Discussion of article "Creating a trading robot for Moscow Exchange. Where to start?" - page 2

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On MOEX instruments, sessions come from the exchange and are prescribed a day ahead.
 
Renat Fatkhullin:
On MOEX instruments, sessions come from the exchange and are prescribed a day in advance.
I'm sorry, but there are two schedules,

this one:

10.00 - 14.00 Main trading session (daily Settlement period)

14.00 - 14.05 Day clearing session (intermediate clearing)

14.05 - 18.45 Main Trading Session (evening Clearing Period)

18.45 - 19.00 Evening Clearing Session (Main Clearing)

19.00 - 23.50 Evening Additional Trading Session

and the schedule that this function produces:

but SymbolInfoSessionTrade (.... ) it gives a different schedule....

Suppose for symbol RTS-12.16 this function gives the following interval

for trading session 15:45 - 22:15, does it mean that trade orders for this symbol outside this interval

the server will not execute ? and what about clearing ? clearing, as I understand, will be executed in any case ?


 
Denis Sartakov:
I'm sorry, but there are two schedules,

this one:

10.00 - 14.00 Main Trading Session (Day Clearing Session)

14.00 - 14.05 Day clearing session (intermediate clearing)

14.05 - 18.45 Main Trading Session (evening Clearing Period)

18.45 - 19.00 Evening Clearing Session (Main Clearing)

19.00 - 23.50 Evening Additional Trading Session

and the schedule that this function produces:

but SymbolInfoSessionTrade (.... ) it gives a different schedule....

Suppose for symbol RTS-12.16 this function gives the following interval

for trading session 15:45 - 22:15, does it mean that trade orders for this symbol outside this interval

the server will not execute ? and what about clearing ? clearing, as I understand, will be executed in any case ?

Please provide a screenshot of the symbol properties with sessions, the full format of the request and the result of the request.
 
Renat Fatkhullin:
Please provide a screenshot of the symbol properties with sessions, the full query format and the query result.

Unfortunately, I only have a demo account with Otkritie broker,

and everyone here shouts that demo and real are heaven and earth, that's why I only work out on demo

trading sets, I pay little attention to the other moments, I'm not sure, but it seems that the demo-server

doesn't celebrate trading sessions given bySymbolInfoSessionTrade function(....),

i.e. it does not pay attention to the contract specification....

I am preparing for a real account, that's why I ask such questions....

 
Rashid Umarov:

The function outputs exactly what is specified on the trade server in the contract specification.


It's clear, but I don't understand what schedule to trade on.

on the schedule that this function produces?

but your Script is fine, "you can feel the hand of the master..."

 
Denis Sartakov #:

it's clear, it's just not clear what the timetable is for trading.

according to the schedule given by this function ?

but your Script is fine, "you can feel the hand of the master..."

In Open, this function, as well as the specification, gives the average temperature in the hospital.

GMKN Spec.

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