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 Post subject: TTAPI Provider Code
PostPosted: Tue Feb 08, 2011 5:15 pm 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 221
Hi using TTAPI. Getting a Provider error:

Id -1
Code -1

Object reference not set to an instance of an object. See trace log for details.

Local Log File Shows:

Sending TT_Price_Refresh 1344to TTVIA.prc.req.156 for prod FGBL type 1 exchange Eurex-G key FGBL032011 pfxClient 1 reqMask 5
Request TT_Price_Refresh 1344 for FGBL type 1 exchange Eurex-G serieskey FGBL032011 finished;Settlement pRICE = 12286

How do I correct this problem?


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 Post subject: Re: TTAPI Provider Code
PostPosted: Wed Feb 09, 2011 12:38 pm 
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Site Admin

Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

Could you find detailed error description in OQ log file (app_data\SmartQuant Ltd\OpenQuant\Framework\logs\log.txt) and post here...

Or, send me log file directly...

Regards,
Alex

_________________
SmartQuant Development Team


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 Post subject: Re: TTAPI Provider Code
PostPosted: Wed Feb 09, 2011 5:43 pm 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 221
Hi I cannot find the log files. I am using windows 7 btw. is there another way to find them?


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 Post subject: Re: TTAPI Provider Code
PostPosted: Wed Feb 09, 2011 6:53 pm 
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Site Admin

Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

type "echo %appdata%" (without quotes) in command line. it will show the path to app_data folder.

Regards,
Alex

_________________
SmartQuant Development Team


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 Post subject: Re: TTAPI Provider Code
PostPosted: Thu Feb 10, 2011 10:16 am 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 221
That is not working either. It does not seem to exist. Can you suggest anything else?


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 Post subject: Re: TTAPI Provider Code
PostPosted: Thu Feb 10, 2011 11:00 am 
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Site Admin

Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
It is possible that this folder is hidden by default.

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SmartQuant Development Team


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 Post subject: Re: TTAPI Provider Code
PostPosted: Thu Feb 10, 2011 12:10 pm 
Offline

Joined: Wed Aug 08, 2007 6:32 pm
Posts: 221
Yeah it was hidden. Thanks. Also having another issue with OQ yesterday around 13.44 OQ caused a conflict with X trader and i lost connection through Guardian. My system is extremely stable. never had problem except when OQ runs. Not sure what is happening but it seems like OQ is trying to arrest control and i lose connection till Guardian can resolve the issue. As you can imagine I was trading yesterday and lost connection which became a real problem.


08/02/2011 13:44:59 Provider: TT API
[color=#0000FF]Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.


08/02/2011 17:29:29 ########################
08/02/2011 17:29:31 OS : Microsoft Windows NT 6.1.7600.0
08/02/2011 17:29:31 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
08/02/2011 17:29:31 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
08/02/2011 17:29:31 CLR : 4.0.30319.1
08/02/2011 17:29:31 Initializing DataManager...
08/02/2011 17:29:47 ########################
08/02/2011 17:29:49 OS : Microsoft Windows NT 6.1.7600.0
08/02/2011 17:29:49 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
08/02/2011 17:29:49 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
08/02/2011 17:29:49 CLR : 4.0.30319.1
08/02/2011 17:29:49 Initializing DataManager...
03/11/2010 12:50:44 DateTime: 08/02/2011 17:35:24
Level: Critical
Source: Not defined.
Description: Exception of type 'System.OutOfMemoryException' was thrown.
Details: System.OutOfMemoryException: Exception of type 'System.OutOfMemoryException' was thrown.
at System.Collections.Generic.SortedList`2.set_Capacity(Int32 value)
at System.Collections.Generic.SortedList`2.EnsureCapacity(Int32 min)
at System.Collections.Generic.SortedList`2.Insert(Int32 index, TKey key, TValue value)
at System.Collections.Generic.SortedList`2.set_Item(TKey key, TValue value)
at SmartQuant.Data.MemorySeries`1.set_Item(DateTime datetime, Object value)
at SmartQuant.Series.DoubleSeries.Add(DateTime DateTime, Double Data)
at SmartQuant.Series.DoubleSeries.set_Item(DateTime DateTime, Double value)
at SmartQuant.Instruments.Performance.DUh2MhLWG(DateTime , Double , Double )
at SmartQuant.Instruments.Performance.N9uTd1Rt5(DateTime )
at SmartQuant.Instruments.Performance.mHI7TTaQB(Object , PositionEventArgs )
at SmartQuant.Instruments.Portfolio.3v5Ids7Gi(Position )
at SmartQuant.Instruments.Portfolio.eWeswAo2V(Object , TradeEventArgs )
at SmartQuant.Providers.TradeEventHandler.Invoke(Object sender, TradeEventArgs args)
at SmartQuant.Instruments.Instrument.mHI7TTaQB(TradeEventArgs )
at SmartQuant.Instruments.DataManager.eWeswAo2V(Object , TradeEventArgs )
at SmartQuant.Providers.ProviderManager.SVcCXL6Wk(Object , TradeEventArgs )
at SmartQuant.Providers.TradeEventHandler.Invoke(Object sender, TradeEventArgs args)
at SmartQuant.Simulation.SimulationDataProvider.eA3PLt3kl(IFIXInstrument , Trade )
at SmartQuant.Simulation.SimulationDataProvider.qYYCcf18X(SeriesObjectEventArgs )
at SmartQuant.Simulation.SeriesObjectEventHandler.Invoke(SeriesObjectEventArgs args)
at SmartQuant.Simulation.Simulator.CwT7rhCfY(IDataSeries , IDataObject )
at SmartQuant.Simulation.Simulator.V4CqelIw7()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
09/02/2011 07:04:07 ########################
09/02/2011 07:04:09 OS : Microsoft Windows NT 6.1.7600.0
09/02/2011 07:04:09 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
09/02/2011 07:04:09 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
09/02/2011 07:04:09 CLR : 4.0.30319.1
09/02/2011 07:04:09 Initializing DataManager...
09/02/2011 07:05:40 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.
[/color]


Here is the full log:


20/01/2011 08:24:21 ########################
20/01/2011 08:24:23 OS : Microsoft Windows NT 6.1.7600.0
20/01/2011 08:24:23 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
20/01/2011 08:24:23 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
20/01/2011 08:24:23 CLR : 4.0.30319.1
20/01/2011 08:24:23 Initializing DataManager...
20/01/2011 08:54:28 ########################
20/01/2011 08:54:30 OS : Microsoft Windows NT 6.1.7600.0
20/01/2011 08:54:30 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
20/01/2011 08:54:30 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
20/01/2011 08:54:30 CLR : 4.0.30319.1
20/01/2011 08:54:30 Initializing DataManager...
20/01/2011 09:02:17 ########################
20/01/2011 09:02:20 OS : Microsoft Windows NT 6.1.7600.0
20/01/2011 09:02:20 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
20/01/2011 09:02:20 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
20/01/2011 09:02:20 CLR : 4.0.30319.1
20/01/2011 09:02:20 Initializing DataManager...
20/01/2011 12:17:45 ########################
20/01/2011 12:17:47 OS : Microsoft Windows NT 6.1.7600.0
20/01/2011 12:17:47 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
20/01/2011 12:17:47 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
20/01/2011 12:17:47 CLR : 4.0.30319.1
20/01/2011 12:17:47 Initializing DataManager...
20/01/2011 13:01:49 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 13:01:49 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 13:03:42 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 13:03:42 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 13:06:45 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 13:06:45 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 13:07:36 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 13:07:36 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 13:08:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 13:08:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 18:00:47 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 18:00:47 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 18:01:40 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 18:01:40 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 18:02:10 Provider: TT API
Id: -1
Code: -1
Message: OnNotifyQuoteNotFound: SeriesKey=6B Jan11 FUTURE

20/01/2011 18:02:10 Provider: TT API
Id: -1
Code: -1
Message: OnNotifyTradeNotFound: SeriesKey=6B Jan11 FUTURE

20/01/2011 18:04:51 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 18:04:51 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 18:05:59 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 18:05:59 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 18:07:09 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 18:07:09 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

20/01/2011 19:00:08 Provider: TT API
Id: -1
Code: -1
Message: XT Unavailable

21/01/2011 07:09:54 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:09:54 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:15:30 ########################
21/01/2011 07:15:32 OS : Microsoft Windows NT 6.1.7600.0
21/01/2011 07:15:32 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
21/01/2011 07:15:32 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
21/01/2011 07:15:32 CLR : 4.0.30319.1
21/01/2011 07:17:10 ########################
21/01/2011 07:17:12 OS : Microsoft Windows NT 6.1.7600.0
21/01/2011 07:17:12 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
21/01/2011 07:17:12 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
21/01/2011 07:17:12 CLR : 4.0.30319.1
21/01/2011 07:17:12 Initializing DataManager...
21/01/2011 07:19:42 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:42 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:43 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:43 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:43 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:43 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:43 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:43 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:43 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:43 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:19:44 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:20:55 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:20:55 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:22:17 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:22:17 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:25:25 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:25:25 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:32:46 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 07:32:46 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 08:05:50 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

21/01/2011 13:50:45 System.FormatException: String was not recognized as a valid DateTime.
at System.DateTimeParse.ParseExact(String s, String format, DateTimeFormatInfo dtfi, DateTimeStyles style)
at OpenQuant.Data.Import.CSV.Engine.ParseDateTime(String str, String format)
at OpenQuant.Data.Import.CSV.Engine.ParseTime(String str, String format)
at OpenQuant.Data.Import.CSV.Engine.GetDateTime()
at OpenQuant.Data.Import.CSV.TradeEngine.Process()
at OpenQuant.Data.Import.CSV.Engine.ProcessFile(FileInfo file)
21/01/2011 13:51:39 System.FormatException: String was not recognized as a valid DateTime.
at System.DateTimeParse.ParseExact(String s, String format, DateTimeFormatInfo dtfi, DateTimeStyles style)
at OpenQuant.Data.Import.CSV.Engine.ParseDateTime(String str, String format)
at OpenQuant.Data.Import.CSV.Engine.ParseTime(String str, String format)
at OpenQuant.Data.Import.CSV.Engine.GetDateTime()
at OpenQuant.Data.Import.CSV.TradeEngine.Process()
at OpenQuant.Data.Import.CSV.Engine.ProcessFile(FileInfo file)
21/01/2011 13:52:13 System.FormatException: String was not recognized as a valid DateTime.
at System.DateTimeParse.ParseExact(String s, String format, DateTimeFormatInfo dtfi, DateTimeStyles style)
at OpenQuant.Data.Import.CSV.Engine.ParseDateTime(String str, String format)
at OpenQuant.Data.Import.CSV.Engine.ParseTime(String str, String format)
at OpenQuant.Data.Import.CSV.Engine.GetDateTime()
at OpenQuant.Data.Import.CSV.TradeEngine.Process()
at OpenQuant.Data.Import.CSV.Engine.ProcessFile(FileInfo file)
13/08/2010 09:41:37 DateTime: 21/01/2011 14:51:39
Level: Critical
Source: Not defined.
Description: Exception of type 'System.OutOfMemoryException' was thrown.
Details: System.OutOfMemoryException: Exception of type 'System.OutOfMemoryException' was thrown.
at System.Collections.Generic.SortedList`2.set_Capacity(Int32 value)
at System.Collections.Generic.SortedList`2.EnsureCapacity(Int32 min)
at System.Collections.Generic.SortedList`2.Insert(Int32 index, TKey key, TValue value)
at System.Collections.Generic.SortedList`2.set_Item(TKey key, TValue value)
at SmartQuant.Data.MemorySeries`1.set_Item(DateTime datetime, Object value)
at SmartQuant.Series.DoubleSeries.Add(DateTime DateTime, Double Data)
at SmartQuant.Series.DoubleSeries.set_Item(DateTime DateTime, Double value)
at SmartQuant.Instruments.Performance.U2dpUE8fK(DateTime )
at SmartQuant.Instruments.Performance.mHI7TTaQB(Object , PositionEventArgs )
at SmartQuant.Instruments.PositionEventHandler.Invoke(Object sender, PositionEventArgs args)
at SmartQuant.Instruments.Portfolio.3v5Ids7Gi(Position )
at SmartQuant.Instruments.Portfolio.eWeswAo2V(Object , TradeEventArgs )
at SmartQuant.Providers.TradeEventHandler.Invoke(Object sender, TradeEventArgs args)
at SmartQuant.Instruments.Instrument.mHI7TTaQB(TradeEventArgs )
at SmartQuant.Instruments.DataManager.eWeswAo2V(Object , TradeEventArgs )
at SmartQuant.Providers.ProviderManager.SVcCXL6Wk(Object , TradeEventArgs )
at SmartQuant.Providers.TradeEventHandler.Invoke(Object sender, TradeEventArgs args)
at SmartQuant.Simulation.SimulationDataProvider.eA3PLt3kl(IFIXInstrument , Trade )
at SmartQuant.Simulation.SimulationDataProvider.qYYCcf18X(SeriesObjectEventArgs )
at SmartQuant.Simulation.SeriesObjectEventHandler.Invoke(SeriesObjectEventArgs args)
at SmartQuant.Simulation.Simulator.CwT7rhCfY(IDataSeries , IDataObject )
at SmartQuant.Simulation.Simulator.V4CqelIw7()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
21/01/2011 15:02:47 ########################
21/01/2011 15:02:49 OS : Microsoft Windows NT 6.1.7600.0
21/01/2011 15:02:49 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
21/01/2011 15:02:49 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
21/01/2011 15:02:49 CLR : 4.0.30319.1
21/01/2011 15:02:49 Initializing DataManager...
24/01/2011 09:27:28 ########################
24/01/2011 09:27:30 OS : Microsoft Windows NT 6.1.7600.0
24/01/2011 09:27:30 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
24/01/2011 09:27:30 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
24/01/2011 09:27:30 CLR : 4.0.30319.1
24/01/2011 09:27:30 Initializing DataManager...
24/01/2011 12:58:26 ########################
24/01/2011 12:58:28 OS : Microsoft Windows NT 6.1.7600.0
24/01/2011 12:58:28 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
24/01/2011 12:58:28 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
24/01/2011 12:58:28 CLR : 4.0.30319.1
24/01/2011 12:58:28 Initializing DataManager...
24/01/2011 13:31:23 ########################
24/01/2011 13:31:25 OS : Microsoft Windows NT 6.1.7600.0
24/01/2011 13:31:25 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
24/01/2011 13:31:25 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
24/01/2011 13:31:25 CLR : 4.0.30319.1
24/01/2011 13:31:25 Initializing DataManager...
25/01/2011 12:16:13 ########################
25/01/2011 12:16:15 OS : Microsoft Windows NT 6.1.7600.0
25/01/2011 12:16:15 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
25/01/2011 12:16:15 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
25/01/2011 12:16:15 CLR : 4.0.30319.1
25/01/2011 12:16:15 Initializing DataManager...
25/01/2011 15:02:56 ########################
25/01/2011 15:02:58 OS : Microsoft Windows NT 6.1.7600.0
25/01/2011 15:02:58 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
25/01/2011 15:02:58 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
25/01/2011 15:02:58 CLR : 4.0.30319.1
25/01/2011 15:02:58 Initializing DataManager...
26/01/2011 19:10:16 ########################
26/01/2011 19:10:18 OS : Microsoft Windows NT 6.1.7600.0
26/01/2011 19:10:18 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
26/01/2011 19:10:18 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
26/01/2011 19:10:18 CLR : 4.0.30319.1
26/01/2011 19:10:18 Initializing DataManager...
28/01/2011 12:07:06 ########################
28/01/2011 12:07:08 OS : Microsoft Windows NT 6.1.7600.0
28/01/2011 12:07:08 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
28/01/2011 12:07:08 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
28/01/2011 12:07:08 CLR : 4.0.30319.1
28/01/2011 12:07:08 Initializing DataManager...
28/01/2011 12:20:45 ########################
28/01/2011 12:20:47 OS : Microsoft Windows NT 6.1.7600.0
28/01/2011 12:20:47 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
28/01/2011 12:20:47 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
28/01/2011 12:20:47 CLR : 4.0.30319.1
28/01/2011 12:20:47 Initializing DataManager...
01/02/2011 11:29:19 ########################
01/02/2011 11:29:22 OS : Microsoft Windows NT 6.1.7600.0
01/02/2011 11:29:22 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
01/02/2011 11:29:22 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
01/02/2011 11:29:22 CLR : 4.0.30319.1
01/02/2011 11:31:50 ########################
01/02/2011 11:31:52 OS : Microsoft Windows NT 6.1.7600.0
01/02/2011 11:31:52 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
01/02/2011 11:31:52 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
01/02/2011 11:31:52 CLR : 4.0.30319.1
01/02/2011 11:34:24 ########################
01/02/2011 11:34:26 OS : Microsoft Windows NT 6.1.7600.0
01/02/2011 11:34:26 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
01/02/2011 11:34:26 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
01/02/2011 11:34:26 CLR : 4.0.30319.1
01/02/2011 12:47:18 ########################
01/02/2011 12:47:20 OS : Microsoft Windows NT 6.1.7600.0
01/02/2011 12:47:20 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
01/02/2011 12:47:20 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
01/02/2011 12:47:20 CLR : 4.0.30319.1
01/02/2011 12:47:20 Initializing DataManager...
04/01/2010 10:00:00 DateTime: 07/02/2011 08:12:22
Level: Critical
Source: Not defined.
Description: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Details: System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
at System.Collections.Generic.SortedList`2.GetByIndex(Int32 index)
at System.Collections.Generic.SortedList`2.ValueList.get_Item(Int32 index)
at SmartQuant.Data.MemorySeries`1.get_Item(Int32 index)
at SmartQuant.Series.TimeSeries.get_Item(Int32 index)
at SmartQuant.Series.DoubleSeries.get_Item(Int32 Index)
at SmartQuant.Indicators.Indicator.get_Item(Int32 Index)
at SmartQuant.Indicators.ATR.Calculate(Int32 index)
at SmartQuant.Indicators.ATR.OnInputItemAdded(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Indicators.Indicator.OnInputItemAdded2(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Series.TimeSeries.EmitItemAdded(DateTime dateTime)
at SmartQuant.Series.BarSeries.Add(Bar bar)
at SmartQuant.Instruments.BarSeriesList.mHI7TTaQB(Instrument , Bar )
at SmartQuant.Instruments.DataManager.U2dpUE8fK(Object , BarEventArgs )
at SmartQuant.Providers.ProviderManager.wi8rwJMsB(Object , BarEventArgs )
at SmartQuant.Providers.BarEventHandler.Invoke(Object sender, BarEventArgs args)
at SmartQuant.Simulation.SimulationDataProvider.B1bJUOhoX(IFIXInstrument , Bar )
at SmartQuant.Simulation.SimulationDataProvider.qYYCcf18X(SeriesObjectEventArgs )
at SmartQuant.Simulation.SeriesObjectEventHandler.Invoke(SeriesObjectEventArgs args)
at SmartQuant.Simulation.Simulator.CwT7rhCfY(IDataSeries , IDataObject )
at SmartQuant.Simulation.Simulator.V4CqelIw7()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
07/02/2011 08:13:04 ########################
07/02/2011 08:13:06 OS : Microsoft Windows NT 6.1.7600.0
07/02/2011 08:13:06 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
07/02/2011 08:13:06 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
07/02/2011 08:13:06 CLR : 4.0.30319.1
07/02/2011 08:13:06 Initializing DataManager...
04/01/2010 10:00:00 DateTime: 07/02/2011 08:13:18
Level: Critical
Source: Not defined.
Description: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Details: System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
at System.Collections.Generic.SortedList`2.GetByIndex(Int32 index)
at System.Collections.Generic.SortedList`2.ValueList.get_Item(Int32 index)
at SmartQuant.Data.MemorySeries`1.get_Item(Int32 index)
at SmartQuant.Series.TimeSeries.get_Item(Int32 index)
at SmartQuant.Series.DoubleSeries.get_Item(Int32 Index)
at SmartQuant.Indicators.Indicator.get_Item(Int32 Index)
at SmartQuant.Indicators.ATR.Calculate(Int32 index)
at SmartQuant.Indicators.ATR.OnInputItemAdded(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Indicators.Indicator.OnInputItemAdded2(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Series.TimeSeries.EmitItemAdded(DateTime dateTime)
at SmartQuant.Series.BarSeries.Add(Bar bar)
at SmartQuant.Instruments.BarSeriesList.mHI7TTaQB(Instrument , Bar )
at SmartQuant.Instruments.DataManager.U2dpUE8fK(Object , BarEventArgs )
at SmartQuant.Providers.ProviderManager.wi8rwJMsB(Object , BarEventArgs )
at SmartQuant.Providers.BarEventHandler.Invoke(Object sender, BarEventArgs args)
at SmartQuant.Simulation.SimulationDataProvider.B1bJUOhoX(IFIXInstrument , Bar )
at SmartQuant.Simulation.SimulationDataProvider.qYYCcf18X(SeriesObjectEventArgs )
at SmartQuant.Simulation.SeriesObjectEventHandler.Invoke(SeriesObjectEventArgs args)
at SmartQuant.Simulation.Simulator.CwT7rhCfY(IDataSeries , IDataObject )
at SmartQuant.Simulation.Simulator.V4CqelIw7()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
07/02/2011 08:14:49 ########################
07/02/2011 08:14:51 OS : Microsoft Windows NT 6.1.7600.0
07/02/2011 08:14:51 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
07/02/2011 08:14:51 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
07/02/2011 08:14:51 CLR : 4.0.30319.1
07/02/2011 08:14:51 Initializing DataManager...
07/02/2011 08:18:16 ########################
07/02/2011 08:18:18 OS : Microsoft Windows NT 6.1.7600.0
07/02/2011 08:18:18 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
07/02/2011 08:18:18 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
07/02/2011 08:18:18 CLR : 4.0.30319.1
07/02/2011 08:18:18 Initializing DataManager...
04/01/2010 08:10:00 DateTime: 07/02/2011 08:21:49
Level: Critical
Source: Not defined.
Description: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Details: System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
at System.Collections.Generic.SortedList`2.GetByIndex(Int32 index)
at System.Collections.Generic.SortedList`2.ValueList.get_Item(Int32 index)
at SmartQuant.Data.MemorySeries`1.get_Item(Int32 index)
at SmartQuant.Series.TimeSeries.get_Item(Int32 index)
at SmartQuant.Series.DoubleSeries.get_Item(Int32 Index)
at SmartQuant.Indicators.Indicator.get_Item(Int32 Index)
at SmartQuant.Indicators.ATR.Calculate(Int32 index)
at SmartQuant.Indicators.ATR.OnInputItemAdded(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Indicators.Indicator.OnInputItemAdded2(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Series.ItemAddedEventHandler.Invoke(Object sender, DateTimeEventArgs e)
at SmartQuant.Series.TimeSeries.EmitItemAdded(DateTime dateTime)
at SmartQuant.Series.BarSeries.Add(Bar bar)
at SmartQuant.Instruments.BarSeriesList.mHI7TTaQB(Instrument , Bar )
at SmartQuant.Instruments.DataManager.U2dpUE8fK(Object , BarEventArgs )
at SmartQuant.Providers.ProviderManager.wi8rwJMsB(Object , BarEventArgs )
at SmartQuant.Providers.BarEventHandler.Invoke(Object sender, BarEventArgs args)
at SmartQuant.Simulation.SimulationDataProvider.B1bJUOhoX(IFIXInstrument , Bar )
at SmartQuant.Simulation.SimulationDataProvider.qYYCcf18X(SeriesObjectEventArgs )
at SmartQuant.Simulation.SeriesObjectEventHandler.Invoke(SeriesObjectEventArgs args)
at SmartQuant.Simulation.Simulator.CwT7rhCfY(IDataSeries , IDataObject )
at SmartQuant.Simulation.Simulator.V4CqelIw7()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
07/02/2011 08:23:09 ########################
07/02/2011 08:23:11 OS : Microsoft Windows NT 6.1.7600.0
07/02/2011 08:23:11 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
07/02/2011 08:23:11 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
07/02/2011 08:23:11 CLR : 4.0.30319.1
07/02/2011 08:23:11 Initializing DataManager...
04/01/2010 09:50:00 DateTime: 07/02/2011 08:23:18
Level: Critical
Source: Not defined.
Description: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Details: System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
at System.Collections.Generic.SortedList`2.GetByIndex(Int32 index)
at System.Collections.Generic.SortedList`2.ValueList.get_Item(Int32 index)
at SmartQuant.Data.MemorySeries`1.get_Item(Int32 index)
at SmartQuant.Series.TimeSeries.get_Item(Int32 index)
at SmartQuant.Series.DoubleSeries.get_Item(Int32 Index)
at SmartQuant.Indicators.Indicator.get_Item(Int32 Index)
at SmartQuant.Indicators.ATR.Calculate(Int32 index)
at SmartQuant.Indicators.Indicator.Calculate()
at SmartQuant.Indicators.Indicator.OnInputItemAdded2(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Series.ItemAddedEventHandler.Invoke(Object sender, DateTimeEventArgs e)
at SmartQuant.Series.TimeSeries.EmitItemAdded(DateTime dateTime)
at SmartQuant.Series.BarSeries.Add(Bar bar)
at SmartQuant.Instruments.BarSeriesList.mHI7TTaQB(Instrument , Bar )
at SmartQuant.Instruments.DataManager.U2dpUE8fK(Object , BarEventArgs )
at SmartQuant.Providers.ProviderManager.wi8rwJMsB(Object , BarEventArgs )
at SmartQuant.Providers.BarEventHandler.Invoke(Object sender, BarEventArgs args)
at SmartQuant.Simulation.SimulationDataProvider.B1bJUOhoX(IFIXInstrument , Bar )
at SmartQuant.Simulation.SimulationDataProvider.qYYCcf18X(SeriesObjectEventArgs )
at SmartQuant.Simulation.SeriesObjectEventHandler.Invoke(SeriesObjectEventArgs args)
at SmartQuant.Simulation.Simulator.CwT7rhCfY(IDataSeries , IDataObject )
at SmartQuant.Simulation.Simulator.V4CqelIw7()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
07/02/2011 08:24:04 ########################
07/02/2011 08:24:06 OS : Microsoft Windows NT 6.1.7600.0
07/02/2011 08:24:06 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
07/02/2011 08:24:06 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
07/02/2011 08:24:06 CLR : 4.0.30319.1
07/02/2011 08:24:07 Initializing DataManager...
07/02/2011 09:36:57 ########################
07/02/2011 09:36:59 OS : Microsoft Windows NT 6.1.7600.0
07/02/2011 09:36:59 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
07/02/2011 09:36:59 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
07/02/2011 09:36:59 CLR : 4.0.30319.1
07/02/2011 09:36:59 Initializing DataManager...
07/02/2011 12:06:25 ########################
07/02/2011 12:06:27 OS : Microsoft Windows NT 6.1.7600.0
07/02/2011 12:06:27 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
07/02/2011 12:06:27 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
07/02/2011 12:06:27 CLR : 4.0.30319.1
07/02/2011 12:06:27 Initializing DataManager...
07/02/2011 12:08:13 ########################
07/02/2011 12:08:15 OS : Microsoft Windows NT 6.1.7600.0
07/02/2011 12:08:15 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
07/02/2011 12:08:15 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
07/02/2011 12:08:15 CLR : 4.0.30319.1
07/02/2011 12:08:15 Initializing DataManager...
07/02/2011 12:19:41 ########################
07/02/2011 12:19:43 OS : Microsoft Windows NT 6.1.7600.0
07/02/2011 12:19:43 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
07/02/2011 12:19:43 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
07/02/2011 12:19:43 CLR : 4.0.30319.1
07/02/2011 12:19:43 Initializing DataManager...
07/02/2011 13:06:11 ########################
07/02/2011 13:06:13 OS : Microsoft Windows NT 6.1.7600.0
07/02/2011 13:06:13 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
07/02/2011 13:06:13 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
07/02/2011 13:06:13 CLR : 4.0.30319.1
07/02/2011 13:06:13 Initializing DataManager...
08/02/2011 09:36:56 ########################
08/02/2011 09:36:58 OS : Microsoft Windows NT 6.1.7600.0
08/02/2011 09:36:58 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
08/02/2011 09:36:58 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
08/02/2011 09:36:58 CLR : 4.0.30319.1
08/02/2011 09:36:58 Initializing DataManager...
04/01/2010 08:10:00 DateTime: 08/02/2011 10:09:17
Level: Critical
Source: Not defined.
Description: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Details: System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
at System.Collections.Generic.SortedList`2.GetByIndex(Int32 index)
at System.Collections.Generic.SortedList`2.ValueList.get_Item(Int32 index)
at SmartQuant.Data.MemorySeries`1.get_Item(Int32 index)
at SmartQuant.Series.TimeSeries.get_Item(Int32 index)
at SmartQuant.Series.DoubleSeries.get_Item(Int32 Index)
at SmartQuant.Indicators.Indicator.get_Item(Int32 Index)
at SmartQuant.Indicators.ATR.Calculate(Int32 index)
at SmartQuant.Indicators.ATR.OnInputItemAdded(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Indicators.Indicator.OnInputItemAdded2(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Series.ItemAddedEventHandler.Invoke(Object sender, DateTimeEventArgs e)
at SmartQuant.Series.TimeSeries.EmitItemAdded(DateTime dateTime)
at SmartQuant.Series.BarSeries.Add(Bar bar)
at SmartQuant.Instruments.BarSeriesList.mHI7TTaQB(Instrument , Bar )
at SmartQuant.Instruments.DataManager.U2dpUE8fK(Object , BarEventArgs )
at SmartQuant.Providers.ProviderManager.wi8rwJMsB(Object , BarEventArgs )
at SmartQuant.Providers.BarEventHandler.Invoke(Object sender, BarEventArgs args)
at SmartQuant.Simulation.SimulationDataProvider.B1bJUOhoX(IFIXInstrument , Bar )
at SmartQuant.Simulation.SimulationDataProvider.qYYCcf18X(SeriesObjectEventArgs )
at SmartQuant.Simulation.SeriesObjectEventHandler.Invoke(SeriesObjectEventArgs args)
at SmartQuant.Simulation.Simulator.CwT7rhCfY(IDataSeries , IDataObject )
at SmartQuant.Simulation.Simulator.V4CqelIw7()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
08/02/2011 10:10:48 ########################
08/02/2011 10:10:50 OS : Microsoft Windows NT 6.1.7600.0
08/02/2011 10:10:50 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
08/02/2011 10:10:50 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
08/02/2011 10:10:50 CLR : 4.0.30319.1
08/02/2011 10:10:50 Initializing DataManager...
04/01/2010 08:10:00 DateTime: 08/02/2011 10:11:21
Level: Critical
Source: Not defined.
Description: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Details: System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
at System.Collections.Generic.SortedList`2.GetByIndex(Int32 index)
at System.Collections.Generic.SortedList`2.ValueList.get_Item(Int32 index)
at SmartQuant.Data.MemorySeries`1.get_Item(Int32 index)
at SmartQuant.Series.TimeSeries.get_Item(Int32 index)
at SmartQuant.Series.DoubleSeries.get_Item(Int32 Index)
at SmartQuant.Indicators.Indicator.get_Item(Int32 Index)
at SmartQuant.Indicators.ATR.Calculate(Int32 index)
at SmartQuant.Indicators.ATR.OnInputItemAdded(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Indicators.Indicator.OnInputItemAdded2(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Series.ItemAddedEventHandler.Invoke(Object sender, DateTimeEventArgs e)
at SmartQuant.Series.TimeSeries.EmitItemAdded(DateTime dateTime)
at SmartQuant.Series.BarSeries.Add(Bar bar)
at SmartQuant.Instruments.BarSeriesList.mHI7TTaQB(Instrument , Bar )
at SmartQuant.Instruments.DataManager.U2dpUE8fK(Object , BarEventArgs )
at SmartQuant.Providers.ProviderManager.wi8rwJMsB(Object , BarEventArgs )
at SmartQuant.Providers.BarEventHandler.Invoke(Object sender, BarEventArgs args)
at SmartQuant.Simulation.SimulationDataProvider.B1bJUOhoX(IFIXInstrument , Bar )
at SmartQuant.Simulation.SimulationDataProvider.qYYCcf18X(SeriesObjectEventArgs )
at SmartQuant.Simulation.SeriesObjectEventHandler.Invoke(SeriesObjectEventArgs args)
at SmartQuant.Simulation.Simulator.CwT7rhCfY(IDataSeries , IDataObject )
at SmartQuant.Simulation.Simulator.V4CqelIw7()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
08/02/2011 10:11:59 ########################
08/02/2011 10:12:01 OS : Microsoft Windows NT 6.1.7600.0
08/02/2011 10:12:01 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
08/02/2011 10:12:01 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
08/02/2011 10:12:01 CLR : 4.0.30319.1
08/02/2011 10:12:01 Initializing DataManager...
04/01/2010 08:10:00 DateTime: 08/02/2011 10:12:08
Level: Critical
Source: Not defined.
Description: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Details: System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
at System.Collections.Generic.SortedList`2.GetByIndex(Int32 index)
at System.Collections.Generic.SortedList`2.ValueList.get_Item(Int32 index)
at SmartQuant.Data.MemorySeries`1.get_Item(Int32 index)
at SmartQuant.Series.TimeSeries.get_Item(Int32 index)
at SmartQuant.Series.DoubleSeries.get_Item(Int32 Index)
at SmartQuant.Indicators.Indicator.get_Item(Int32 Index)
at SmartQuant.Indicators.ATR.Calculate(Int32 index)
at SmartQuant.Indicators.ATR.OnInputItemAdded(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Indicators.Indicator.OnInputItemAdded2(Object sender, DateTimeEventArgs EventArgs)
at SmartQuant.Series.ItemAddedEventHandler.Invoke(Object sender, DateTimeEventArgs e)
at SmartQuant.Series.TimeSeries.EmitItemAdded(DateTime dateTime)
at SmartQuant.Series.BarSeries.Add(Bar bar)
at SmartQuant.Instruments.BarSeriesList.mHI7TTaQB(Instrument , Bar )
at SmartQuant.Instruments.DataManager.U2dpUE8fK(Object , BarEventArgs )
at SmartQuant.Providers.ProviderManager.wi8rwJMsB(Object , BarEventArgs )
at SmartQuant.Providers.BarEventHandler.Invoke(Object sender, BarEventArgs args)
at SmartQuant.Simulation.SimulationDataProvider.B1bJUOhoX(IFIXInstrument , Bar )
at SmartQuant.Simulation.SimulationDataProvider.qYYCcf18X(SeriesObjectEventArgs )
at SmartQuant.Simulation.SeriesObjectEventHandler.Invoke(SeriesObjectEventArgs args)
at SmartQuant.Simulation.Simulator.CwT7rhCfY(IDataSeries , IDataObject )
at SmartQuant.Simulation.Simulator.V4CqelIw7()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
08/02/2011 10:14:13 ########################
08/02/2011 10:14:15 OS : Microsoft Windows NT 6.1.7600.0
08/02/2011 10:14:15 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
08/02/2011 10:14:15 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
08/02/2011 10:14:15 CLR : 4.0.30319.1
08/02/2011 10:14:15 Initializing DataManager...
08/02/2011 13:27:34 Provider: IB
Id: -1
Code: 502
Message: Couldn't connect to TWS. Confirm that "Enable ActiveX and Socket Clients" is enabled on the TWS "Configure->API" menu.. System.Net.Sockets.SocketException (0x80004005): No connection could be made because the target machine actively refused it 127.0.0.1:7496
at System.Net.Sockets.TcpClient.Connect(String hostname, Int32 port)
at L2UHrhUxviDUndKajO.fmZL56Vn4eTbAQD59s.D0yjaayso()

08/02/2011 13:30:46 Provider: TT API
Id: -1
Code: -1
Message: System.Runtime.InteropServices.COMException (0x80020009): Invalid Exchange
at XTAPI.TTInstrObjClass.set_Exchange(String pVal)
at SmartQuant.TT.TTAPI.Run()

08/02/2011 13:30:46 Provider: TT API
Id: -1
Code: -1
Message: System.Runtime.InteropServices.COMException (0x80020009): Invalid Exchange
at XTAPI.TTInstrObjClass.set_Exchange(String pVal)
at SmartQuant.TT.TTAPI.Run()

08/02/2011 13:34:58 Provider: TT API
Id: -1
Code: -1
Message: System.Runtime.InteropServices.COMException (0x80020009): Invalid Exchange
at XTAPI.TTInstrObjClass.set_Exchange(String pVal)
at SmartQuant.TT.TTAPI.Run()

08/02/2011 13:34:58 Provider: TT API
Id: -1
Code: -1
Message: System.Runtime.InteropServices.COMException (0x80020009): Invalid Exchange
at XTAPI.TTInstrObjClass.set_Exchange(String pVal)
at SmartQuant.TT.TTAPI.Run()

08/02/2011 13:39:02 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

08/02/2011 13:39:02 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

08/02/2011 13:40:59 ########################
08/02/2011 13:41:01 OS : Microsoft Windows NT 6.1.7600.0
08/02/2011 13:41:01 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
08/02/2011 13:41:01 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
08/02/2011 13:41:01 CLR : 4.0.30319.1
08/02/2011 13:41:01 Initializing DataManager...
08/02/2011 13:44:59 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

08/02/2011 13:44:59 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

08/02/2011 17:29:29 ########################
08/02/2011 17:29:31 OS : Microsoft Windows NT 6.1.7600.0
08/02/2011 17:29:31 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
08/02/2011 17:29:31 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
08/02/2011 17:29:31 CLR : 4.0.30319.1
08/02/2011 17:29:31 Initializing DataManager...
08/02/2011 17:29:47 ########################
08/02/2011 17:29:49 OS : Microsoft Windows NT 6.1.7600.0
08/02/2011 17:29:49 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
08/02/2011 17:29:49 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
08/02/2011 17:29:49 CLR : 4.0.30319.1
08/02/2011 17:29:49 Initializing DataManager...
03/11/2010 12:50:44 DateTime: 08/02/2011 17:35:24
Level: Critical
Source: Not defined.
Description: Exception of type 'System.OutOfMemoryException' was thrown.
Details: System.OutOfMemoryException: Exception of type 'System.OutOfMemoryException' was thrown.
at System.Collections.Generic.SortedList`2.set_Capacity(Int32 value)
at System.Collections.Generic.SortedList`2.EnsureCapacity(Int32 min)
at System.Collections.Generic.SortedList`2.Insert(Int32 index, TKey key, TValue value)
at System.Collections.Generic.SortedList`2.set_Item(TKey key, TValue value)
at SmartQuant.Data.MemorySeries`1.set_Item(DateTime datetime, Object value)
at SmartQuant.Series.DoubleSeries.Add(DateTime DateTime, Double Data)
at SmartQuant.Series.DoubleSeries.set_Item(DateTime DateTime, Double value)
at SmartQuant.Instruments.Performance.DUh2MhLWG(DateTime , Double , Double )
at SmartQuant.Instruments.Performance.N9uTd1Rt5(DateTime )
at SmartQuant.Instruments.Performance.mHI7TTaQB(Object , PositionEventArgs )
at SmartQuant.Instruments.Portfolio.3v5Ids7Gi(Position )
at SmartQuant.Instruments.Portfolio.eWeswAo2V(Object , TradeEventArgs )
at SmartQuant.Providers.TradeEventHandler.Invoke(Object sender, TradeEventArgs args)
at SmartQuant.Instruments.Instrument.mHI7TTaQB(TradeEventArgs )
at SmartQuant.Instruments.DataManager.eWeswAo2V(Object , TradeEventArgs )
at SmartQuant.Providers.ProviderManager.SVcCXL6Wk(Object , TradeEventArgs )
at SmartQuant.Providers.TradeEventHandler.Invoke(Object sender, TradeEventArgs args)
at SmartQuant.Simulation.SimulationDataProvider.eA3PLt3kl(IFIXInstrument , Trade )
at SmartQuant.Simulation.SimulationDataProvider.qYYCcf18X(SeriesObjectEventArgs )
at SmartQuant.Simulation.SeriesObjectEventHandler.Invoke(SeriesObjectEventArgs args)
at SmartQuant.Simulation.Simulator.CwT7rhCfY(IDataSeries , IDataObject )
at SmartQuant.Simulation.Simulator.V4CqelIw7()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()
09/02/2011 07:04:07 ########################
09/02/2011 07:04:09 OS : Microsoft Windows NT 6.1.7600.0
09/02/2011 07:04:09 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
09/02/2011 07:04:09 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
09/02/2011 07:04:09 CLR : 4.0.30319.1
09/02/2011 07:04:09 Initializing DataManager...
09/02/2011 07:05:40 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 07:05:40 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 07:05:41 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 07:05:48 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 07:07:00 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 15:12:39 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 15:12:39 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 15:13:07 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 15:13:07 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 15:13:07 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 17:53:16 Provider: TT API
Id: -1
Code: -1
Message: System.Runtime.InteropServices.COMException (0x80020009): Invalid Exchange
at XTAPI.TTInstrObjClass.set_Exchange(String pVal)
at SmartQuant.TT.TTAPI.Run()

09/02/2011 17:53:16 Provider: TT API
Id: -1
Code: -1
Message: System.Runtime.InteropServices.COMException (0x80020009): Invalid Exchange
at XTAPI.TTInstrObjClass.set_Exchange(String pVal)
at SmartQuant.TT.TTAPI.Run()

09/02/2011 17:54:26 DataManager <MARKET_DATA_UNSUBSCRIBE>:
Provider: TT API
Instrument: BundTest
MarketDataType: Trade
Message: There are no requests for the instrument.
09/02/2011 17:54:26 DataManager <MARKET_DATA_UNSUBSCRIBE>:
Provider: TT API
Instrument: BundTest
MarketDataType: Quote
Message: There are no requests for the instrument.
09/02/2011 18:16:50 ########################
09/02/2011 18:16:52 OS : Microsoft Windows NT 6.1.7600.0
09/02/2011 18:16:52 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
09/02/2011 18:16:52 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
09/02/2011 18:16:52 CLR : 4.0.30319.1
09/02/2011 18:16:52 Initializing DataManager...
09/02/2011 18:17:18 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

09/02/2011 18:17:18 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:05:15 ########################
10/02/2011 07:05:18 OS : Microsoft Windows NT 6.1.7600.0
10/02/2011 07:05:18 CPU(s): Intel(R) Xeon(R) CPU X5680 @ 3.33GHz; Intel(R) Xeon(R) CPU X5680 @ 3.33GHz
10/02/2011 07:05:18 RAM : 24576MB (4096+4096+4096+4096+4096+4096)
10/02/2011 07:05:18 CLR : 4.0.30319.1
10/02/2011 07:05:18 Initializing DataManager...
10/02/2011 07:05:53 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:05:53 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:05:54 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:05:59 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:03 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:18 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:18 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:19 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:24 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:31 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:32 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:32 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:32 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:32 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:32 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:32 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:32 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:32 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:32 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:32 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:33 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:33 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:33 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.

10/02/2011 07:06:37 Provider: TT API
Id: -1
Code: -1
Message: Object reference not set to an instance of an object. See trace log for details.


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 Profile  
 
 Post subject: Re: TTAPI Provider Code
PostPosted: Thu Feb 10, 2011 12:31 pm 
Offline
Site Admin

Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

Quote:
09/02/2011 17:53:16 Provider: TT API
Id: -1
Code: -1
Message: System.Runtime.InteropServices.COMException (0x80020009): Invalid Exchange
at XTAPI.TTInstrObjClass.set_Exchange(String pVal)
at SmartQuant.TT.TTAPI.Run()


please, make sure that you set correct Exchange property of instrument.

Also, please enable 'LogFileOutput' property of TT API plugin. Next, in the same logs directory you can find ttapi-...txt file which contains more detailed information about error. (of course, you need to reproduce an error)

Regards,
Alex

_________________
SmartQuant Development Team


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