Downloading & using data

Hi, I've been attempting to download the data for #SPY from my broker and haven't been having any luck. It seems the download script only ever wants to download 2015 data despite specifying 2010-2015, and then when I attempt to train or test using that instrument, I get a "Not enough bars!" error, the instrument is then removed from the selection list, and then sometimes Zorro even suffers a fatal exception.

Is this because the download script only downloads M1 data which isn't provided by my broker beyond a month past?

If this is the case, is there a way of specifying the download script to download H1 data? I don't require any lower timeframe than this to configure my strategy.

Thanks for any help anyone can offer!

You can set up the year with StartDate and EndDate. For H1 data, change the period of the loadHistory command to 60.

Hi jcl, many thanks for your reply.

I've tried setting the loadHistory period to 60, which doesn't seem to do anything in this case.

I've also tried specifying a start date and end date to cover many years, as well as just single years. Each time, the script says it's downloaded one hour and reports "Done!". The only bar file in the history folder with a size >1k is #SPY_2015. Deleting all the #SPY history files to start again doesn't help.

Multiple brokers give the same result. In each case, using metatrader I've manually verified the brokers will usually supply H1 data back to 2013, but Zorro just doesn't seem to fetch it.

Any other ideas?

Thanks again

Just an update to my issue - I seem to have this same problem any time I'm downloading data for any instrument not already in the selectable list, indicating it's not a problem with just the #SPY data.


And rather than adding a new comment to the thread.. I've noticed around the forum there's a few difficulties regarding DEP - could this be affecting my installation and/or data downloads in any way?

No, DEP has no effect on your price downloads. But I see from your post that you seem to use Metatrader. Check with your broker how much price history you can download with that. Normally a couple of weeks or months, but certainly not years.

A broker that provides serious price history is FXCM, but only with a direct connection - not with Metatrader.

Hi jcl,
Yes i'm using metatrader simply to manually scroll back through the data in order to see the earliest data that will be supplied for each time frame. In the case of H1 data, each broker does seem to supply data dating back to late 2013.

Am I wrong in assuming this is the same data that Zorro would have access to?

I have also attempted creating a demo account with FXCM and connecting directly however Zorro reports a login authentication issue despite copy/pasting the login details direct from details supplied by FXCM.

I can not tell. Zorro has only access to the price history that MT4 makes available to an EA. How much that is depends on the individual MT4 server setup. I have not yet found an MT4 server that could be used for price download beyond a few months. Admittedly I have not made much experiments with MT4 in that regard.

Also look in the Experts tab, there you can normally see from the error messages why the download failed.

Thank you jcl. I've now discovered that if I create my FXCM demo account through a different method, the credentials do indeed work in Zorro. And I'm having far greater success with the data now that the direct connection is working.

I do normally try to stay away from MT4 for anything but charting and for a while the bridge was my only option - thanks for your advice; now I can start testing this algo!