EL PriceSeriesProvider

noamico · (login for full post details)

I'm really struggling with PSP. I got it to work at first. wanted to fetch data and everything worked smoothly. then, all of the sudden it's not loading any data even though it's stating that the state is loaded:

CODE :

method void on_Update( elsystem.Object sender, tsdata.marketdata.PriceSeriesUpdatedEventArgs args )
begin
print("updateee -- ", args.Reason.ToString());
end;

method void on_StateChanged( elsystem.Object sender, tsdata.common.StateChangedEventArgs args )
variables:
PriceSeriesProvider PPEvent;

begin
PPEvent = sender astype PriceSeriesProvider;
print("State: ", PPEvent.State.ToString());

switch PPEvent.State
begin

case DataState.loading:
break;

case DataState.unloaded:
break;

case DataState.failed:
break;

case DataState.loaded:
print("count :", PPEvent.Count);

total_volume_shares = 0;
total_volume_ticks = 0;
high_of_period = 0;
time_of_high = null;
low_of_period = 0;
time_of_low = null;
test = test + 1;

For x = PSP.Count - 1 DownTo 0 begin
//Print(PSP.Time[x].ToString(), " , ",PSP.Open[x], " , ",PSP.High[x], " , ",PSP.Low[x], " , ",PSP.Close[x]);

total_volume_shares = total_volume_shares + PSP.Volume[x];
total_volume_ticks = total_volume_ticks + PSP.Ticks[x];
If high_of_period < PSP.High[x] then begin
high_of_period = PSP.High[x];
time_of_high = PSP.Time[x];
time_of_high.AddMinutes(-1);
end;
If low_of_period > PSP.Low[x] or low_of_period = 0 then begin
low_of_period = PSP.Low[x];
time_of_low = PSP.Time[x];
time_of_low.AddMinutes(-1);
end;
end;

Print(PSP.Symbol, ", HIGH : ", high_of_period, ", HIGH_TIME : ", time_of_high.Format("%m/%d/%Y %H:%M:%S"),
", LOW : ", low_of_period, ", LOW_TIME : ", time_of_low.Format("%m/%d/%Y %H:%M:%S"), ", Volume (shares) - ", total_volume_shares, ", Volume (shares) - ", total_volume_ticks);

DataSheet.Cells[1, 3] = "erwerwerew";
DataSheet.Cells[1, 5] = 2222222;
DataSheet.Cells[3, 9] = time;
DataSheet.Cells[3, 10] = high_of_period;

//---------------------------------------------------------------------------------------------------
// With OP loaded then this could be an appropriate spot to initiate the setup of another provider,
// such as an Historical or a Realtime Orders Provider
//---------------------------------------------------------------------------------------------------
PSP = new tsdata.marketdata.PriceSeriesProvider;
//---------------------------
//psp
//---------------------------
Print(current_row, lastRow);
If current_row <= lastRow then begin
Print("ffff");
current_row = current_row + 1;

PSP.Symbol = DataSheet.Cells[2, current_row].ToString();
Value1 = ListS.PopFront(SymbolList111);
PSP.Interval.ChartType = tsdata.marketdata.DataChartType.Bars;
PSP.Interval.IntervalType = tsdata.marketdata.DataIntervalType.Minutes;
PSP.Interval.IntervalSpan = 1;
PSP.Interval.Name = "(Unknown name)";
PSP.Range.Type = tsdata.marketdata.DataRangeType.bars;
PSP.Range.FirstDate = DateTime.Parse("7/25/2019");
PSP.Range.LastDate = DateTime.Parse("7/25/2019");
PSP.Range.Name = "(Unknown name)";
PSP.IncludeVolumeInfo = true;
PSP.IncludeTicksInfo = true;
PSP.SessionName = "only Pre Market";
PSP.UseNaturalHours = false;
PSP.Realtime = true;
PSP.TimeZone = tsdata.common.TimeZone.exchange;
PSP.Name = "PSP";
PSP.Load = true;
//--------------------------------------------
// Events
//--------------------------------------------
PSP.updated += on_Update;
PSP.StateChanged += on_StateChanged;
Print("ffff444444");
end;
break;

end;
end;

Once Begin
ClearPrintLog;
Print("Log Header");
Value1 = ListS.PushBack(SymbolList111, "abil");
Value1 = ListS.PushBack(SymbolList111, "GOOG");
Value1 = ListS.PushBack(SymbolList111, "AMZN");

current_row = firstRow;
//---------------------------
//Workbook WB
//---------------------------
WB = new Workbook;
WB.FileName = ExcelFileNameWithPath;
WB.Shared = true;
WB.Visible = true;
WB.Load = true;
WB.SaveOnClose = true;
WB.Name = "Workbook1";

//---------------------------
//Sheet Sheet1
//---------------------------
DataSheet = WB.Sheets[ ExcelSheetName ];

PSP = new tsdata.marketdata.PriceSeriesProvider;
//---------------------------
//psp
//---------------------------
PSP.Symbol = DataSheet.Cells[2, current_row].ToString();
PSP.Interval.ChartType = tsdata.marketdata.DataChartType.Bars;
PSP.Interval.IntervalType = tsdata.marketdata.DataIntervalType.Minutes;
PSP.Interval.IntervalSpan = 1;
PSP.Interval.Name = "(Unknown name)";
PSP.Range.Type = tsdata.marketdata.DataRangeType.bars;
PSP.Range.FirstDate = DateTime.Parse("7/18/2019");
PSP.Range.LastDate = DateTime.Parse("7/18/2019");
PSP.Range.Name = "(Unknown name)";
PSP.IncludeVolumeInfo = true;
PSP.IncludeTicksInfo = true;
PSP.SessionName = "only Pre Market";
PSP.UseNaturalHours = false;
PSP.Realtime = true;
PSP.TimeZone = tsdata.common.TimeZone.exchange;
PSP.Name = "PSP";
PSP.Load = true;
//--------------------------------------------
// Events
//--------------------------------------------
PSP.updated += on_Update;
PSP.StateChanged += on_StateChanged;

End;

is there anyway for you to help ?

EL PriceSeriesProvider

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