Oanda histo data different from manual download

Posted By: byakuren81

Oanda histo data different from manual download - 06/03/18 12:35

I have recently updated my own version of the Oanda API (REST v20) and noticed differences in M1 bars with Zorro download. I compared for instance M1 bars from the 1st of Jan 2018 till the 1st of June and M1 bars are the same only for the recent ones. Moreover, Zorro generated much more bars (4k on around 150k). Could you please explain me the reasons of such differences in term of bar values and number?
Thx
Posted By: AndrewAMD

Re: Oanda histo data different from manual download - 06/03/18 13:38

In forex, there are no centralized exchanges, so all data is local to your broker.

Thus, it is preferable to source historical data from your forex broker. The download script makes this easy.
Posted By: byakuren81

Re: Oanda histo data different from manual download - 06/03/18 13:42

Thx for your reply, but that's my bad as when downloading Zorro it comes with histo data for EURUSD by default and I guess these data are from FXCM. So when I updated till today it apended data from Oanda leading to earlier different values and dimension...
Posted By: Sphin

Re: Oanda histo data different from manual download - 06/03/18 16:21

I think it's not useful to mix price files, there are two solutions using prices from several brokers:

1. temporarily

You rename e.g. the original EURUSD_2018.t6 to EURUSD_FXCM_2018.t6 and download the prices from OANDA to an empty price file EURUSD_2018.t6. If you want to use FXCM prices you make the procedure vice versa. Alternatively you keep the price files with FXCM and OANDA and make a sym link (mklink on Win) from one to the EURUSD_2018.t6 depending on which broker you want.

2. permanently

You create an account.csv like:

Name,Broker,Account,User,Pass,Assets,CCY,Real,NFA,Plugin
Broker1, ..., NewAssets.csv, ...
Broker2, ..., NewAssets.csv, ...

and use asset names in the NewAssets.csv like

Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
EURUSD_Broker1,1.09546,0.00005,-0.14,0.06,0.0001,0.09129,10,0,1000,0.6,Broker1:EUR/USD
EURUSD_Broker2,1.09546,0.00005,-0.14,0.06,0.0001,0.09129,10,0,1000,0.6,Broker2:EUR/USD

In this case the price files are already named correctly e.g. EURUSD_Broker1_2018.t6 when downloading history.
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