Download D1 data from broker connection?

Posted By: Hredot

Download D1 data from broker connection? - 06/25/18 13:19

The manual lists the following modes one can use to download data with "assetHistory" function

Quote:

FROM_GOOGLE - download daily (D1) price data from Google� Finance.
FROM_QUANDL - download daily (D1) price data from Quandl� (Zorro S required).
FROM_AV - download daily (D1) price data from AlphaVantage�.
FROM_STOOQ - download daily (D1) price data from Stooq�.
FROM_YAHOO - download daily (D1) price data from Yahoo� Finance (currently out of service).
FROM_BITTREX - download daily (D1) cryptocurrency data from Bittrex� (Zorro S required).
FROM_CRYPTOC - download daily (D1) cryptocurrency data from CryptoCompare� (Zorro S required).
+1 - download M1 data (Bittrex/CryptoCompare only).
+2 - download H1 data (Bittrex/CryptoCompare only).
+UNADJUSTED - download unadjusted prices.
+OVERRIDE - download price data even when history is up to date.
1 - download unadjusted one-minute (M1) price data from the selected broker.
0 - download unadjusted tick quote (T1) data from the selected broker (Zorro S required).

While there is a setting to get M1 data from the selected broker, I do not see a corresponding mode to get D1 data from the same broker. Is it possible to download D1 data from a broker with Zorro?

Posted By: jcl

Re: Download D1 data from broker connection? - 06/25/18 13:53

No, only M1 and T1. If you need D1, you can convert M1 to D1 and store it under a different name.

Posted By: Hredot

Re: Download D1 data from broker connection? - 06/25/18 13:57

I see. Another question:
When downloading D1 data from AV or Quandl etc. does Zorro download the entire history up to the specified starting date every time completely, or just updates the missing days in existing history files?

Posted By: Hredot

Re: Download D1 data from broker connection? - 06/25/18 14:01

Also, what about the following statement in the manual:

Quote:

In [Trade] mode, asset() causes the asset prices to be downloaded from the broker. If this is not desired or if the broker does not support that asset, add a '#' to the Symbol field in the asset list, or add an external price source such as QUANDL:, GOOGLE:, or AV:.

Would that download D1 data from the broker, if the time frame is set to 1 day bars?

Posted By: giangpt

Re: Download D1 data from broker connection? - 07/07/18 13:23

Hi All

I tried to download H1 data from Bitrrex exchange, however I could get only H1 data.

How to set up the parameter to get the right H1 data.

Thanks

Posted By: jcl

Re: Download D1 data from broker connection? - 07/10/18 13:16

FROM_BITTREX|2 loads H1 data.