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PostPosted: Fri Aug 19, 2011 7:03 pm 
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Joined: Tue Mar 15, 2011 7:15 pm
Posts: 80
Hello,

I use GetHistoricalBars to import trades since market open into my TradeSeries. I am periodically getting the error below. It happens if I stop and restart my strategy and I have no idea how to fix this. I am only importing tick-level data for ~15 hours. Can someone on the SQ development team please provide some guidance as to the source of this error and how to correct it? Thank you.

System.Threading.SemaphoreFullException: Adding the specified count to the semaphore would cause it to exceed its maximum count.
at System.Threading.Semaphore.Release(Int32 releaseCount)

at System.Threading.Semaphore.Release()

at bOx13NJnY4b3cgWcZa.LeJgj0Ei5bWdvvHe5H.rmm6mUZs1()

at SmartQuant.Instruments.DataManager.RfJDC0sH0(IHistoricalDataProvider , Instrument , EDataSeries , DateTime , DateTime , Int64 )

at SmartQuant.Instruments.DataManager.GetHistoricalBars(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2, Int64 barSize)

at OpenQuant.API.DataManager.GetHistoricalBars(String provider, Instrument instrument, DateTime begin, DateTime end, Int32 size)


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PostPosted: Mon Aug 22, 2011 6:25 pm 
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Any word on this? I would like to know if there is anything I can do to prevent this error, or to resolve if when it occurs. Thank you.


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PostPosted: Tue Aug 23, 2011 11:06 am 
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Posts: 1478
Hi,

It seems that the provider processes historical data requests incorrectly.
What the provider do you use?

Regards,
Alex

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PostPosted: Wed Aug 24, 2011 3:52 am 
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We import prices from the start of the trading day (the time of the FX market daily rollover) until we begin trading from NFIQ Feed. After this, we use MB Trading or Hotspot as our live pricing source.


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PostPosted: Wed Aug 24, 2011 9:38 am 
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I would like to know what provider is used for historical data requests - is it NFIQ Feed?

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PostPosted: Wed Aug 24, 2011 2:58 pm 
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Yes. NFIQ for historicals. Thank you.


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PostPosted: Wed Aug 24, 2011 3:14 pm 
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Unfortunately, we do not support third party plugins, but I think that the reason of the problem is the plugin sends some events(completed,cancelled,error) twice. For example, it may send error+completed events, but there is only one (error) event is needed.

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PostPosted: Wed Aug 24, 2011 4:17 pm 
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Thank you. Can you recommend a historical price source for FX (Eur/Usd) that is supported by SQ? All I need is historicals each day from the FX market rollover.


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PostPosted: Wed Aug 24, 2011 4:50 pm 
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Hi,

We support all historical data providers included into standard OQ package, but I dont know which of them provides historical FX data.

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PostPosted: Wed Aug 24, 2011 4:53 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
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IB ?


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PostPosted: Wed Aug 24, 2011 4:55 pm 
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If I use IB, I will no longer get the threading/semaphore error?


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PostPosted: Wed Aug 24, 2011 4:57 pm 
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Sure, though I'm not sure IB provides historical data for FX... I know they only send FX quotes in the live feed.


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PostPosted: Wed Aug 24, 2011 5:21 pm 
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Ok. Per my previous question, are you aware of any provider that will have historicals and is supported by SQ? I only need historicals for 8 hours. Thanks.


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PostPosted: Wed Aug 24, 2011 5:25 pm 
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Could you check with IB?


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PostPosted: Wed Aug 24, 2011 5:27 pm 
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I will inquire with them. Thanks.


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