
09/17/21 16:28 09/17/21 16:28

Joined: Jun 2013
Posts: 1,609

DdlV

Serious User

DdlV

Serious User

Joined: Jun 2013
Posts: 1,609

@kzhao:

Sorry for the confusion! You're right - I have been mixing things...

GenAssetList: Using "brokerCommand(2001, "PH, SO, SUI, WEC");":

- AssetsAlpaca.csv contains only a PH row
- Log contains:

Code

2021-09-17 16:16:55 | DEBUG | --> https://data.alpaca.markets/v2/stocks/PH/snapshot
2021-09-17 16:16:57 | TRACE2 | <-- {"symbol":"PH","latestTrade":{"t":"2021-09-17T16:15:52.08019227Z","x":"V","p":287.6,"s":100,"c":[" "],"i":54333202192483,"z":"A"},"latestQuote":{"t":"2021-09-17T16:16:42.976071272Z","ax":"V","ap":0,"as":0,"bx":"V","bp":0,"bs":0,"c":["R"],"z":"A"},"minuteBar":{"t":"2021-09-17T16:15:00Z","o":287.58,"h":287.6,"l":287.58,"c":287.6,"v":244,"n":7,"vw":287.587295},"dailyBar":{"t":"2021-09-17T04:00:00Z","o":293.855,"h":293.855,"l":285.27,"c":287.6,"v":23473,"n":749,"vw":287.506828},"prevDailyBar":{"t":"2021-09-16T04:00:00Z","o":289.37,"h":291.375,"l":287.26,"c":289.71,"v":74303,"n":1079,"vw":289.392517}}
2021-09-17 16:16:57 | DEBUG | --> https://data.alpaca.markets/v2/stocks/ SO/snapshot
2021-09-17 16:16:58 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 16:16:58 | DEBUG | --> https://data.alpaca.markets/v2/stocks/ SUI/snapshot
2021-09-17 16:16:59 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 16:16:59 | DEBUG | --> https://data.alpaca.markets/v2/stocks/ WEC/snapshot
2021-09-17 16:17:01 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 16:17:01 | DEBUG | close file

Download: Entering PH and 2021:

- No PH file is created
- Log contains:

Code

2021-09-17 16:12:50 | DEBUG | --> https://data.alpaca.markets/v2/stocks/PH/snapshot
2021-09-17 16:12:51 | TRACE2 | <-- {"symbol":"PH","latestTrade":{"t":"2021-09-17T16:12:44.106958939Z","x":"V","p":288.02,"s":100,"c":[" "],"i":54328437011028,"z":"A"},"latestQuote":{"t":"2021-09-17T16:12:40.09506449Z","ax":"V","ap":0,"as":0,"bx":"V","bp":0,"bs":0,"c":["R"],"z":"A"},"minuteBar":{"t":"2021-09-17T16:08:00Z","o":287.85,"h":287.85,"l":287.84,"c":287.84,"v":237,"n":9,"vw":287.849916},"dailyBar":{"t":"2021-09-17T04:00:00Z","o":293.855,"h":293.855,"l":285.27,"c":287.84,"v":22757,"n":721,"vw":287.49602},"prevDailyBar":{"t":"2021-09-16T04:00:00Z","o":289.37,"h":291.375,"l":287.26,"c":289.71,"v":74303,"n":1079,"vw":289.392517}}
2021-09-17 16:12:51 | DEBUG | BorkerHisotry PH start: 1609459200 end: 1631895171 nTickMinutes: 1440 nTicks: 1000
2021-09-17 16:12:51 | INFO | Alpaca Basic Plan. Adjust end to 1631894271
2021-09-17 16:12:51 | DEBUG | BorkerHisotry PH start: 2021-01-01T00:00:00Z(1609459200) end: 2021-09-17T15:57:51Z(1631894271) nTickMinutes: 1440 nTicks: 1000
2021-09-17 16:12:51 | DEBUG | --> https://data.alpaca.markets/v2/stocks/PH/bars?start=2021-01-01T00:00:00Z&end=2021-09-17T15:57:51Z&limit=5000&timeframe=1D
2021-09-17 16:12:53 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 16:12:53 | DEBUG | BorkerHisotry PH start: 1609459200 end: 1631808771 nTickMinutes: 1440 nTicks: 1000
2021-09-17 16:12:53 | DEBUG | BorkerHisotry PH start: 2021-01-01T00:00:00Z(1609459200) end: 2021-09-16T16:12:51Z(1631808771) nTickMinutes: 1440 nTicks: 1000
2021-09-17 16:12:53 | DEBUG | --> https://data.alpaca.markets/v2/stocks/PH/bars?start=2021-01-01T00:00:00Z&end=2021-09-16T16:12:51Z&limit=5000&timeframe=1D
2021-09-17 16:12:54 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 16:12:54 | DEBUG | BorkerHisotry PH start: 1609459200 end: 1631722371 nTickMinutes: 1440 nTicks: 1000
2021-09-17 16:12:54 | DEBUG | BorkerHisotry PH start: 2021-01-01T00:00:00Z(1609459200) end: 2021-09-15T16:12:51Z(1631722371) nTickMinutes: 1440 nTicks: 1000
2021-09-17 16:12:54 | DEBUG | --> https://data.alpaca.markets/v2/stocks/PH/bars?start=2021-01-01T00:00:00Z&end=2021-09-15T16:12:51Z&limit=5000&timeframe=1D
2021-09-17 16:12:56 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 16:12:56 | DEBUG | BorkerHisotry PH start: 1609459200 end: 1631635971 nTickMinutes: 1440 nTicks: 1000
2021-09-17 16:12:56 | DEBUG | BorkerHisotry PH start: 2021-01-01T00:00:00Z(1609459200) end: 2021-09-14T16:12:51Z(1631635971) nTickMinutes: 1440 nTicks: 1000
2021-09-17 16:12:56 | DEBUG | --> https://data.alpaca.markets/v2/stocks/PH/bars?start=2021-01-01T00:00:00Z&end=2021-09-14T16:12:51Z&limit=5000&timeframe=1D
2021-09-17 16:12:57 | TRACE2 | <-- {"message": "forbidden."}

Note: In this case there is no "close file" in the log.

Hope that is clearer.

Thanks.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484169 09/17/21 16:50 09/17/21 16:50
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdlV In the Order and Position API, {"message": "forbidden."} implies that you don't have permission. I don't know why Alpaca returns the "forbidden" on the MarketData endpoint. It might be related to your account. I posted a question on Alpaca's dev-all Slack channel. If you use a Paper account, try to reset your account to see if that helps.

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