Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
3 registered members (VoroneTZ, monk12, Quad), 829 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Page 1 of 3 1 2 3
AlpacaZorroPlugin v1.1.0 Released #484199
09/20/21 14:37
09/20/21 14:37
Joined: Sep 2019
Posts: 63
Naperville
K
kzhao Offline OP
Junior Member
kzhao  Offline OP
Junior Member
K

Joined: Sep 2019
Posts: 63
Naperville

Re: AlpacaZorroPlugin v1.1.0 Released [Re: kzhao] #484208
09/21/21 14:12
09/21/21 14:12
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,609
Hi @kzhao,

This will be a bit vague in case it's a known issue (or somehow my fault laugh ) so we don't waste a lot of time. A script fails to subscribe and download prices over REST for assets 2+ giving Zorro Error 054 - invalid price. Changing only to Websocket the script works. Is this expected?

Thanks.

Re: AlpacaZorroPlugin v1.1.0 Released [Re: kzhao] #484210
09/21/21 15:37
09/21/21 15:37
Joined: Sep 2019
Posts: 63
Naperville
K
kzhao Offline OP
Junior Member
kzhao  Offline OP
Junior Member
K

Joined: Sep 2019
Posts: 63
Naperville
@DdlV

I have seen Error 054 as well. I believe it was caused by an empty market. If you set LogLevel=6, you will see that the ask price/size, is 0 in the snapshot response.

Last edited by kzhao; 09/21/21 15:45.
Re: AlpacaZorroPlugin v1.1.0 Released [Re: kzhao] #484225
09/22/21 19:09
09/22/21 19:09
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,609
@kzhao,

Error 054: Maybe... It seems to only happen on the 1st asset... And maybe only in Trade, not Test... Processing seems to continue without a problem...

Prices download (EOD): LogLevel=6 is showing multiple downloads for each asset:

- The requested date range, possibly shortened by Alpaca (with a Basic data plan message)
- A reduced date range beginning with the requested start date and ending with a different date - don't know where the latter comes from
- 2 or more additional download (attempts) beginning with the requested start date and ending days later, each time decreasing by 1 day and returning 0 bars

Is this expected?

Thanks.

Re: AlpacaZorroPlugin v1.1.0 Released [Re: kzhao] #484236
09/23/21 21:42
09/23/21 21:42
Joined: Sep 2019
Posts: 63
Naperville
K
kzhao Offline OP
Junior Member
kzhao  Offline OP
Junior Member
K

Joined: Sep 2019
Posts: 63
Naperville
@DdlV

Error 054 won't happen in Test mode because in Test mode Zorro doesn't request market data from Broker.

For the download:
1. The plugin adjusts the end time to 15 minutes prior to now (the DateTime when the function is called) otherwise Alpaca will reject the request. Alpaca might shorten the range if there is not enough data available on their end.
2. Ending date changes because Zorro only requests a limited number of bars. After the plugin returned the bars, Zorro often sends another request with the same start date and different end data.
3. When there are no more data available within the given range, 0 bars are turned to Zorro. Zorro often sends a couple of more requests with the end date decreasing by 1, I think that is Zorro’s way to make sure no data are missing.

Re: AlpacaZorroPlugin v1.1.0 Released [Re: kzhao] #484241
09/24/21 12:05
09/24/21 12:05
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,609
Thanks @kzhao!

Error 054: I will let you know if it happens in Test (since I am getting (History) data in Test); and if it causes a problem in Trade.

Download:
1. Not sure what 15 mins has to do with EOD data. laugh Yes, I have seen the Alpaca adjust start date messages.
2. I saw request for, say, 2016 to today (2021) all successfully downloaded, followed by a request for 2016 to (sometime in) 2017, also successfully downloaded. Not sure why - seems a waste of bandwidth. But from what you say it's Zorro's issue, not yours.
3. Yes, this is what I see; except "couple of more" seems to vary from 2 to 5+ tries - no idea why, but also Zorro's issue.

Thanks.

Re: AlpacaZorroPlugin v1.1.0 Released [Re: kzhao] #484276
09/29/21 07:55
09/29/21 07:55
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,609
@kzhao,

Alpaca Historical EOD data does not appear to be split-adjusted (nor dividend-adjusted?). Is there a setting I'm missing or some other way to get adjusted Historical EOD data?

Thanks.

Re: AlpacaZorroPlugin v1.1.0 Released [Re: kzhao] #484278
09/29/21 12:50
09/29/21 12:50
Joined: Sep 2019
Posts: 63
Naperville
K
kzhao Offline OP
Junior Member
kzhao  Offline OP
Junior Member
K

Joined: Sep 2019
Posts: 63
Naperville
Alpaca doesn't provide adjusted data at the moment. I heard the adjusted data is coming soon.

Re: AlpacaZorroPlugin v1.1.0 Released [Re: kzhao] #484279
09/29/21 16:09
09/29/21 16:09
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,609
@kzhao,

Ah... The infamous "soon"! laugh

I thought I'd read something like that, but couldn't find it...

Oh well... Now to try to figure out what best to do until when/if "soon" arrives...

Thanks.

Re: AlpacaZorroPlugin v1.1.0 Released [Re: kzhao] #484497
11/01/21 21:13
11/01/21 21:13
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,609
Hi @kzhao,

Code
brokerCommand(2001, char *symbols);


Will generate a csv of all the Assets in *symbols.

Is there an easy/quick way to get only the Assets in *symbols that have some minimum amount of History data available?

Thanks.

Page 1 of 3 1 2 3

Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1