Gamestudio Links
Zorro Links
Newest Posts
loading historical data 1st time
by AndrewAMD. 04/14/23 12:54
Trade at bar open
by juanex. 04/13/23 19:43
Bug in Highpass2 filter
by rki. 04/13/23 09:54
Adding Limit Orders For IB
by scatters. 04/11/23 16:16
FisherN
by rki. 04/11/23 08:38
AUM Magazine
Latest Screens
SHADOW (2014)
DEAD TASTE
Tactics of World War I
Hecknex World
Who's Online Now
0 registered members (), 1,012 guests, and 8 spiders.
Key: Admin, Global Mod, Mod
Newest Members
rki, FranzIII, indonesiae, The_Judge, storrealba
18919 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Page 3 of 3 1 2 3
Re: More price history -- more pairs / more tickdata / exotics [Re: DdlV] #426487
07/23/13 15:36
07/23/13 15:36
Joined: Jul 2000
Posts: 27,935
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,935
Frankfurt
Yes, they will be the same. The zip files are raw data. Zorro does the cleaning internally when it loads the prices.

Some files in the zip have a length of 0 bytes - they replace some early years when price data was really bad. Those files should not be deleted.

Re: More price history -- more pairs / more tickdata / exotics [Re: jcl] #426491
07/23/13 16:41
07/23/13 16:41
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,609
Thanks jcl.

Re. 0 byte files, what about other assets? Did the bad data affect them as well?

I.e., before downloading history for other assets, are there years for which 0 byte files should always be created to avoid downloading bad data for those other assets?

Re: More price history -- more pairs / more tickdata / exotics [Re: jcl] #426494
07/23/13 18:54
07/23/13 18:54
Joined: Jul 2013
Posts: 522
D
dusktrader Offline OP
User
dusktrader  Offline OP
User
D

Joined: Jul 2013
Posts: 522
Originally Posted By: jcl
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.

I stand corrected -- it worked! I tried simplifying the Download.c script to just a few key lines and made sure the asset didn't already exist in the history folder.

One thing that may have been the issue before (not sure) is that I may have tried over a weekend. Could be that the feed was down?

Code:
Download compiling.............
FXCM.dll => FXCM interface opened
Login FXCM... at UTC 23.07. 18:21
Loading AUD/CHF 2012 history.. 371968 min, gap 4897 h, gap 35785194 bars
Loading AUD/CHF 2011 history.. 370622 min, gap 13701 h, gap 35785217 bars
No AUDUSD prices
Logout.. ok
Time 00:27:28



Btw, how much is "too much" in the gap. In other words, at what point should I be worried about a gap in prices?

I'll proceed now to download all the rest of the assets and advise if any abnormal issues.

THANKS

Re: More price history -- more pairs / more tickdata / exotics [Re: DdlV] #426657
07/26/13 15:07
07/26/13 15:07
Joined: Jul 2013
Posts: 522
D
dusktrader Offline OP
User
dusktrader  Offline OP
User
D

Joined: Jul 2013
Posts: 522
I've just encountered an abnormality with downloading M1 data through the FXCM real account feed:

I've been slowly-but-surely downloading M1 data for all the exotics, and I have not yet taken a closer look at them (ie, plot price curve is one thing I plan to do)... but sometimes it's obvious something is wrong by just looking at the filesize.

Overnight I downloaded another handful of pairs from 2002-2013 and I noticed two irregular-looking years for GBP/CHF. So what I did is I moved ALL those files for this pair to a subfolder and then restarted Zorro and requested loadHistory for only one of the bad years.

The result is that it now downloaded a seemingly-full dataset. This brings up several concerns:
Did the FXCM feed malfunction during the download process?
or did Zorro hiccup and cause this issue?

Here is the info I looked at:
(first run):
GBPCHF_2007.bar
739 KB
31496 min

(second run):
GBPCHF_2007.bar
8226 KB
350970 min

Note that the surrounding years (2002-2013) for this pair looked normal filesize, with the exception of 1 other abnormal year (2011).

EDIT: in re-attempting the (obviously wrong) years, I did get a more-normal looking file size for both years.

Last edited by dusktrader; 07/26/13 15:25.
Re: More price history -- more pairs / more tickdata / exotics [Re: dusktrader] #426696
07/27/13 12:11
07/27/13 12:11
Joined: Jul 2000
Posts: 27,935
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,935
Frankfurt
Yes, this is either a malfunction of the FXCM server, or a temporary online connection problem. If a file is obviously too short, download it again later. If it's then still too short, replace it by a 0 file.

Page 3 of 3 1 2 3

Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1