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Live trading error: Did not have current price for

Posted By ywlee 2 Years Ago
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Posted Friday May 15 2015
Hi

I'm using IQFeed for the live data and IB for the broker.

I'm using 5 minute bars with bar.count > 24.

After I start the live system and its running for a couple of minutes, I get the error "Did not have current price for <Symbol>" (which in my case it is AUDUSD). Then the live trading stops and I have to click on the "Start Live Trading" again.

I'm I missing a setting here?

I'm aware that the live trading is accumulating bar data (ie 5 min x 24 bars = 2 hours worth).  

Should I turn on "Save Tick Data" to "Yes" under "Real Time Data"?

Here is the error message. I'm on build 54.

Did not have current price for AUD/USD
 at RightEdge.Common.SystemStatistics.OrderFilled(BarStatistic stats, TradeInfo trade, PositionInfo position, Double lastPrice, IAccountInfo accountInfo, Dictionary`2 positionValues)
 at RightEdge.Common.SystemStatistics.OrderFilled(TradeInfo trade, PositionInfo position, Double lastPrice, IAccountInfo accountInfo)
 at RightEdge.Common.BaseSystemHistory.SimNewBar(NewBarEventArgs newBars)
 at RightEdge.Common.Internal.SystemRunner.UpdateObjects(FrequencyNewBarEventArgs args)
 at RightEdge.Common.Internal.SystemRunner.ProcessBarEvents(IEnumerable`1 eventList)
 at RightEdge.Common.FrequencyManager.SendPendingBars()
 at RightEdge.Common.FrequencyManager.UpdateTime(DateTime dateTime)
 at RightEdge.Common.FrequencyManager.ProcessTick(Symbol symbol, TickData tick)
 at RightEdge.Common.Internal.SystemRunner._tickGenerator_NewTick(Object sender, NewTickEventArgs e)
 at RightEdge.Common.TickGenerator.ProcessTick(NewTickEventArgs args)
 at RightEdge.Common.Internal.SystemRunner.ProcessTick(Symbol symbol, TickData tick)
 at RightEdge.Shared.SystemWrapper.ProcessTicks(Boolean moreTicksPending)
 at RightEdge.Shared.SystemWrapper.ProcessTicks(Boolean moreTicksPending)
 at RightEdge.Shared.TradingModuleWrapper.ProcessTicks(List`1 ticks, Boolean moreTicksPending)
 at RightEdge.LiveSystemwindow.x8c3b46858f2d1101()


Posted Thursday May 21 2015
Are you still having problems with this?  I think it may have been related to the time zone issue which you resolved.

Thanks,
Daniel


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