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Why history files are different since version 1.83? #473804
08/16/18 15:39
08/16/18 15:39
Joined: Jan 2017
Posts: 95
Bulgaria
kvm Offline OP
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kvm  Offline OP
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Why history files are different since version 1.83.2? Shouldn't they be constant?

Zorro-1.50.6/History/EURUSD_2005.t6 11463072 bytes
Zorro-1.66.4/History/EURUSD_2005.t6 11463072 bytes
Zorro-1.74.8/History/EURUSD_2005.t6 11463072 bytes

Zorro-1.83.2/History/EURUSD_2005.t6 11501856 bytes
Downloaded-from-site/EURUSD_2005.t6 11501856 bytes

This also aplies to other EURUSD files and greatly affects test results.

Re: Why history files are different since version 1.83? [Re: kvm] #473827
08/20/18 08:48
08/20/18 08:48
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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If new files are different to old files, then they were either from a different source, or have been modified on the server. Currently all forex history is from FXCM.

Re: Why history files are different since version 1.83? [Re: jcl] #473832
08/20/18 20:50
08/20/18 20:50
Joined: Oct 2013
Posts: 15
New York
Jason_Rogers Offline
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Jason_Rogers  Offline
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New York
Do you have examples of the discrepancies, other than the file size? You can send them to api@fxcm.com and mention you're trading via Zorro

Re: Why history files are different since version 1.83? [Re: Jason_Rogers] #473850
08/22/18 09:04
08/22/18 09:04
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kvm Offline OP
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kvm  Offline OP
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I've investigated a little bit more. I think the problem lies in how the bar's time was processed and saved in t6 files.

Here are the first three records from EURUSD_2005-Zorro_1.83 and EURUSD_2005-Zorro_1.74, respectively:

2005.12.30,20:00:00,1.18389,1.18399,1.18389,1.18399,5
2005.12.30,19:59:00,1.18369,1.18389,1.18369,1.18389,3
2005.12.30,19:57:00,1.18359,1.18369,1.18359,1.18369,1

2005.12.30,19:59:00,1.18389,1.18399,1.18389,1.18399,5
2005.12.30,19:58:00,1.18369,1.18389,1.18369,1.18389,3
2005.12.30,19:56:00,1.18359,1.18369,1.18359,1.18369,1

As you can see they are identical except the time is shifted forward by 1 minute in Zorro_1.83!

And here is the same example but with a random bar:

EURUSD_2005-Zorro_1.83:
2005.06.29,0053:00,1.20689,1.20719,1.20689,1.20719,8

EURUSD_2005-Zorro_1.74:
2005.06.29,0052:00,1.20689,1.20719,1.20689,1.20719,8

Re: Why history files are different since version 1.83? [Re: kvm] #473864
08/23/18 09:45
08/23/18 09:45
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Posts: 27,977
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Yes, I remember the timestamp was changed from bar start to bar end some time ago.

Re: Why history files are different since version 1.83? [Re: jcl] #473867
08/23/18 14:01
08/23/18 14:01
Joined: Jan 2017
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kvm Offline OP
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kvm  Offline OP
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Originally Posted By: jcl
Yes, I remember the timestamp was changed from bar start to bar end some time ago.


Hi jcl, now I've noticed the little difference in BrokerHistory2() method description:

Zorro_v1.74.chm: ticks - Output, array of T6 structs to be filled with the ask price history and additional optional data if available...

Zorro_V1.83.chm: ticks - Output, array of T6 structs to be filled with the ask prices, bar end time, and optionally additional data if available...

Isn't this a big change from a plugin's point of view? How can we be sure that every plugin is aware of the change, because the API technicaly is the same, only the description is different.

For example, a plugin developed with API 1.74 in mind will feed with wrong data Zorro 1.83+, because it still implements the correct API methods.

Last edited by kvm; 08/23/18 14:04.
Re: Why history files are different since version 1.83? [Re: kvm] #473868
08/23/18 14:29
08/23/18 14:29
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Posts: 27,977
Frankfurt
The reason of switching to bar end time was not that earlier versions were 'wrong', but compatibility with .t1 data. When using bar end time, t1 and t6 data produce the same prices, otherwise they are slightly different. If you have a plugin with bar start time, you can safely continue to use it.

Re: Why history files are different since version 1.83? [Re: jcl] #473873
08/23/18 16:32
08/23/18 16:32
Joined: Jan 2017
Posts: 95
Bulgaria
kvm Offline OP
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kvm  Offline OP
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OK, thanks. But I will change my plugins to return the end date, just to be on the safe side.

Re: Why history files are different since version 1.83? [Re: jcl] #474364
10/09/18 13:53
10/09/18 13:53
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kvm Offline OP
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kvm  Offline OP
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Bulgaria
Originally Posted By: jcl
The reason of switching to bar end time was not that earlier versions were 'wrong', but compatibility with .t1 data. When using bar end time, t1 and t6 data produce the same prices, otherwise they are slightly different. If you have a plugin with bar start time, you can safely continue to use it.


Is this valid for all time periods? What time should plugin returns for D1 bars?

Re: Why history files are different since version 1.83? [Re: kvm] #474365
10/09/18 14:40
10/09/18 14:40
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Posts: 27,977
Frankfurt
D1 bars usually have no time, but only a date. That can be left as it is.


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