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Tick data incomplete?
trottel
 Post subject: Tick data incomplete? Post rating: 0   New post Posted: Tue 08 Nov, 2011, 15:35 

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Joined: Wed 18 May, 2011, 08:40
Posts: 43
Location: RU
Is tick data for time period from 1 November 2011 to 8 November 2011 for EUR/USD incomplete?

My strategy trades almost every day. Then I looked into report and haven't seen any trades for this period. Then I looked output:

2011-11-08 17:30:24.300 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.01 00:00:00 000] to [2011.11.08 16:00:00 000], last loaded data element time is [2011.11.08 13:00:00 000]
2011-11-08 17:30:24.312 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.08 00:00:00 000] to [2011.11.08 16:55:00 000], last loaded data element time is [2011.11.08 14:25:00 000]
2011-11-08 17:30:24.344 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.08 00:00:00 000] to [2011.11.08 16:55:00 000], last loaded data element time is [2011.11.08 14:25:00 000]
2011-11-08 17:30:24.366 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.01 00:00:00 000] to [2011.11.08 16:00:00 000], last loaded data element time is [2011.11.08 13:00:00 000]
2011-11-08 17:30:24.367 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.01 00:00:00 000] to [2011.11.08 16:30:00 000], last loaded data element time is [2011.11.08 14:00:00 000]
2011-11-08 17:30:24.371 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.01 00:00:00 000] to [2011.11.08 17:00:00 000], last loaded data element time is [2011.11.08 13:00:00 000]
2011-11-08 17:30:24.386 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.01 00:00:00 000] to [2011.11.08 16:30:00 000], last loaded data element time is [2011.11.08 14:00:00 000]
2011-11-08 17:30:24.401 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.01 00:00:00 000] to [2011.11.08 16:45:00 000], last loaded data element time is [2011.11.08 14:15:00 000]
2011-11-08 17:30:24.426 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.01 00:00:00 000] to [2011.11.08 16:45:00 000], last loaded data element time is [2011.11.08 14:15:00 000]
2011-11-08 17:30:24.461 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.08 00:00:00 000] to [2011.11.08 16:59:00 000], last loaded data element time is [2011.11.08 14:29:00 000]
2011-11-08 17:30:24.538 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.08 00:00:00 000] to [2011.11.08 16:59:00 000], last loaded data element time is [2011.11.08 14:29:00 000]
2011-11-08 17:30:24.563 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.01 00:00:00 000] to [2011.11.08 16:50:00 000], last loaded data element time is [2011.11.08 14:20:00 000]
2011-11-08 17:30:24.563 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.01 00:00:00 000] to [2011.11.08 16:50:00 000], last loaded data element time is [2011.11.08 14:20:00 000]
2011-11-08 17:30:24.625 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.01.01 00:00:00 000] to [2011.11.08 12:00:00 000], last loaded data element time is [2011.11.08 08:00:00 000]
2011-11-08 17:30:24.626 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.01.01 00:00:00 000] to [2011.11.08 12:00:00 000], last loaded data element time is [2011.11.08 08:00:00 000]
2011-11-08 17:30:24.866 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.08 00:00:00 000] to [2011.11.08 16:59:50 000], last loaded data element time is [2011.11.08 14:30:10 000]
2011-11-08 17:30:24.873 DEBUG CurvesDataLoader - Not all data was loaded for interval [2011.11.08 00:00:00 000] to [2011.11.08 16:59:50 000], last loaded data element time is [2011.11.08 14:30:10 000]

I have deleted all tick data saved on my local machine and restarted testing. The same result.
 
API Support
 Post subject: Re: Tick data incomplete? Post rating: 0   New post Posted: Wed 09 Nov, 2011, 09:37 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
The message just means that not all data within the interval has been formed yet. For instance, if at 12:30:00 GMT you read ticks for period 12:00:00 - 13:00:00 GMT then only existing data will get read. And if you read for the whole day 4 hour bar data at 12:30:00 GMT, then only the first three bars will have been formed and consequently will get read and you will receive "Not all data was loaded for interval".
 
trottel
 Post subject: Re: Tick data incomplete? Post rating: 0   New post Posted: Thu 10 Nov, 2011, 15:51 

User rating: 0
Joined: Wed 18 May, 2011, 08:40
Posts: 43
Location: RU
API Support wrote:
The message just means that not all data within the interval has been formed yet. For instance, if at 12:30:00 GMT you read ticks for period 12:00:00 - 13:00:00 GMT then only existing data will get read. And if you read for the whole day 4 hour bar data at 12:30:00 GMT, then only the first three bars will have been formed and consequently will get read and you will receive "Not all data was loaded for interval".


Thanks for information. The problem was on my side. It was unusual long trade. Sorry.
 
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