Long term historical data is needed - page 2

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I think the correct way to do it here is make a new topic, put what months/days is needed, what website to get the data from. Each post into chronological order (for exemple first takes July 04, second takes June 04) going on backwards to whatever time there needs to be. Then find somewhere to upload the files and put them into another topic/thread so we will have a signup thread and an upload thread.

If you would like scorpion I can manage that updating every 12-24 hours, just give me what website to download from and all the details needed (how many points? time interval?)

Thanks, email me at "gazuz AT peyret DOT com"

 

I have not got a response from Gain Capital yet. But thinking about your question. In what I think is going on, is yes the Gain Capitial data is using DST. UTC or commonly GMT does not use DST. So when ET is using DST vs not using DST there is an hour difference. So right off it looks okay to me.

Steven

 

Steven,

I've found many missing ticks in Gain Capital's data ranging from hours to days. These missing ticks make up 20-150pips each gap. I think these gaps are made intentionaly by Gain, because most ticks' IDs are put correctly in order of 1 increment.

Take care,

Scorpion

 

Hello all members! Any body here got data from disktrading?

Have a nice day,

Scorpion

 

Scropin,

I will be more diligent on asking Gain about those issues. Before I talk with them, will you sum up you questions, with examples.

Steven

 

One thing that would be intresting to know before I talk with Gain, is if these gaps are weekend gaps. Here is how you find out

//Source of information https://www.mql5.com/go?link=http://www.jimloy.com/math/day-week.htm

//W=(C+Y+L+M+D)mod 7

//W is the day of the week (0=Sunday, through 6=Saturday)

//C is a code for the century from this table (for the Gregorian calendar only):

// ???? 1600 2000 2400 5

// ???? 1700 2100 2500 4

// 1400 1800 2200 2

// 1500 1900 2300 0

//Y is the last two digits of the year.

//L is the number of leap days since the beginning of the century.

// 1) Divide the year (two digits) by 4 and throw away the fraction.

// 2) Only century years divisible by 400 are leap years.

// Add 1 for those centuries divisible by 4 (as we haven't counted the leap day for year 00 yet).

// 3) Also, don't count a leap day if it happens after the date that you are calculating.

// In other words subtract one, if you are calculating a date of January or February of a leap year.

//M is the code for the month, from this table:

// Jan 0 Apr 6 Jul 6 Oct 0

// Feb 3 May 1 Aug 2 Nov 3

// Mar 3 Jun 4 Sep 5 Dec 5

//D is the date

//Sun=0,Mon=1,Tue=2,Wed=3,Thu=4,Fri=5,Sat=6

My Notes from some source code I wrote to figure date information.

Steven

 

I keep thinking of things. I would not trust eSignal Data. eSignal is a composit of many brokers, and as far as I can tell there is no way to filter for a specific broker.

Steven

 

Hello Steven,

Nice code for calculating the day of a date. I'll use it to impress my friends.

Anyway, I know most gaps are between Wednesday and Thursday, since I've imported all Gain's data into Microsoft Access DB. Then I did some queries to convert all date in data to MS Access Standard Date. After that, MS Access automatically shows what day they are in all ticks. That's a life saving.

By the way, now I was donated EURUSD tick data back to year '98 from disktrading. I am currently inspecting the data, and hope it's kinda high quality.

Good luck,

Scorpion

 

Does anyone know how disktrading gets it's data and then sells it. The reason I ask I one time played with eSignal Data and it was a wast of time for testing strategies. I am just hoping that scorpion is not wasting his time with looking at the data. One thing that makes me a bit concerned about disktrading data, is that I do not think that disktrading is a broker. Anyways, can anyone tell me more about disktrading?

Steven

 

I am not sure either, but I guess the data might comes from OmegaResearch or eSignal. As far as I know, now eSignal gets forex data from FXCM and RefcoFX. I'll compare disktrading data with MetaTrader's and see if they match.

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