All zeroes in topic/items of block

[joflo5712]

bridge.txt
Hi: I am trying to connect to TOS using the TOSDataBridge.
I have installed the engine and got it running on a Window 10 work station running x64.
I have the TOS platform running,
I installed the tosdb python library on the same machine along with python V 3.9.0
I attempted to exercise the system by running code similar to the example python code provided.
I am able to see the connection all the way to the TOS platform.
But when I attempt to display blocks for items/topics, I get all zeroes.
I am accessing the TOS platform after trading hours. Do I need to do some setup on the TOS platform?

Thanks!
Joseph Flores---------------------------------------------------------

Here is the output:
C:\Users\J\scripts\bridge>python bridge.py

• Using Module(s) D:/TOS/TOSDataBridge-master/bin\Release\x64\tos-databridge-0.9-x64.dll
  D:/TOS/TOSDataBridge-master/bin\Release\x64/_tos-databridge-x64.dll
• Last Update: Thu Oct 15 11:05:05 2020
• Process ID: 12864
• Succesfully Connected to Service\Engine
• Succesfully Connected to TOS
  Connected: True
  State: 2 True
  Block Limit: 10
  Block Limit: 20
  Active Blocks: 0
  ASK
  ASK
  ['ASK', 'BID', 'LAST', 'VOLUME']
  Block topics: ['ASK', 'BID', 'LAST', 'VOLUME']
  Block items: ['QQQ', 'SPY']
  Block topics precached: []
  Block items precached: []
  Block info: {'Name': 'b0c38fdee10f4d44b7bae822e400eaf9', 'Items': ['QQQ', 'SPY'], 'Topics': ['ASK', 'BID', 'LAST', 'VOLUME'], 'ItemsPreCached': [], 'TopicsPreCached': [], 'Size': 10000, 'DateTime': 'Enabled', 'Timeout': 2000}
  Block:
  ASK BID LAST VOLUME
  QQQ 0.000000 0.000000 0.000000 0
  SPY 0.000000 0.000000 0.000000 0

Total_frame: dict_keys(['QQQ', 'SPY'])
Total_frame (last): ('0.000000', TOSDB_DateTime(micro=0, sec=0, min=0, hour=0, day=0, month=1, year=1900))
Total_frame (volume): ('0', TOSDB_DateTime(micro=0, sec=0, min=0, hour=0, day=0, month=1, year=1900))

• Closing Blocks
• Disconnecting From Service \ Engine
• Closing Module(s) D:\TOS\TOSDataBridge-master\bin\Release\x64\tos-databridge-0.9-x64.dll
  D:\TOS\TOSDataBridge-master\bin\Release\x64_tos-databridge-x64.dll

[bran112299]

I have the same issue. I set a time.sleep() and sometimes it works, then randomly it will just display all 0's when I print the block.

[jeog]

The bridge just naively takes in whatever TOS sends out. At times, like in the after-hours session, this can happen. Looking at the historical data for a particular stream should give you a better idea of what's happening.

[Jeffdunham1]

I also tried to use TOSDataBridge V0.9 with Python 3.9 and it gives the readout it connects to everything fine but even during market hours it refuses to grab anything except for the daily timeframe information.

tosdb.init(root= 'C:/root') 
block_QQQ= tosdb.TOSDB_DataBlock(10000, True)
tosdb.set_block_limit(20)
block_QQQ.add_items('QQQ)
block_QQQ.add_topics('Open', 'High', 'Low', 'Last', 'Volume')
b= block_QQQ.stream_snapshot('QQQ', "Open", date_time=False, end=9, beg=0)
print(b)

###Output of b
[362.8, 362.8, 362.8]

Is this just because I am using DataBridge version 0.9 or am I doing something wrong? if anyone has gotten to work on python I would love to see a code example if possible.

[jeog]

It looks like you're pulling a snapshot of the day's open which is always going to be the same value as there is only one open price. (Certain fields, like OPEN, don't really lend themselves to a stream.)

If you're looking for OHLC values of intraday bars you need to create it yourself using a stream of LAST values, and their datetime, or use the tosdb.intervalize package