DataLoader Question

How to Control that DataLoader.BeginLoadData is ending loading?

Hello Alexxx,

Some users have added thread blocking code to do that. We still recommend using sleeps (Thread.Sleep(100);). Waiting can also be implemented with the help of events. Please check the attached code.

Can u advice me?

I`m using Dataloader to load stream trade/ask/bid in period Bars.Time[31] => Bars.Time[1] on every close bar in tick resolution. In Dataloader using Thread.Sleep(200) for waiting full data on last 30 bars. But its so long testing on playback.
How I can optimize speed of testing?

In order to get the best performance please use the events instead of sleeps.

Hi,

Is there a way to capture the price, volume and timestamp updates to the method OnData and display them in the output screen for the previously posted code shown below?

Request.QuoteField = RequestQuoteField.Trade;
DataLoader.BeginLoadData(Request, OnData, null);

Request.QuoteField = RequestQuoteField.Ask;
DataLoader.BeginLoadData(Request, OnData, null);

Request.QuoteField = RequestQuoteField.Bid;
DataLoader.BeginLoadData(Request, OnData, null);

Thanks

Thanks. I did as you said.

Hi,

Is there a way to capture the price, volume and timestamp updates to the method OnData and display them in the output screen for the previously posted code shown below?

Request.QuoteField = RequestQuoteField.Trade;
DataLoader.BeginLoadData(Request, OnData, null);

Request.QuoteField = RequestQuoteField.Ask;
DataLoader.BeginLoadData(Request, OnData, null);

Request.QuoteField = RequestQuoteField.Bid;
DataLoader.BeginLoadData(Request, OnData, null);

Thanks

You can use Output.WriteLine to do that.

A sample code that subscribes to realtime data and outputs the realtime bar values in Output tab of PLEditor window can be found here.

Releated article in MultiCharts.NET-Programming Guide:
4.7.4 Receiving the data for any symbol and any resolution. DataLoader.

Hi,

Thank you for your response.

I am still unable to make the code work.

The working example you provided deals with "Bar" data.

I am requesting a working example of "RequestQuoteField" data.

I need " Volume, Price, and TimeStamp" for Bid, Ask, and Trade updates from the data provider.

Also the instructions on collecting QuoteField data uses different instruments for bid and ask.

I need bid and ask for the same instrument.

What is the correct symbol name for CL?

I tried "CLEZ14" and "CLE/Z14" but neither complied.

Thanks

RJay33, which instrument do you use ?
Please provide the code you are using and specify the particular difficulty you have with it.

Hi,

I just want to let you guys know that I am a 3rd party developer on another trading platform.

I was requested to branch out onto your platform by someone looking to private label your .NET platform.

To get a feel for your platform I took on two projects.

------------------------------------------------------------------------------------------------------
First, create an indicator that duplicates the time and sales window in the output window.

I needed Bid, Ask, and Trade data from the exchange in real time to make this happen.

I could not find this data on your platform. This project is at a standstill.
------------------------------------------------------------------------------------------------------
This led to project two. Build a Method that allows for easy access to the exchange data that updates in real time.

I am trying to use your dataloader to create this Method.

Here is the code so far.

Symbol fields are commented out because the symbols will not compile.

What are the correct symbol names for CL, TF, and ES?

Because I have never been to school to learn programming, I need a little help.

I know which updates are Bid, Ask, and Trade.

I do not know how to access the Price, Volume, and TimeStamp of each update from the exchange.

The platform I currently use provides a Method that has all this information that programmers can access in real time when the markets are open.

If possible, please provide code of a working example of how to access these updates from the exchange on this platform for the benefit of all coders here and please consider adding it to your platform as a standard feature in the future.

Thanks

Hi,

I just want to let you guys know that I am a 3rd party developer on another trading platform.

I was requested to branch out onto your platform by someone looking to private label your .NET platform.

To get a feel for your platform I took on two projects.

------------------------------------------------------------------------------------------------------
First, create an indicator that duplicates the time and sales window in the output window.

I needed Bid, Ask, and Trade data from the exchange in real time to make this happen.

I could not find this data on your platform. This project is at a standstill.
------------------------------------------------------------------------------------------------------
This led to project two. Build a Method that allows for easy access to the exchange data that updates in real time.

I am trying to use your dataloader to create this Method.

Here is the code so far.

Code: Select all

using System;
using System.Drawing;
using System.Linq;
using PowerLanguage.Function;
using System.Collections.Generic;

namespace PowerLanguage.Indicator{

public class BidAskDataLoader : IndicatorObject
{

public BidAskDataLoader(object _ctx):base(_ctx){}

public delegate void LoadDataCallback(IDataLoaderResult Result);

private IDataLoaderResult iRes;

private IPlotObject plot1;

private IPlotObject m_spreadPlot;



protected override void Create() {

plot1 = AddPlot(new PlotAttributes("", EPlotShapes.Line, Color.Red));
m_spreadPlot = AddPlot(new PlotAttributes("", EPlotShapes.Line, Color.Red));
}

protected override void StartCalc() {

Output.Clear();
iRes = null;

InstrumentDataRequest Req = Bars.Request;
Req.Resolution = new Resolution { Size = 1, Type = EResolution.Tick };
Req.Subscribe2RT = true;

Req.Range = DataRequest.CreateBarsBack(DateTime.Now, 1);
Req.FilterOutOfRangeData = true;
Req.Subscribe2RT = true;

Req.QuoteField = RequestQuoteField.Trade;
// Request.Symbol = "CLEZ14";
DataLoader.BeginLoadData(Req, OnData, null);


Req.QuoteField = RequestQuoteField.Ask;
// Request.Symbol = "CLEZ14";
DataLoader.BeginLoadData(Req, OnData, null);


Req.QuoteField = RequestQuoteField.Bid;
// Request.Symbol = "CLE/Z14";
DataLoader.BeginLoadData(Req, OnData, null);

}

public void OnData(IDataLoaderResult Result)
{
if (Result.Request.QuoteField == RequestQuoteField.Ask)Output.WriteLine("Bars.StatusLine.Ask = {0}", RequestQuoteField.Ask );

if (Result.Request.QuoteField == RequestQuoteField.Bid)Output.WriteLine("Bars.StatusLine.Bid = {0}", RequestQuoteField.Bid );

if (Result.Request.QuoteField == RequestQuoteField.Trade)Output.WriteLine("Bars.StatusLine.Trade = {0}", RequestQuoteField.Trade );

Output.WriteLine("-------------------");

}


protected override void CalcBar(){
// indicator logic
plot1.Set(Bars.Close[0]);
}
}
}

Symbol fields are commented out because the symbols will not compile.

What are the correct symbol names for CL, TF, and ES?

Because I have never been to school to learn programming, I need a little help.

I know which updates are Bid, Ask, and Trade.

I do not know how to access the Price, Volume, and TimeStamp of each update from the exchange.

The platform I currently use provides a Method that has all this information that programmers can access in real time when the markets are open.

If possible, please provide code of a working example of how to access these updates from the exchange on this platform for the benefit of all coders here and please consider adding it to your platform as a standard feature in the future.

Thanks

1. Better if you will programming in Visual Studio
2. Price, Time and Volume of update in "Result.RTData.Value"

RJay33, the "Request" variable is not declared in your code.

Thanks guys,

These posts give me something to chew on.

I have another question that is a little off topic for this thread.

In the OnData Method displayed in prior post, I would like to call an update to the CalcBar() Method.

It looks like this:

public void OnData(IDataLoaderResult Result)
{
if(xxxxxxxxxxx)CalcBar();
}

It compiles ok but when I add the study to the chart, I get a popup error message attached below.
Any suggestions on a resolution?

Thanks

RJay33, CalcBar cannot be called from a different thread. While OnData is called from a different thread. You need to create a singleton class, feed the data into it using OnData, read the data from it using CalcBar. In order to call CalcBar more often - you can use RecalcLastbarAfter.