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Attempting to download history for certain assets freezes Zorro #448594
02/12/15 03:29
02/12/15 03:29
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
User
GPEngine  Offline OP
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G

Joined: Sep 2013
Posts: 504
California
1. modify Download.c.
StartDate = 2005;
include any of these assets in the loop
// "USD/TRY", "GBP/SEK", "EUR/TRY", "USD/SGD", "USD/SEK", "EUR/SEK", "CHF/SEK",
// "USD/PLN", "EUR/PLN", "USD/NOK", "EUR/NOK", "CHF/NOK", "TRY/JPY", "ZAR/JPY",
// "SEK/JPY", "HKD/JPY", "USD/HUF", "USD/HKD", "EUR/HUF", "USD/DKK", "EUR/DKK",
// "USD/CNH", "NZD/CHF", "CAD/CHF", "NZD/CAD", "USD/ZAR"
// "USD/RUB", "SGD/JPY", "NOK/JPY", "USD/MXN", "USD/ILS", "EUR/CZK", "USD/CZK",
Note that all of these assets are listed on http://www.fxcm.com/products/forex/currency-pairs/ under See all Currency Pairs.

2. Press [Trade]

Observed. Zorro does not complete the task and becomes unresponsive.

Specifically, for example, try adding CAD/CHF to the list. Zorro freezes after printing "Loading CAD/CHF history..." Server info box says "Loading CAD/CHF 17.12.14". Must force quit Zorro.

Re: Attempting to download history for certain assets freezes Zorro [Re: GPEngine] #448680
02/16/15 18:11
02/16/15 18:11
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
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GPEngine  Offline OP
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G

Joined: Sep 2013
Posts: 504
California
FXCM is removing some of these exotic pairs from their offerings.
Still, some of the pairs Zorro has trouble downloading are not exotic.
Please investigate?

Re: Attempting to download history for certain assets freezes Zorro [Re: GPEngine] #448681
02/16/15 19:06
02/16/15 19:06
Joined: Jul 2000
Posts: 28,094
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,094
Frankfurt
Change the start date. Not all pairs are supported back to 2005. Downloading nonexistent data puts Zorro at the API's mercy. API calls are secured against crashes, but not against unresponsiveness.

Check also if your account has a limit of the number of subscribed assets. You should then however see an error message prior to downloading. I can not confirm a problem so far for assets that can really be downloaded.

Re: Attempting to download history for certain assets freezes Zorro [Re: jcl] #448682
02/16/15 19:32
02/16/15 19:32
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
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GPEngine  Offline OP
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G

Joined: Sep 2013
Posts: 504
California
Some pairs have history to 2008, and trying to download 2007 freezes Zorro. Ex. "CAD/CHF", "EUR/SEK".
Other pairs have history to 2010, and trying to download 2009 freezes Zorro. Ex. "EUR/HUF".

I you want to get maximum history for all pairs, then the way to sort this out -- there are 58 pairs on the platform -- is by guess-and-check.

Re: Attempting to download history for certain assets freezes Zorro [Re: GPEngine] #448683
02/16/15 20:46
02/16/15 20:46
Joined: Jul 2000
Posts: 28,094
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,094
Frankfurt
That's right unfortunately.

Re: Attempting to download history for certain assets freezes Zorro [Re: jcl] #448694
02/17/15 09:18
02/17/15 09:18
Joined: Apr 2014
Posts: 482
Sydney, Australia
B
boatman Offline
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boatman  Offline
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Joined: Apr 2014
Posts: 482
Sydney, Australia
Or get the data from ww.histdata.com - I purchased FTP access for around $30 and was able to download data back to around 2002 for the majors and 2007-08 for the exotics.

I have a script written in C++ that batch processes histdata's CSV files into Zorro's .bar format ready for use in Zorro. It is based on the included convert.c script. I am happy to share....in exchange for some help writing a script that batch merges the monthly CSV files into yearly CSV files for each asset. :-)

GEPEngine, or anyone else, let me know if you are interested.

Last edited by boatman; 02/17/15 09:18. Reason: spelling
Re: Attempting to download history for certain assets freezes Zorro [Re: boatman] #448699
02/17/15 12:27
02/17/15 12:27
Joined: Sep 2013
Posts: 64
Spain
yosoytrader Offline
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yosoytrader  Offline
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Posts: 64
Spain
as I understand you need to merge .bar files with monthly data into yearly .bar files

Re: Attempting to download history for certain assets freezes Zorro [Re: yosoytrader] #448706
02/17/15 21:30
02/17/15 21:30
Joined: Apr 2014
Posts: 482
Sydney, Australia
B
boatman Offline
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boatman  Offline
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Joined: Apr 2014
Posts: 482
Sydney, Australia
That's pretty much correct yosoy - the .bar files are yearly. The data I have is divided into a separate CSV for each asset and each month. Hence I need to merge all 12 monthly CSV files into a yearly file before converting that yearly file to .bar.

Re: Attempting to download history for certain assets freezes Zorro [Re: boatman] #448710
02/18/15 11:49
02/18/15 11:49
Joined: Sep 2013
Posts: 64
Spain
yosoytrader Offline
Junior Member
yosoytrader  Offline
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Joined: Sep 2013
Posts: 64
Spain
Hi boatman, so the C++ program transforms the yearly .csv into a .bar file, but first it's necessary to merge (without any transformation) the monthly .csv files... is that correct?


Happy trading laugh
Re: Attempting to download history for certain assets freezes Zorro [Re: yosoytrader] #448713
02/18/15 14:25
02/18/15 14:25
Joined: Jul 2000
Posts: 28,094
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,094
Frankfurt
You could also merge the .bar files with a merge program. The .bar format is an array of BAR structs, so .bar files can be merged when their times fit together.

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