As I was playing around with loading different asset data, I noticed that for Bitmex, it's skipping regular time periods, specifically the same weekend day every single week [See picture below]. I highlighted the areas of interest.
I'm using the download widget that runs from Zorro's included download.c script and after checking that the asset was stored in the Zorro History folder, I plot the price to check the data according to this script;
//Run to check price curve data
function run() { //Defining a 1 minute period BarPeriod = 1;
//Defining the two assets used in spread calculation asset("nameofasset"); var assetprice = priceClose() ;
//Plots plot("assetprice",assetprice,NEW,BLUE); }
Not sure if this is due to the plugin, or Sierra's side? Or do I need to do something to the download.c script from Zorro?
There's definitely weekend data, I loaded historical charts off Sierra using the same symbol and was able to display the entire history (plus, almost all cryptocurrency exchanges are 24/7 barring downtimes.
**** Also, I checked BTC data off of Poloniex and received a similar result (regularly occurring, missing data that seems to be a weekend day), see second attached picture. I checked my Sierra settings and it's set to load weekend data.
