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assetHistory feature? #486659
09/14/22 17:58
09/14/22 17:58
Joined: Mar 2022
Posts: 7
B
BrainSailor Offline OP
Newbie
BrainSailor  Offline OP
Newbie
B

Joined: Mar 2022
Posts: 7
Hi,
I am currently looking into downloading data more intense and I found some behaviour which I do not understand.
I am downloading historical data with the zorro script "Download" and the resulting files (.t6) have overlapping times. This can be reproduced with stocks or CFDs with an IB as well with an OANDA account.

I have the following scenario:
1) I have 10 years plus history of 1min data of the stock AAL
2) the history files are divided by year in my history folder. I bought the history yesterday (see screenshot 1)
3) I am updating the history with the Download script of zorro (see screenshot 2)
4) the updated file has overlapping times AND the times seem to be shifted with the minuted where the download script was started (see screenshots 3x)

I am going to explain point 4 a little more as it is quite unusual and it looks very wired to me.

The message from the zorro window says it is going to download the prices from 10th of September from 00:01 until the minute where I started the script.
BUT the first appended time is 20:18 which is the start time of the script - 4 (Conversion UTC to ET) plus 18 (script start time). I did several tests and it is always the same logic (-4 hours + plus script start time)..

What is going on here? Am I missing something very basic or are we having an issue here?

Any help is appreciated.
Thanks

Attached Files
1_AAL_B4Download.jpg (35 downloads)
2_AAL_Download.jpg (35 downloads)
31_AAL_NachDownload1.jpg (35 downloads)
32_AAL_NachDownload2.jpg (34 downloads)
33_AAL_NachDownload3.jpg (34 downloads)
Re: assetHistory feature? [Re: BrainSailor] #486665
09/16/22 06:01
09/16/22 06:01
Joined: Jul 2000
Posts: 27,892
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,892
Frankfurt
Hmm, I have not yet heard of such a phenomenon. We will try to reproduce it and determine the reason.

Re: assetHistory feature? [Re: BrainSailor] #486666
09/16/22 07:00
09/16/22 07:00
Joined: Mar 2022
Posts: 7
B
BrainSailor Offline OP
Newbie
BrainSailor  Offline OP
Newbie
B

Joined: Mar 2022
Posts: 7
Thanks,
The IB Gateway version was 10.14. This is important because I was testing with IB Gateway 10.18 this morning and I got the below error message from IBG.
I think now this is a time format issue in the IB.dll function "BrokerHistory2()".
I am off for today but I will investigate this further on Monday.


Download...
Login 0 IB..
!Open IB Socket 2.08
!Account XXXXXX at UTC 09-16 05:18
!End Date/Time: The date, time, or time-zone entered is invalid. The correct format is yyyymmdd hh:mm:ss xxx where yyyymmdd and xxx are optional. E.g.: 20031126 15:59:00 US/Eastern Note that there is a space between the date and time, and between the time and time-zone. If no date is specified, current date is assumed. If no time-zone is specified, local time-zone is assumed(deprecated). You can also provide yyyymmddd-hh:mm:ss time is in UTC. Note that there is a dash between the date and time in UTC notation. AAL-STK--0.00--SMART/ISLAND--USD
!AAL 09-10 01:01:00 to 09-16 05:18:39 failed
!End Date/Time: The date, time, or time-zone entered is invalid. The correct format is yyyymmdd hh:mm:ss xxx where yyyymmdd and xxx are optional. E.g.: 20031126 15:59:00 US/Eastern Note that there is a space between the date and time, and between the time and time-zone. If no date is specified, current date is assumed. If no time-zone is specified, local time-zone is assumed(deprecated). You can also provide yyyymmddd-hh:mm:ss time is in UTC. Note that there is a dash between the date and time in UTC notation. AAL-STK--0.00--SMART/ISLAND--USD
!AAL 09-10 01:01:00 to 09-16 05:17:39 failed
!End Date/Time: The date, time, or time-zone entered is invalid. The correct format is yyyymmdd hh:mm:ss xxx where yyyymmdd and xxx are optional. E.g.: 20031126 15:59:00 US/Eastern Note that there is a space between the date and time, and between the time and time-zone. If no date is specified, current date is assumed. If no time-zone is specified, local time-zone is assumed(deprecated). You can also provide yyyymmddd-hh:mm:ss time is in UTC. Note that there is a dash between the date and time in UTC notation. AAL-STK--0.00--SMART/ISLAND--USD
!End Date/Time: The date, time, or time-zone entered is invalid. The correct format is yyyymmdd hh:mm:ss xxx where yyyymmdd and xxx are optional. E.g.: 20031126 15:59:00 US/Eastern Note that there is a space between the date and time, and between the time and time-zone. If no date is specified, current date is assumed. If no time-zone is specified, local time-zone is assumed(deprecated). You can also provide yyyymmddd-hh:mm:ss time is in UTC. Note that there is a dash between the date and time in UTC notation. AAL-STK--0.00--SMART/ISLAND--USD
!End Date/Time: The date, time, or time-zone entered is invalid. The correct format is yyyymmdd hh:mm:ss xxx where yyyymmdd and xxx are optional. E.g.: 20031126 15:59:00 US/Eastern Note that there is a space between the date and time, and between the time and time-zone. If no date is specified, current date is assumed. If no time-zone is specified, local time-zone is assumed(deprecated). You can also provide yyyymmddd-hh:mm:ss time is in UTC. Note that there is a dash between the date and time in UTC notation. AAL-STK--0.00--SMART/ISLAND--USD.

Re: assetHistory feature? [Re: BrainSailor] #486670
09/16/22 13:24
09/16/22 13:24
Joined: Jul 2000
Posts: 27,892
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,892
Frankfurt
The problem has been identified. The IB API no longer recognizes the time zone "GMT". It must now be "UTC" instead.

We'll upload a new IB plugin where this is fixed.

Re: assetHistory feature? [Re: BrainSailor] #486694
09/19/22 09:06
09/19/22 09:06
Joined: Mar 2022
Posts: 7
B
BrainSailor Offline OP
Newbie
BrainSailor  Offline OP
Newbie
B

Joined: Mar 2022
Posts: 7
Thanks! I am going to wait for the new Download and test it after downloading it!


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