There is a bug in loadHistory when loading new pairs that aren't subscribed yet. So subscribe the pair in the TS before loading its price history.

And there was also a tiny piece of information missing in the manual: Prices are only downloaded once. When the price history is already found in the History folder, nothing is downloaded, except for the current year to which new prices are appended. So you have to delete first a price file from the history folder before you can download it again.

There is, as to my knowledge, no difference between a FXCM demo and real account in price history.

Ok... I do not have TS, but I believe the pair is "subscribed" and already exists in my Assets.dta file (is that what you meant by subscribed?)

I will try this next: delete the .bar file(s), then try to download ONLY the history year 20120101 - 20121231 first, and see if it can do that.

EDIT: that didn't work either, here is the log:

Can you please confirm if the inability to download comprehensive price history from FXCM is an issue with Zorro or FXCM? If it's Zorro, I'm hoping you can try to get it resolved in a future version. I prefer to use FXCM data if possible.

Otherwise, let me know if your finding is simply that FXCM is not providing history data prior to 2013 (hopefully that's not the case!) In that case I will work on repurposing data from another source.

THANKS

FYI all, re. jcl's comment about differences in price history between FXCM Demo & Real accounts:

I am told by FXCM that there are 2 differences - really the same difference twice: For those interested in USD/CNH and/or USD/ILS, these are not currently available on Demo accounts, so the only way to access their price history is from Real accounts.

jcl, is deleting history files obtained from Zorro's zips and re-downloading from FXCM recommended or not? I recall reading somewhere that I can't put my finger on now that Zorro's zips were cleaner or something? If I delete and re-download, am I getting "dirty" data that will give inaccurate Train/Test results?

Thanks.

Lastly, re. the bug in loadHistory, I was having some success by just rerunning - as if the 1st run did the subscribe and then the download failed, but a 2nd run went OK since the asset was now subscribed. But I haven't had time to get back to this and be rigorous about it...

Yes, the workaround is subscribing the asset first and then downloading it in a second run. Alternatively you can subscribe it in the broker platform. But the subscription bug is anyway fixed in the latest version, 1.13, that you should have. I've also added a step by step description for downloading prices to the manual.

As to the question if it is recommended to delete a file from the history and then download it again - normally not, in the interest of preserving Internet bandwidth. The files in the zip are from the same data and are not processed in any way, so I don't think downloading them again will help you with whatever you want to do.

Regarding fixes in loadHistory() .... on a new Asset that is subscribed... I have been unable to load any history from the FXCM feed prior to 2013. Can you please confirm this is also your finding?

If so, do you know if this is a loadHistory() issue, or an issue with the FXCM datafeed itself?

Neither - there is no known issue with downloading prices. We do that all the time. Of course the prices must be available, you can not go back indefinitely.

If the price files are already there, they are not downloaded a second time. Maybe that's what you meant? But I can not confirm any problems with downloading prices of a new asset after it's subscribed.

Re. subscribing, TS enforces a 20 asset limitation on Demo accounts, whereas if Zorro does the subscribing that limit is bypassed.

Re. the zip files, I still can't find it but I thought I read somewhere that the zip files avoided some bad FXCM data?

If I delete the files that came from the zip and then download from FXCM, will it be exactly the same data for all years?

Thanks.