Gamestudio Links
Zorro Links
Newest Posts
Price of entry with OrderDelay
by Zheka. 10/18/21 23:50
Easiest way to get 1m History?
by Grant. 10/18/21 22:31
Lapsa's very own thread
by Lapsa. 10/18/21 21:09
Is it possible to find robust systems?
by Mariano. 10/18/21 20:59
Orders not found
by dpn. 10/18/21 18:09
Sam Foster Sound | Experienced Game Composer for Hire
by titanicpiano14. 10/18/21 13:49
What are you working on?
by rayp. 10/17/21 12:01
AUM Magazine
Latest Screens
Tactics of World War I
Hecknex World
Scheherazade's Journey
Paradox Vector
Who's Online Now
11 registered members (Leohermoso, 3run, Lapsa, AndrewAMD, dpn, mk_1, Mariano, Grant, Quad, Dooley), 450 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
Mariano, KoenC, Cuttyflame, Chiller, Avedon
18694 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
AlpacaZorroPlugin v1.1.0 Released #484199
09/20/21 14:37
09/20/21 14:37
Joined: Sep 2019
Posts: 43
Naperville
K
kzhao Offline OP
Newbie
kzhao  Offline OP
Newbie
K

Joined: Sep 2019
Posts: 43
Naperville

Re: AlpacaZorroPlugin v1.1.0 Released [Re: kzhao] #484208
09/21/21 14:12
09/21/21 14:12
Joined: Jun 2013
Posts: 1,545
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,545
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: 43
Naperville
K
kzhao Offline OP
Newbie
kzhao  Offline OP
Newbie
K

Joined: Sep 2019
Posts: 43
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: 1,545
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,545
@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: 43
Naperville
K
kzhao Offline OP
Newbie
kzhao  Offline OP
Newbie
K

Joined: Sep 2019
Posts: 43
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: 1,545
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,545
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: 1,545
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,545
@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: 43
Naperville
K
kzhao Offline OP
Newbie
kzhao  Offline OP
Newbie
K

Joined: Sep 2019
Posts: 43
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: 1,545
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,545
@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.


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