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darwinex / dwx-zeromq-connector

Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.
https://blog.darwinex.com/zeromq-interface-python-r-metatrader4/
BSD 3-Clause "New" or "Revised" License
344 stars 228 forks source link

cannot capture every instrument #29

Closed MrGekko1 closed 4 years ago

MrGekko1 commented 5 years ago

It tried to record every instrument of a broker called FXCM just to see if there is any arbitrage opportunity. (looks like there isn't) I was able to record only 54 instruments out of 94. For me it looks like zeroqm cannot see CFDs like 'USB30YUSD' or "DAX-SEP19." I can see that MT4 is publishing 'USB30YUSD' and it is also included in the Publish_Symbols[94] list in the mq4 file. Is it possible that zeromq can only see instruments with 6 characters?

Deeptradingfx commented 5 years ago

It tried to record every instrument of a broker called FXCM just to see if there is any arbitrage opportunity. (looks like there isn't) I was able to record only 54 instruments out of 94. For me it looks like zeroqm cannot see CFDs like 'USB30YUSD' or "DAX-SEP19." I can see that MT4 is publishing 'USB30YUSD' and it is also included in the Publish_Symbols[94] list in the mq4 file. Is it possible that zeromq can only see instruments with 6 characters?

a workaround call the symbol as string and set it on Publish_Symbols[94] array string variable = "symbolname";

rnjema commented 3 years ago

How was this resolved?