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Strategies not being run
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Strategies not being run
I had to stop using 6.5 today. While running 3 strategies, one of the strategies would not be run. This behavior was inconsistent; it was not always the same symbol which would not run. The strategy would have the historical data fed to it, but OnBarUpdate would never be called with the real time data. I verified this by printing the value of Historical at the very beginning of OnBarUpdate. This appears to be working fine in 6.0. I was using Nasdaq symbols through the IQFeed adapter against the simulation account, using bars from 1 to 10 minutes. I don't have specific steps to reproduce but it occurred very frequently using the combination above, hopefully you will be able to reproduce.Tags: None
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I do see this entry in the log.xxx.txt file for the exact symbols I was having an issue with:
11/12/2007 1:16:25 PM|3|4|Cbi.MarketData.StartNow: exception caught: Item has already been added. Key in dictionary: 'ATHR' Key being added: 'ATHR'
What does this mean?
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I very seriously doubt that is the case, it's a new DB and I have added a few new symbols by hand. Also -- if I restart NT, the same symbol will work and a different one will fail. Is there any more information I can give to help figure out what's going on?
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