I'm using the SC Sim1 account to test the plugin. I'm not subscribed to SC's real-time data, I use Interactive Brokers for RT data. For this test, I was just trying to pull historical data and run the script.
Also, in the user field, I tried leaving it blank (to which I receive an ES history unavailable message). So I run the script with only zlib in the user field and it appears to pull ES data from 2018-04-02 (based on the Warning message: Warning 047: ES first bar at 2018-04-02).
Based on the above warning, I thought a first step would be to use the plugin to successfully pull historical data. So I created the following Asset file: Assets-SC-ES.csv (spacing appears messed up below, but it lines up properly in Excel):
Name Price Spread RollLong RollShort PIP PIPCost MarginCost Leverage LotAmount Commission Symbol
ES 2700 0.25 0 0 0.25 12.5 6000 0 1 5 ESZ18
I then took the Gap study and modified it slightly:
// Display gaps in historical data.
// Red lines = gap length in days.
#define ASSET_LIST "History\Assets-SC-ES.csv"
StartDate = 2017;
//StartDate = 2018;
LookBack = 0;
var m = minutesAgo(1);
1. With a StartDate = 2018 the script runs without any errors, but the chart starts on April 2, 2018 rather than January.
2. With a StartDate = 2017 I receive the following message:
Error 055: ES History missing (2017 8192 HistoryES.t6)
Test: GapFinder_2018 ES 2017..2018