Live chart data export to CSV

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Re: Live chart data export to CSV

Postby Gennadiy » Tue Dec 10, 2013 5:04 am

Hello chimpy,

We have used the latest source code from Allpin.

The error looks as if you forgot to copy the required libraries into the exe directory.

Please copy the following files from C:\ForexConnectAPI\bin\ into the LiveChartDataExportToCSV_x86.exe directory:

ForexConnect.dll
fxcore2.dll
fxmsg.dll
gse xpat.dll
gstool3.dll
gszlib.dll
httplib.dll
log4cplus.dll
msvcp80.dll
msvcr80.dll
pdas.dll

and your Configuration.xml
Gennadiy
 

Re: Live chart data export to CSV

Postby chimpy » Wed Dec 11, 2013 2:12 am

The fxcore2.dll file is not in the bin directory by default, but there are two copies in the bin\net\dotnet20 and dotnet40 directories. should I copy fxcore2.dll up to the bin directory from one of these, if so which one? I can try both but I wated to make sure I got the right one for this release of FXconnect api
chimpy
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Posts: 112
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Re: Live chart data export to CSV

Postby chimpy » Wed Dec 11, 2013 2:16 am

I am running the LiveChartDataExportToCSV_x86.exe from the bin directory as last time round it worked fine.
chimpy
FXCodeBase: Initiate
 
Posts: 112
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Re: Live chart data export to CSV

Postby Gennadiy » Wed Dec 11, 2013 10:37 pm

Hello chimpy,

should I copy fxcore2.dll up to the bin directory from one of these, if so which one?


You should copy fxcore2.dll from bin\net\dotnet20.

I am running the LiveChartDataExportToCSV_x86.exe from the bin directory as last time round it worked fine.


I am glad to hear it.
Gennadiy
 

Re: Live chart data export to CSV

Postby chimpy » Mon Dec 16, 2013 11:46 am

Gennadiy,

The application is up and running again thanks.
An example of the timezone problem is below for GBPUSD . Along with the settings I am using.
Code: Select all
<?xml version="1.0" encoding="utf-8" ?>
<configuration>
  <Settings>
    <UserID>0000000000</UserID>
    <URL>www.fxcorporate.com/Hosts.jsp</URL>
    <Connection>Real</Connection>
    <SessionID></SessionID>
    <Pin></Pin>
    <TradingDayOffset>-7</TradingDayOffset>
    <TradingWeekOffset>0</TradingWeekOffset>
    <Delimiter>,</Delimiter>
    <NeedLastCompletedCandle>N</NeedLastCompletedCandle>
    <TimeZone>UTC</TimeZone>
    <SeparateDateAndTime>Y</SeparateDateAndTime>   
    <FormatDecimalPlaces>Y</FormatDecimalPlaces>   
    <OutputDir>H:\fxcmdata</OutputDir>   
    <Timeout>60</Timeout>


Around the time that daylight saving is introduced in the UK, The 4 Hour candle times switch from 0200,0600,1000,1400,1800,2200 to 0100,0500,0900,1300,1700,2100
The timezone in the configuration.xml is set to UTC. UTC is set by some atomic clock and does not change. It should not change for daylight saving. When the timezone is set to EST you do not get this problem.
I have checked in marketscope and marketscope also has this problem so it seems the data being provided from the fxcm server is not correct or there is something wrong with the UTC flag?

I am just guessing but maybe the script is communicating the [Local] flag, which would explain the daylight saving time.
See here:
http://fxcodebase.com/wiki/index.php/Changing_Time_Zone

Code: Select all
06/03/2013,02:00,1.51452,1.51478,1.51325,1.51402,1.51476,1.51503,1.51349,1.51429,5631
06/03/2013,06:00,1.51402,1.51457,1.50679,1.50756,1.51429,1.51484,1.50710,1.50777,14600
06/03/2013,10:00,1.50756,1.51046,1.50591,1.50819,1.50777,1.51067,1.50614,1.50840,16372
06/03/2013,14:00,1.50819,1.50819,1.50155,1.50191,1.50840,1.50840,1.50177,1.50217,18836
06/03/2013,18:00,1.50191,1.50404,1.50158,1.50170,1.50217,1.50425,1.50192,1.50197,7857
06/03/2013,22:00,1.50170,1.50178,1.49637,1.49943,1.50197,1.50280,1.49687,1.49969,10290
07/03/2013,02:00,1.49943,1.50117,1.49882,1.50027,1.49969,1.50138,1.49902,1.50053,6814
07/03/2013,06:00,1.50027,1.50123,1.49667,1.49913,1.50053,1.50142,1.49692,1.49939,18537
07/03/2013,10:00,1.49913,1.50732,1.49816,1.50591,1.49939,1.50759,1.49886,1.50618,29718
07/03/2013,14:00,1.50591,1.50820,1.50155,1.50253,1.50618,1.50840,1.50180,1.50275,21316
07/03/2013,18:00,1.50253,1.50275,1.50055,1.50120,1.50275,1.50301,1.50080,1.50170,7126
07/03/2013,22:00,1.50120,1.50256,1.50052,1.50134,1.50170,1.50274,1.50124,1.50154,6674
08/03/2013,02:00,1.50134,1.50168,1.49807,1.49815,1.50154,1.50193,1.49831,1.49841,6032
08/03/2013,06:00,1.49815,1.50327,1.49809,1.50252,1.49841,1.50354,1.49835,1.50279,13287
08/03/2013,10:00,1.50252,1.50460,1.48833,1.49259,1.50279,1.50485,1.48875,1.49280,23362
08/03/2013,14:00,1.49259,1.49577,1.49042,1.49443,1.49280,1.49598,1.49064,1.49471,23534
08/03/2013,18:00,1.49443,1.49471,1.49081,1.49145,1.49471,1.49497,1.49117,1.49212,7293
10/03/2013,21:00,1.49150,1.49233,1.49003,1.49146,1.49193,1.49279,1.49023,1.49170,4702
11/03/2013,01:00,1.49146,1.49256,1.49112,1.49175,1.49170,1.49282,1.49137,1.49202,4625
11/03/2013,05:00,1.49175,1.49423,1.49162,1.49251,1.49202,1.49447,1.49189,1.49273,11433
11/03/2013,09:00,1.49251,1.49325,1.48649,1.48876,1.49273,1.49345,1.48673,1.48900,15867
11/03/2013,13:00,1.48876,1.49182,1.48721,1.49019,1.48900,1.49204,1.48747,1.49045,15879
11/03/2013,17:00,1.49019,1.49320,1.48989,1.49137,1.49045,1.49341,1.49015,1.49170,7615
11/03/2013,21:00,1.49137,1.49185,1.48962,1.49051,1.49170,1.49212,1.48986,1.49077,6731
12/03/2013,01:00,1.49051,1.49112,1.48849,1.48946,1.49077,1.49132,1.48870,1.48974,5486
12/03/2013,05:00,1.48946,1.49152,1.48777,1.49018,1.48974,1.49163,1.48804,1.49043,10941
12/03/2013,09:00,1.49018,1.49146,1.48304,1.48888,1.49043,1.49170,1.48330,1.48902,23773
12/03/2013,13:00,1.48888,1.49026,1.48547,1.48994,1.48902,1.49047,1.48571,1.49022,21976
12/03/2013,17:00,1.48994,1.49129,1.48883,1.48997,1.49022,1.49147,1.48905,1.49030,10274
12/03/2013,21:00,1.48997,1.49093,1.48918,1.49036,1.49030,1.49123,1.48942,1.49063,6104


Also on the 4 Hour you get an extra bar every now and again. Unlike the anomaly above, this does not appear in marketscope:

22/05/2013,21:00,1.50475,1.50499,1.50165,1.50224,1.50509,1.50574,1.50191,1.50251,7121
22/05/2013,21:00,1.50475,1.50499,1.50165,1.50224,1.50509,1.50574,1.50191,1.50251,7121



Chimpy
chimpy
FXCodeBase: Initiate
 
Posts: 112
Joined: Fri Jun 10, 2011 10:32 am

Re: Live chart data export to CSV

Postby Gennadiy » Tue Dec 17, 2013 4:28 am

Hello chimpy,

Around the time that daylight saving is introduced in the UK, The 4 Hour candle times switch from 0200,0600,1000,1400,1800,2200 to 0100,0500,0900,1300,1700,2100
The timezone in the configuration.xml is set to UTC. UTC is set by some atomic clock and does not change. It should not change for daylight saving. When the timezone is set to EST you do not get this problem.
I have checked in marketscope and marketscope also has this problem so it seems the data being provided from the fxcm server is not correct or there is something wrong with the UTC flag?

The point is that the FXCM server forms prices in EST timezone. In the daylight saving time the EST and UTC has an hour a difference. This is why prices (candles) "switches" with UTC parameter (only in daylight saving time).

Also on the 4 Hour you get an extra bar every now and again. Unlike the anomaly above, this does not appear in marketscope:

22/05/2013,21:00,1.50475,1.50499,1.50165,1.50224,1.50509,1.50574,1.50191,1.50251,7121
22/05/2013,21:00,1.50475,1.50499,1.50165,1.50224,1.50509,1.50574,1.50191,1.50251,7121

We will check it. I will let you know about results.

Hope this helps.
Gennadiy
 

Re: Live chart data export to CSV

Postby chimpy » Wed Dec 18, 2013 12:26 pm

Gennadiy,

Hi, so your saying that with the UTC setting the time stamp in the files is the same from one day to the next all year round and its the othe opening and closing on fridays and sundays because the opening and closing in tokyo and new york are affected by day light saving time?
With the UTC setting will say "16.45" always repeat literally on the stopclock 24 hours later?
This is important if your counting bars etc and market timing.

I could not find the FXCM daylight trading statement but here is the one from another dealer. seems this opening anc closing hours for forex are slightly different to fxcm. Is there a standard opening and closing time for forex as with the DOW and LSE?
[url]
http://www.saxobank.com/market-insight/ ... ding-hours
[/url]
chimpy
FXCodeBase: Initiate
 
Posts: 112
Joined: Fri Jun 10, 2011 10:32 am

Re: Live chart data export to CSV

Postby Gennadiy » Thu Dec 19, 2013 1:49 am

Hello chimpy,
Hi, so your saying that with the UTC setting the time stamp in the files is the same from one day to the next all year round and its the othe opening and closing on fridays and sundays because the opening and closing in tokyo and new york are affected by day light saving time?
With the UTC setting will say "16.45" always repeat literally on the stopclock 24 hours later?

I am sorry, but I don't clearly understand your question. Could you please clarify it?

Market opening and closing time may be different depending on server. But for Europe and America this time is 17:00 EST. It is independent of the daylight time.
Gennadiy
 

Re: Live chart data export to CSV

Postby Gennadiy » Tue Dec 24, 2013 5:10 am

Hello chimpy,

Also on the 4 Hour you get an extra bar every now and again. Unlike the anomaly above, this does not appear in marketscope:

22/05/2013,21:00,1.50475,1.50499,1.50165,1.50224,1.50509,1.50574,1.50191,1.50251,7121
22/05/2013,21:00,1.50475,1.50499,1.50165,1.50224,1.50509,1.50574,1.50191,1.50251,7121


We will check it. I will let you know about results.

We have tried to reproduce the issue, but without result.
Could you please provide us your Configuration.xml ? It would be helpful for us.
Send it to support(at) gehtsoftusa(dot) com or place it here.
Thank you.
Gennadiy
 

Re: Live chart data export to CSV

Postby chimpy » Fri Jan 03, 2014 5:39 am

Gennadiy,

I have gone through the output files a few times lately, and I cannot find this error either. It could have been a one off event. I will keep an eye on it and let you know.

I understand the timezone thing now. Thanks.

Would it be possible to add a function so that the script can output bars of any minute length as we are currently its reststricted to 1, 5, 15, 30, 60 minute bars.

Instead of changing the current stable regime of <TimeFrame>m5</TimeFrame> and <TimeFrame>H4</TimeFrame> perhaps something simple that added the 1minute bars up and was controlled by say: <TimeFrame>mm125</TimeFrame> <TimeFrame>mm332</TimeFrame>

Although, I guess someone will come along and ask for 9 Hour bars in the future... would this cause a large script overhead adding up 540 minutes?

C
chimpy
FXCodeBase: Initiate
 
Posts: 112
Joined: Fri Jun 10, 2011 10:32 am

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