Importing Fx history

Posted By: CaptainChezza

Importing Fx history - 01/26/16 03:08

Hi there,

Very excited to join this community and test out some strategies with zorro, and progress from there.

First step though, after I've been able to get the demo bridge working, is to get some fx history into zorro.

I read the manual on this, but given i'm not using FXCM, I'm not sure on how to get my history data into zorro.

I can produce tick data csv files from tickstory or from EA analyser downloader, but from there I am not sure how to import given that zorro (free) only wants 1M candles?

Any help would be greatly appreciated, as this is my current road block!

Thanks
Posted By: jcl

Re: Importing Fx history - 01/26/16 14:49

You can convert tick data by script to M1 data. This is not particularly difficult, but it involves a modification to the convert.c script for storing the first, highest, lowest, and last tick of every minute in a TICK struct.
Posted By: CaptainChezza

Re: Importing Fx history - 01/27/16 06:05

Thanks Jcl,

Has anyone done it this way before? Or what is the commonest/easiest way to download and import the data?

Also, if/when I get zorro S, how do I import the tick data then, assuming I want to maintain the tick data granularity.

Thanks
Posted By: jcl

Re: Importing Fx history - 01/27/16 09:59

With Zorro S you can download tick data directly from FXCM. Converting it from csv however still requires a modification to the convert.c script, which is currently for M1 data only.
Posted By: CaptainChezza

Re: Importing Fx history - 01/28/16 02:09

Hi again.
understood.
whats the easiest way to get M1 data into the database, by downloading the files from FXCM through the script?
or is it easier through the file here: http://server.conitec.net/down/history_28.zip

Thanks
Posted By: jcl

Re: Importing Fx history - 01/28/16 09:33

Yes, the easiest way is downloading a history archive. But if it does not contain the data that you need, then the second-easiest way is from FXCM with the Download script of the current beta version. It allows you to enter the asset name and the years to download in a panel.

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