AlpacaZorroPlugin v1.0.6 Released

Gamestudio Links

Zorro Links

Newest Posts

MT5 bridge not working on MT5 v. 5 build 4160
by EternallyCurious. 04/25/24 20:49

Data from CSV not parsed correctly
by EternallyCurious. 04/25/24 10:20

Trading Journey
by howardR. 04/24/24 20:04

M1 Oversampling
by Petra. 04/24/24 10:34

Zorro FIX plugin - Experimental
by flink. 04/21/24 07:12

Scripts not found
by juergen_wue. 04/20/24 18:51

zorro 64bit command line support
by 7th_zorro. 04/20/24 10:06

StartWeek not working as it should
by jcl. 04/20/24 08:38

AUM Magazine

Latest Screens

Who's Online Now

0 registered members (), 715 guests, and 5 spiders.

Key: Admin, Global Mod, Mod

Newest Members

Mega_Rod, EternallyCurious, howardR, 11honza11, ccorrea
19048 Registered Users

Print Thread

Rate Thread

Page 1 of 4

AlpacaZorroPlugin v1.0.6 Released #484027 08/30/21 13:19 08/30/21 13:19
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	https://github.com/kzhdev/alpaca_zorro_plugin/releases/tag/v1.0.6

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484029 08/30/21 15:32 08/30/21 15:32
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	Thanks kzhao! Did you see the notice a few days ago about an upcoming "API Breaking Change..."?

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484030 08/30/21 19:18 08/30/21 19:18
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	Yes, I saw the notice. I will make corresponding changes. Thanks for bring this up.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484148 09/16/21 17:46 09/16/21 17:46
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	Hi @kzhao, I've been trying to follow this part of your docs: Code Generate AssetList file through custom borkerCommand brokerCommand(2001, char *symbols); symbols - One or more symbols separated by comma. If symbols = 0, all symbols will be included. An AssetAlpaca.csv file will be generated in the Log diredtory. Exemple: // GenerateAlpacaAssetList.c function main() { brokerCommand(2001, "SPY,AAPL,MSFT,TSLA"); // Generate AssetsAlpaca.csv contains SPY, AAPL, MSFT, TSLA symbols } The example works, but only when using Websocket. It doesn't work over REST - is it supposed to work over REST too? Also, I can't get "symbols = 0" to return anything. "brokerCommand(2001, 0);" just returns the header. And, what exactly will "all symbols" be? What's in AssetsFix.csv? Everything known to Alpaca?! Thanks!

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484149 09/16/21 18:56 09/16/21 18:56
Joined: Aug 2021 Posts: 237 L Lapsa Member
Lapsa Member L Joined: Aug 2021 Posts: 237	I can't read that README.md. Triggering typos. gj anyhow Code LOG_DEBUG("BorkerHisotry Not to make fun in case you dyslexic. I just find it extremely distracting. Last edited by Lapsa; 09/16/21 18:57.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484152 09/16/21 21:35 09/16/21 21:35
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	Hi @kzhao, In addition to the above, I am not able to download prices via the Download script. Using REST, I get a "forbidden" error. Using Websockets, I get "NoData!"...

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484154 09/17/21 02:01 09/17/21 02:01
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdiV I verified that the generate asset list brokerCommand works over both REST and WebSocket. The command is not using WebSocket. Do you see Zorro prints the Asset in the log window like the following? Code GenAssetList compiling.......... Login 0 Alpaca.. !Use Alpaca market data !Account ********** at UTC 09-17 01:45 ok !Generating Asset List... !Asset PH. !Asset SO !Asset SUI !Asset WEC Logout.. ok If you add Quote AlpacaLogLevel = 5 in Zorro.ini then run the script, do you see any error in the Alpaca log file? To get all symbols, use Code brokerCommand(2001, 0); All symbols mean all tradeable symbols returned from https://api.alpaca.markets/v2/asssets endpoint. Last edited by kzhao; 09/17/21 02:54.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484155 09/17/21 02:25 09/17/21 02:25
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	Thanks @kzhao. No. Zorro only prints the first 4 lines and the last Logout. It does not print the Generating nor Asset lines. LogLevel=5 shows error "Failed to open ./Log/AssetsAlpaca file". Which is interesting because AssetsAlpaca.csv is there, but empty.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484156 09/17/21 03:03 09/17/21 03:03
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdlV The plugin is unable to open the AssetsAlpaca.csv file. Is the file opened by another application? Please close Zorro, make sure there are no other Zorro instances running in the Task Window, and make sure the file is not opened by another application. Or you can delete the AssetsAlpaca.csv file. Then give it another try.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484157 09/17/21 03:13 09/17/21 03:13
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 "API Breaking Change...", I don't know what is the null return looks like exactly. I asked in Alpaca's Slack channel but never get a reply. It seems it is a rare situation. I will keep an eye on it and will address it properly when it happens.

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.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484170 09/17/21 18:58 09/17/21 18:58
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	@kzhao, Regenerated the API key - same forbidden error. Which only happens after the 1st asset - if asset 1 works, why don't assets 2+? Is there a further LogLevel greater than 6 that will show the complete interaction with Alpaca? Thanks.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484171 09/17/21 21:02 09/17/21 21:02
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdlV I have no idea why assets 2+ are forbidden. That is Alpaca's response. At this point, I'd contact Alpaca to find out what is the reason.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484172 09/17/21 21:07 09/17/21 21:07
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdlV Aha, the get snapshot returns forbidden is because there is a space before the symbol. Please make sure the assets are separated with a comma without any spaces. Quote https://data.alpaca.markets/v2/stocks/ SO/snapshot Last edited by kzhao; 09/17/21 21:08.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484173
09/17/21 21:29 09/17/21 21:29

Joined: Jun 2013
Posts: 1,609

DdlV

Serious User

DdlV

Serious User

Joined: Jun 2013
Posts: 1,609

Thanks @kzhao, but that's not it. Same result without spaces:

Code

2021-09-17 21:15:55 | DEBUG | --> https://data.alpaca.markets/v2/stocks/SO/snapshot
2021-09-17 21:15:56 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 21:15:57 | DEBUG | --> https://data.alpaca.markets/v2/stocks/SUI/snapshot
2021-09-17 21:15:58 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 21:15:58 | DEBUG | --> https://data.alpaca.markets/v2/stocks/WEC/snapshot
2021-09-17 21:15:59 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 21:15:59 | DEBUG | close file

And if I break it into 4 separate brokerCommand's:

Code

2021-09-17 21:23:02 | DEBUG | --> https://data.alpaca.markets/v2/stocks/PH/snapshot
2021-09-17 21:23:03 | TRACE2 | <-- {"symbol":"PH","latestTrade":{"t":"2021-09-17T19:59:23.438575225Z","x":"V","p":287.85,"s":100,"c":[" "],"i":56480353247027,"z":"A"},"latestQuote":{"t":"2021-09-17T19:59:59.68236824Z","ax":"V","ap":0,"as":0,"bx":"V","bp":0,"bs":0,"c":["R"],"z":"A"},"minuteBar":{"t":"2021-09-17T19:59:00Z","o":287.85,"h":287.85,"l":287.85,"c":287.85,"v":862,"n":22,"vw":287.785162},"dailyBar":{"t":"2021-09-17T04:00:00Z","o":293.855,"h":293.855,"l":285.27,"c":287.85,"v":59433,"n":2556,"vw":287.336592},"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 21:23:03 | DEBUG | close file
2021-09-17 21:23:03 | DEBUG | --> https://data.alpaca.markets/v2/stocks/SO/snapshot
2021-09-17 21:23:05 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 21:23:05 | DEBUG | close file
2021-09-17 21:23:05 | DEBUG | --> https://data.alpaca.markets/v2/stocks/SUI/snapshot
2021-09-17 21:23:06 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 21:23:06 | DEBUG | close file
2021-09-17 21:23:06 | DEBUG | --> https://data.alpaca.markets/v2/stocks/WEC/snapshot
2021-09-17 21:23:07 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 21:23:07 | DEBUG | close file

And if I put WEC first, again no error on the first asset, only the following ones:

Code

2021-09-17 21:26:44 | DEBUG | --> https://data.alpaca.markets/v2/stocks/WEC/snapshot
2021-09-17 21:26:46 | TRACE2 | <-- {"symbol":"WEC","latestTrade":{"t":"2021-09-17T19:59:48.717084597Z","x":"V","p":90.73,"s":100,"c":[" "],"i":56485083113038,"z":"A"},"latestQuote":{"t":"2021-09-17T19:59:57.170214559Z","ax":"V","ap":0,"as":0,"bx":"V","bp":0,"bs":0,"c":["R"],"z":"A"},"minuteBar":{"t":"2021-09-17T19:59:00Z","o":90.81,"h":90.815,"l":90.73,"c":90.73,"v":1543,"n":23,"vw":90.77581},"dailyBar":{"t":"2021-09-17T04:00:00Z","o":91.13,"h":91.67,"l":90.72,"c":90.73,"v":41329,"n":886,"vw":91.123337},"prevDailyBar":{"t":"2021-09-16T04:00:00Z","o":92.55,"h":92.55,"l":91.17,"c":91.54,"v":27346,"n":606,"vw":91.715505}}
2021-09-17 21:26:46 | DEBUG | close file
2021-09-17 21:26:46 | DEBUG | --> https://data.alpaca.markets/v2/stocks/PH/snapshot
2021-09-17 21:26:47 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 21:26:47 | DEBUG | close file
2021-09-17 21:26:47 | DEBUG | --> https://data.alpaca.markets/v2/stocks/SO/snapshot
2021-09-17 21:26:48 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 21:26:48 | DEBUG | close file
2021-09-17 21:26:48 | DEBUG | --> https://data.alpaca.markets/v2/stocks/SUI/snapshot
2021-09-17 21:26:50 | TRACE2 | <-- {"message": "forbidden."}

2021-09-17 21:26:50 | DEBUG | close file

So I don't think it's the account?

Thanks.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484174 09/17/21 21:43 09/17/21 21:43
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	@kzhao, Is there a LogLevel or some other way to show the full commands being sent to Alpaca? Thanks.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484175 09/17/21 21:48 09/17/21 21:48
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdIV For the Download, it seems that Alpaca changed the timeframe from 1D to 1Day. When I tried the download, I got "invalid timeframe". Not sure if Alpaca had just changed the response message. Anyway, I will fix both of the issues this weekend. Thanks

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484176 09/17/21 21:55 09/17/21 21:55
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	No - Thank YOU!

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484177 09/17/21 22:34 09/17/21 22:34
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdIV That is really strange. I have no idea why other snapshot requests are forbidden. If you launch Zorro from a terminal by "Zorro.exe -d", then run the script, you will see debug logging in the strategy's log (not the Alpacal log)

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484178 09/17/21 22:39 09/17/21 22:39
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdIV I got the response from Alpaca in the Slack: Quote It appears you haven’t signed up for the “unlimited” data plan? or are using keys from an account that isn’t associated with that plan. Notice in your debugging the line Alpaca Basic Plan. Adjust end to 1631894271 That implies the API thinks you only have the basic data plan which restricts access to the most recent 15 minutes of data.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484179 09/17/21 23:05 09/17/21 23:05
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	Thanks @kzhao! Hmmm... It's true I haven't signed up for unlimited. But... I think we should separate the issues: GenAssetList: What does the data plan have to do with this?! Even if it's only 15 mins, why does that impact subsequent assets? Download: I'm trying to download EOD data, for which a 15 min limit makes no sense... Thanks.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484180 09/18/21 00:00 09/18/21 00:00
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdIV Agree, Alpaca's response does not convince me either, because I have adjusted the end time to 15 minutes before the request time, and the first snapshot returned data. I'd expect that all the requests returned forbidden. I have asked a follow-up question.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484200 09/20/21 14:43 09/20/21 14:43
Joined: Sep 2019 Posts: 63 Naperville K kzhao OP Junior Member
kzhao OP Junior Member K Joined: Sep 2019 Posts: 63 Naperville	@DdIV I tried the Basic plan in a paper account, I didn't get the "forbidden" response from Alpaca. I'm not sure if you see the "forbidden" in the live account. Please try the new v1.1.0 release. If Alpaca still responses with "forbidden", you probably should contact Alpaca support to figure out what is the reason.

Re: AlpacaZorroPlugin v1.0.6 Released [Re: kzhao] #484204 09/20/21 21:59 09/20/21 21:59
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	@kzhao, The bottom line is that the plugin is NOT compatible with 1.96. It (so far) works fine with 2.40.9 - no more "forbidden" errors; and with v1.1.0 the EOD Download also works. If I run into any other issues, I will post them in the v1.1.0 thread. Many thanks!

Page 1 of 4

Moderated by Petra