Hi,
I've been trying to use a live data source to get symbols and add them to my universe. The code is only cycling through once and grabbing a single symbol from the subscription source. I'd like the code to grab every symbol on a particular day.
Best,
-Travis
Back
Indexing Symbols From Live Data Source
Could you attach your algorithm logs from your live run so I can help you further? Thanks.
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Here you go!
2016-03-10 14:54:45 : Launching analysis for L-0603b0e72fb63058c6d872537adf9c3a with LEAN Engine v2.2.0.1.1732016-03-10 15:20:43 Algorithm Stopped
2016-03-10 15:20:43 : Algorithm Id:(L-0603b0e72fb63058c6d872537adf9c3a) completed in 1558.36 seconds at 0k data points per second. Processing total of 2 data points.2016-03-10 15:23:42 Launching analysis for L-3c1c8f0ff3fca0def786c4a1bd0b241f with LEAN Engine v2.2.0.1.173
2016-03-10 15:34:44 : Algorithm Stopped
2016-03-10 15:34:44 : Algorithm Id:(L-3c1c8f0ff3fca0def786c4a1bd0b241f) completed in 662.35 seconds at 0k data points per second. Processing total of 663 data points.2016-03-10 15:39:54 Launching analysis for L-39f50d64be739bad2df96583c89e475c with LEAN Engine v2.2.0.1.173
2016-03-10 15:40:07 : Algorithm Stopped
2016-03-10 15:40:07 : Algorithm Id:(L-39f50d64be739bad2df96583c89e475c) completed in 12.83 seconds at 0k data points per second. Processing total of 13 data points.2016-03-10 17:02:24 Launching analysis for L-aeed508b88465f5a134638a3eaf9a9f4 with LEAN Engine v2.2.0.1.1732016-03-10 18:51:25 Algorithm Stopped
2016-03-10 18:51:25 : Algorithm Id:(L-aeed508b88465f5a134638a3eaf9a9f4) completed in 6541.21 seconds at 0k data points per second. Processing total of 6,411 data points.2016-03-10 18:51:55 Launching analysis for L-1cfc4973e879e127c08aeafbc5c96ef4 with LEAN Engine v2.2.0.1.1732016-03-11 09:30:01 New Order Event: Id:1 Symbol:CAS R735QTJ8XC9X Quantity:0 Status:Submitted
2016-03-11 09:30:01 : New Order Event: OrderId:1 Symbol:CAS R735QTJ8XC9X Quantity:0 Status:Submitted
2016-03-11 09:30:01 : New Order Event: Id:1 Symbol:CAS R735QTJ8XC9X Quantity:10 Status:Filled
2016-03-11 09:30:01 : New Order Event: OrderId:1 Symbol:CAS
2016-03-10 14:54:45 : Launching analysis for L-0603b0e72fb63058c6d872537adf9c3a with LEAN Engine v2.2.0.1.1732016-03-10 15:20:43 Algorithm Stopped
2016-03-10 15:20:43 : Algorithm Id:(L-0603b0e72fb63058c6d872537adf9c3a) completed in 1558.36 seconds at 0k data points per second. Processing total of 2 data points.2016-03-10 15:23:42 Launching analysis for L-3c1c8f0ff3fca0def786c4a1bd0b241f with LEAN Engine v2.2.0.1.173
2016-03-10 15:34:44 : Algorithm Stopped
2016-03-10 15:34:44 : Algorithm Id:(L-3c1c8f0ff3fca0def786c4a1bd0b241f) completed in 662.35 seconds at 0k data points per second. Processing total of 663 data points.2016-03-10 15:39:54 Launching analysis for L-39f50d64be739bad2df96583c89e475c with LEAN Engine v2.2.0.1.173
2016-03-10 15:40:07 : Algorithm Stopped
2016-03-10 15:40:07 : Algorithm Id:(L-39f50d64be739bad2df96583c89e475c) completed in 12.83 seconds at 0k data points per second. Processing total of 13 data points.2016-03-10 17:02:24 Launching analysis for L-aeed508b88465f5a134638a3eaf9a9f4 with LEAN Engine v2.2.0.1.1732016-03-10 18:51:25 Algorithm Stopped
2016-03-10 18:51:25 : Algorithm Id:(L-aeed508b88465f5a134638a3eaf9a9f4) completed in 6541.21 seconds at 0k data points per second. Processing total of 6,411 data points.2016-03-10 18:51:55 Launching analysis for L-1cfc4973e879e127c08aeafbc5c96ef4 with LEAN Engine v2.2.0.1.1732016-03-11 09:30:01 New Order Event: Id:1 Symbol:CAS R735QTJ8XC9X Quantity:0 Status:Submitted
2016-03-11 09:30:01 : New Order Event: OrderId:1 Symbol:CAS R735QTJ8XC9X Quantity:0 Status:Submitted
2016-03-11 09:30:01 : New Order Event: Id:1 Symbol:CAS R735QTJ8XC9X Quantity:10 Status:Filled
2016-03-11 09:30:01 : New Order Event: OrderId:1 Symbol:CAS
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After working on it a bit more I realized
where d.TopGainersRank
is what the algorithm is buying. I've changed it to
orderby d.TopGainersRank descending
to hopefully display or sort the list. I've also put in a while statement that runs in the trade bars class.
while (count
0
2016-03-11 15:52:00 : New Order Event: Id:1 Symbol:RYI VSV29HNAO411 Quantity:0 Status:Submitted
2016-03-11 15:52:00 : New Order Event: OrderId:1 Symbol:RYI VSV29HNAO411 Quantity:0 Status:Submitted
2016-03-11 15:52:00 : New Order Event: Id:1 Symbol:RYI VSV29HNAO411 Quantity:10 Status:Filled
2016-03-11 15:52:00 : New Order Event: OrderId:1 Symbol:RYI VSV29HNAO411 Quantity:10 Status:Filled
2016-03-11 15:52:01 : New Order Event: Id:2 Symbol:RYI VSV29HNAO411 Quantity:0 Status:Submitted
2016-03-11 15:52:01 : New Order Event: Id:2 Symbol:RYI VSV29HNAO411 Quantity:10 Status:Filled
2016-03-11 15:52:01 : New Order Event: OrderId:2 Symbol:RYI VSV29HNAO411 Quantity:0 Status:Submitted
2016-03-11 15:52:01 : New Order Event: OrderId:2 Symbol:RYI VSV29HNAO411 Quantity:10 Status:Filled
2016-03-11 15:52:02 : New Order Event: Id:3 Symbol:RYI VSV29HNAO411 Quantity:0 Status:Submitted
2016-03-11 15:52:02 : New Order Event: Id:3 Symbol:RYI VSV29HNAO411 Quantity:10 Status:Filled
2016-03-11 15:52:02 : New Order Event: OrderId:3 Symbol:RYI VSV29HNAO411 Quantity:0 Status:Submitted
2016-03-11 15:52:02 : New Order Event: OrderId:3 Symbol:RYI VSV29HNAO411 Quantity:10 Status:Filled
2016-03-11 15:52:03 : New Order Event: Id:4 Symbol:RYI VSV29HNAO411 Quantity:0 Status:Submitted
2016-03-11 15:52:03 : New Order Event: Id:4 Symbol:RYI VSV29HNAO411 Quantity:10 Status:Filled
2016-03-11 15:52:03 : New Order Event: OrderId:4 Symbol:RYI VSV29HNAO411 Quantity:0 Status:Submitted
2016-03-11 15:52:03 : New Order Event: OrderId:4 Symbol:RYI VSV29HNAO411 Quantity:10 Status:Filled
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sorry for all the responses, the comment wasnt formatting correctly
while count is less than or = 100
count ++
or count = count + 1
I'll have to wait till Monday to test this out because the market is already closed but if you have any insight before then I'd love to hear it
Best,
-Travis
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Travis,
If you don't mind me asking, what data subscription do you have? I'm looking to get a realtime data feed that will allow me to filter based on the rate of volume change. I eventually want to develop an algorithm that executes systematic trading but I'd like to first start with simply being notified when such a condition arises. I'm trying to find an example to clone that will put me in the neighborhood of this.
0
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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