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Downloaded prices and time #474266
10/02/18 22:48
10/02/18 22:48
Joined: Sep 2018
Posts: 29
K
kerplunk1899 Offline OP
Newbie
kerplunk1899  Offline OP
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K

Joined: Sep 2018
Posts: 29
Hi all,

I have a problem with the comparison of prices between the ones I have downloaded using Zorro from FXCM and the ones I actually see directly on FXCM.
In particular I am focus on the EUR/USD prices.

I have downloaded from FXCM the prices of the last 9 years using this script:

Code:
// Update M1 price history of all assets
function run()
{
  NumYears = 9;
  while(loop(Assets))
    assetHistory(Loop1,1);
  quit();
}



Unluckly, checking the correctness of the downloaded prices, I have noticed that comparing each price on a minute base, they do not match at all.
There is a huge difference between all the values.

Can you please help me to understand which could be the reasons of misalignment?



Thanks and regards,
Luca



Last edited by kerplunk1899; 10/02/18 22:49.
Re: Downloaded prices and time [Re: kerplunk1899] #474267
10/03/18 01:26
10/03/18 01:26
Joined: Jul 2017
Posts: 783
Z
Zheka Offline
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Zheka  Offline
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Z

Joined: Jul 2017
Posts: 783
Check if they are shifted by 1 min

Re: Downloaded prices and time [Re: Zheka] #474268
10/03/18 06:11
10/03/18 06:11
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline
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tradingest  Offline
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Joined: Feb 2018
Posts: 236
Italy
Originally Posted By: Zheka
Check if they are shifted by 1 min


Hi,

Is not shifted. The chart and data are completely different. How can I obtain the italian hours downloading the data?

thanks

Re: Downloaded prices and time [Re: tradingest] #474269
10/03/18 07:46
10/03/18 07:46
Joined: Jan 2017
Posts: 95
Bulgaria
kvm Offline
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kvm  Offline
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Bulgaria
Yes, there is a shifting. Not a time-shift but a price-shift. As you can see all the downloaded prices are "Zorro-Site-EURUSD_2018.t6" + 0.00005!
IMHO this is some sort of rounding issue.

Attached Files ZHistoryEditor.jpg
Re: Downloaded prices and time [Re: kvm] #474270
10/03/18 08:52
10/03/18 08:52
Joined: Sep 2003
Posts: 929
Spirit Offline

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Spirit  Offline

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Joined: Sep 2003
Posts: 929
Spread?

Re: Downloaded prices and time [Re: Spirit] #474271
10/03/18 09:48
10/03/18 09:48
Joined: Jan 2017
Posts: 95
Bulgaria
kvm Offline
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kvm  Offline
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Originally Posted By: Spirit
Spread?

Spreads might depend on the account type.

Re: Downloaded prices and time [Re: kvm] #474272
10/03/18 12:50
10/03/18 12:50
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline
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tradingest  Offline
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Joined: Feb 2018
Posts: 236
Italy
Originally Posted By: kvm
Originally Posted By: Spirit
Spread?

Spreads might depend on the account type.


If I see a chart with determined values in the zorro history I'd like to see the same data otherwise is very difficult make analysis. Right?

Can you help me to understand better this problem.

Re: Downloaded prices and time [Re: kvm] #474338
10/07/18 22:02
10/07/18 22:02
Joined: Sep 2018
Posts: 29
K
kerplunk1899 Offline OP
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kerplunk1899  Offline OP
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K

Joined: Sep 2018
Posts: 29
Originally Posted By: kvm
Yes, there is a shifting. Not a time-shift but a price-shift. As you can see all the downloaded prices are "Zorro-Site-EURUSD_2018.t6" + 0.00005!
IMHO this is some sort of rounding issue.



Hi again,

I'm sorry, but I'm not able to match the prices data frown
Can you please help to understand what I'm missing?
I want to have the security to backtest on prices that are exactly equals to the real ones.

I show you a screenshot I made where you can see prices of EURUSD on some minutes of last friday evening:

https://ibb.co/bNfdW9


As you can see prices are different, and the shifting of 0,00005 doesn't seem to apply here...

Am I watching the prices in a wrong way?

Thanks,
Luca

Last edited by kerplunk1899; 10/07/18 22:06.
Re: Downloaded prices and time [Re: kerplunk1899] #474340
10/08/18 06:21
10/08/18 06:21
Joined: Sep 2003
Posts: 929
Spirit Offline

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Spirit  Offline

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Joined: Sep 2003
Posts: 929
For watching them wrong, there only a few possibilities. Wrong time zone, wrong price type like bid instead of ask, wrong asset like future instead of underlying, and wrong price source like a different broker. Thats all I can think of. So should be not difficult to find out which it is.

Re: Downloaded prices and time [Re: kerplunk1899] #474343
10/08/18 09:31
10/08/18 09:31
Joined: Jan 2017
Posts: 95
Bulgaria
kvm Offline
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kvm  Offline
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Joined: Jan 2017
Posts: 95
Bulgaria
Originally Posted By: kerplunk1899
[quote=kvm]
...

Am I watching the prices in a wrong way?

Thanks,
Luca


I would say... yes!

They are perfectly match with each other! Take a look at my screenshot to understand the process:

1. Switch the online platform to ASK prices.
2. Switch the online platform to UTC time.
3. Keep in mind that Zorro saves bar's END time.
4. Compare OHLC and Volume data.

Attached Files fxcm-zorro.png
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