Sell-gap biplane live trade: no data in us-stk-tick-1min

Problem statement:

2020-10-13 19:00:00 quantrocket.zipline: WARNING [sell-gap] No current-day data is available in real-time database us-stk-tick-1min
2020-10-13 19:01:00 quantrocket.zipline: WARNING [sell-gap] No current-day data is available in real-time database us-stk-tick-1min

How to reproduce:

Follow the steps outlined in sell-gap GitHub repo.

Notes
us-stk-tick-1min database exists.

!quantrocket realtime list
us-stk-tick: - us-stk-tick-1min

IB paper trading account has been setup

!quantrocket account balance --fields 'NetLiquidation' --latest --force-refresh | csvlook
| Account   | Currency | NetLiquidation |         LastUpdated |
| --------- | -------- | -------------- | ------------------- |
| DUXXXX | USD      |   1,000,000.00 | 2020-10-13 20:18:44 |

Cron Tab

# Crontab syntax cheat sheet
# .------------ minute (0 - 59)
# |   .---------- hour (0 - 23)
# |   |   .-------- day of month (1 - 31)
# |   |   |   .------ month (1 - 12) OR jan,feb,mar,apr ...
# |   |   |   |   .---- day of week (0 - 6) (Sunday=0 or 7)  OR sun,mon,tue,wed,thu,fri,sat
# |   |   |   |   |
# *   *   *   *   *   command to be executed

# ---------------
# DATA COLLECTION
# ---------------

# Collect usstock-1min each weekday morning
30 7 * * mon-fri quantrocket zipline ingest 'usstock-1min'

# -------
# TRADING
# -------

# Trade Zipline strategy at 9:29
29 9 * * mon-fri quantrocket master isopen 'XNYS' --in '10min' && quantrocket zipline trade 'sell-gap'

# -----------
# MAINTENANCE
# -----------

# drop old ticks from the real-time database (but preserve the aggregate database) to avoid
# filling up your disk
0 6 * * sun quantrocket realtime drop-ticks 'us-stk-tick' --older-than '30d'


Zipline Allocation

DUXXXX:
    sell-gap: '40000 USD'

You’re providing a warning message as your problem statement but that’s not a lot to go on. I assume you are expecting current-day data in your realtime database and wondering why it’s not there. I can’t answer that from the available information. Maybe your strategy didn’t request any data collection? Or you weren’t connected to IB Gateway? Or the markets were closed? It’s up to you to dig in and try to figure out what’s going on.

Keep in mind that the example strategies are just starting points. There’s no implied promise that if you run the example strategies you won’t see a warning message or have to sort through the innumerable complexities of algorithmic trading. :slight_smile:

Appreciate your reply, Brian.

Or you weren’t connected to IB Gateway? Or the markets were closed

IB gateway was connected. The algo runs 5 minutes after Market open.

have to sort through the innumerable complexities of algorithmic trading

Totally agreed. That’s the fun part. : )

I’ll report back here once I figured it out.

Cheers,
Yuan