Live chart data export to CSV

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Re: Live chart data export to CSV

Postby allpin » Mon Aug 08, 2011 8:56 am

Chimpy,
Would you like to have an option to change output time to EST, UTC, or Local time? It can be added.
Offsets are used to calculate the beginning of the candle, and weekly offset is used only to calculate the beginning of weekly candle (W1).
Could you give me more information about candles not being updated for bigger time intervals? You mentioned that smaller timeframe are OK (m1 ... H3). Could you verify that timeframes H4, D1, W1, M1 are not updated? Could you note “modified” time of the output file(s) several time. Is it changing? Do you have any error messages like “Cannot update file ...”?
Sorry, I haven’t look into the problem of “upside down candles” yet.
allpin
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Re: Live chart data export to CSV

Postby chimpy » Mon Aug 08, 2011 12:14 pm

Allpin,

Hi, I'll list things so its easier on the eye and to keep track of:

Timeframes not updating
------------------------------

Yes, I mentioned on Friday that I changed the offset as you suggested but, nothing happened, I.E no updates.
The H4, H6, H8, D1, W1, M1 are not updating.. The Modified time never changes on ANY of the files, Even the ones that update perfectly, I.E 1min, 5min, 15min, 30min, H1.
The only time the file modified time gets updated is when the application restarted.

The lower timeframes are working very well and very fast updating, and reliable. The application has never crashed and I dont have any error messages, only when I misstype something in the configuration file, which is easily corrected.

Timezones
-------------

Yes, I thought the offsets were something to do with setting the timezones, I was a bit confused..
I am told with my account and FXCM's tradestation that I cant change the timezones, which is GMT.
I dont mind working with EST if you can tell me how to change marketscope to EST otherwise you see different sized candles on the higher timeframes when you go back and forth between marketscope and yoru 3rd party charting package which can be confusing. Its not as important an issue as the upside down candles and timeframe updates, so just when you can get it done would be great.

Upside down candles
------------------------

This is a big problem, as I said it may be nothing to do with your application. It could affect all apps pulling history from the API, maybe.. I would rule this one out first before you spend any time troubleshooting the CSV app.


Temporary file hashing (solved)
---------------------------

I fixed this one entirely, by installing a RAMdisk application and pointing the CSV file output to there. I recommend the use of a RAM disk if you update the CSV's frequently.


Thanks
chimpy
 
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Re: Live chart data export to CSV

Postby chimpy » Thu Aug 18, 2011 8:56 pm

Can someone please have a look at the upside down candle stick or mangled data problem as the whole application is unusable at the moment because the data output can't be trusted..

At least can we please confirm if the problem lies within the API itself, then we can at least alert the proper developers/support people within fxcm to get the problem resolution in the pipeline, as otherwise this will drag on for week on week into the fall.

Please see the two charts attached below of the SPX500 and JPN225 D1 markets both are unusable and the data is badly mangled, in a different way to the what was reported earlier with the GBPUSD market. I would like to start using this application in its basic form knowing I can download trusted data and be able to update that data. Thank you.


spx500.jpg
S&P Normal Daily OHLC chart

JPN225.jpg
JPN225 Candlestick Daily chart
chimpy
 
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Re: Live chart data export to CSV

Postby allpin » Mon Aug 22, 2011 5:13 pm

Hello,
I have updated project and zipped executable. Changes made:
1 - fixing issue with bigger candles not being updated
2 - do not show same offer more than once on the screen (case with same instrument and different timeframes)
allpin
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Re: Live chart data export to CSV

Postby chimpy » Mon Aug 22, 2011 10:37 pm

Hi, I am getting the following error message when I use the updated app:

Code: Select all
Status: Connecting
Status: Connected
Exception System.MissingMethodException: Method not found: 'fxcore2.O2GResponse fxcor
e2.O2GLoginRules.getTableRefeshResponse(fxcore2.O2GTableType)'.
   at fxcore2.Samples.HistoryMgr.GetInstrumentsAndSubscriptions(Dictionary`2& instrum
entsSubscriptions)
   at fxcore2.Samples.HistoryMgr.StartGettingData()
   at fxcore2.Samples.EventListener.WaitNextEvent()
   at fxcore2.Samples.Program.Login(LoginInfo loginInfo)
   at fxcore2.Samples.Program.Main(String[] args) occured


Thanks C
chimpy
 
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Re: Live chart data export to CSV

Postby allpin » Tue Aug 23, 2011 9:01 am

Chimpy, sorry for inconvenience. I have updated the executable and the project again. Please let me know whether it would run successfully and whether "big" timeframes would be updated.
The second bug fix relates to cosmetic issue I noticed myself (showing same offer more than once on the screen if, for example, configuration file asks for "m1" candles for EUR/USD and "H1" candles for EUR/USD).
allpin
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Re: Live chart data export to CSV

Postby chimpy » Tue Aug 23, 2011 2:14 pm

Thank you for the update. I ave tested it and all the timeframes are now updating except the weekly? The monthly is ok though..

Do the offsets have anything to do with it:
<TradingDayOffset>-7</TradingDayOffset>
<TradingWeekOffset>-1</TradingWeekOffset>


Do you have any idea whats causing the mangled candles, is it an API problem?

chimpy
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Re: Live chart data export to CSV

Postby allpin » Wed Aug 24, 2011 8:04 am

Hi Chimpy,
Please use <TradingWeekOffset>0</TradingWeekOffset> in configuration file. That should fix the issue with updating of weekly candles.
I have yet to look at the case with upside down candles. Thank you for your patience.
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Re: Live chart data export to CSV

Postby allpin » Wed Aug 24, 2011 10:31 am

I have updated project file and executable. Changes made:
1 - Use 0 as a default for TradingWeekOffset
2 - Added option NeedLastCompletedCandle in configuration file.
If the value is 'y' or 'Y', the last completed candle will be shown on the screen, and offers would not be shown. Default is 'N' ('User needs forming candles as well'). This option can be used for those users who need only completed candle.
allpin
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Re: Live chart data export to CSV

Postby chimpy » Fri Aug 26, 2011 6:32 am

allpin,

Thanks for that fix .All timerames appear to be updating now.
speak to you next week.

Chimpy
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