 Posted 2/22/2007 14:16:44
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I would be nice if historical data could be requested in terms of an amount of recent data. As it stands, one must remember to move a start date along with some regularity. Having an ability to specify how many recent units to retrieve (intervals) would make it easier to keep up with some span of current data. This only requires that RE compute the start date back from the current date when historical data is requested. Particularly as new symbols are added to a folder, this would mean that data is not retrieved unnecessarily far back.
-Pete
(See also rightedge-ats Yahoo group  )
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Posted 2/22/2007 14:28:57
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phg (2/22/2007)
I would be nice if historical data could be requested in terms of an amount of recent data. As it stands, one must remember to move a start date along with some regularity. Having an ability to specify how many recent units to retrieve (intervals) would make it easier to keep up with some span of current data. This only requires that RE compute the start date back from the current date when historical data is requested. Particularly as new symbols are added to a folder, this would mean that data is not retrieved unnecessarily far back. Logged as Bug 803. Curious, though, why are you reloading historical data and having to specifiy dates? Seems like once you had the initial historical data downloaded you'd let the downloader just use the date of the last bar.
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Posted 2/22/2007 19:33:53
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When you configure a folder you specify a date where historical data is to start fetching from. Over time I delete some symbols and add others. As time goes by the span for new symbols grows unnecessarily, until one manually reconfigures the folder to a more recent date. It is a book keeping annoyance, to remember to move the date along so new symbols start out with about 300 bars. More bars are needed for simulation, but for live system (or any 'current' signaling), only as many (recent) bars as called for by your signal generators are needed, often less than 25.
-Pete
(See also rightedge-ats Yahoo group )
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Posted 2/22/2007 19:47:38
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phg (2/22/2007)
When you configure a folder you specify a date where historical data is to start fetching from. Over time I delete some symbols and add others. As time goes by the span for new symbols grows unnecessarily, until one manually reconfigures the folder to a more recent date. It is a book keeping annoyance, to remember to move the date along so new symbols start out with about 300 bars. More bars are needed for simulation, but for live system (or any 'current' signaling), only as many (recent) bars as called for by your signal generators are needed, often less than 25.Ok, fair enough.
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Posted 2/23/2007 07:11:57
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| Bill, this is also why I am interested in an option where there are no histoical bars on the local (my) system. Instead, I would like to retrieve historical data on demand, as is done for charts. For my purposes, one or two days or perhaps a week of 15 minute bars from IB are sufficient 'start up' bars for working (live system) strategies. Retrieving recent data as is done for charts assures 'clean' data with no gaps and, for my purposes, sufficient to have valid indicators at the next real time bar, for example a moving average that needs 15 bars to be valid. Further, the is less concern about runnning the system all day or even each day just to have a full set of data. Simulation is a whole different matter. There, data going back years is useful for honing a strategy. The current set up works fine for that. (Note: for a folder using Yahoo historical data, it would be neat if my local store was automatically brought up to date on start up. That is, an option to just automatically go get any missing Yahoo data when RE is started, possibly conditioned by a confirmation dialog.  ) Nobody said I wasn't lazy. -Pete
-Pete
(See also rightedge-ats Yahoo group )
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