try using old data type.

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coffeesnob
Posts: 4
Joined: Sat Feb 02, 2013 10:09 pm

try using old data type.

Post by coffeesnob »

Hi there, you are to be congratulated for your excellent work. What a fantastic tool, one of the great frustrations about back testing is the time it takes to get good data.. This helps a lot.
Anyway, I recently downloaded 3 years of data (well I tried to) using tickstory and as you know with a number of the symbols you get the error related to the fact that the b15 file format has changed and some of the history is of the old type.
I have 2 suggestions.
1. Is it possible to have the software try download using the old format if it encounters this error before reporting an error? The idea is that if we already know that there are going to be errors because of the data change and Dukascopy are migrating to the new data type then we should still be able to download the old format until the new format is updated for the affected pairs.

2. Because I have already downloaded the tickdata without converting it I have 3 years (ish) of data on my computer. Now when I try to convert that data Tickstory will go to the datasorce to find data that is missing. We already know that some of the data will be missing because of the issues highlighted in point 1. It would be ideal if we could force tickstory to only use local data in such an instance because the looking up of missing data is slowing the process down un-necessarily.

Other than that I love this tool.. I look forward to other features that will come online in time. Well done.

admin
Site Admin
Posts: 99
Joined: Thu Jul 19, 2012 9:17 am

Re: try using old data type.

Post by admin »

Hi coffeesnob,

Thanks very much for your encouraging feedback. Regarding the download process, the idea behind utilising/downloading the latest Dukascopy format is to captialise on the significant disk space savings (in some cases the data is 75% smaller). Once you have performed the download once, you should no longer need to do this again. That is, Tickstory always checks for the data on your local hard drive before going to the web (and it will replace old format files with the new format where applicable). The main delay in processing this data is the way Dukascopy structures their data which is essentially many disk files that need to be unpacked. To this end, there are definitely improvements to made here. We are currently making significant developments in order to radically speed up the data retrieval and export process. This involves developing our very own database technology to store the vast amounts of data and retrieve it quickly. Appreciate if you can bear with us as we work to incorporate this into future versions of Tickstory.

Regards.

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