RMyers
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![[*]](./images/xpsilver/default_icon.gif) Verfasst am: 10.9.2008 um 15:08 |
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MetaTrader Historical Data
Hi,
Great product. Much potential.
I have got live Metatatrader data streaming to W59, but nothing I have done has allowed me to put historical data in. I have moved the provided script
onto a EURUSD window and have tried everything I could think of in MtiQS itseld, but the historical data just won't load. Any help would be
appreciated.
Rick
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MtiQS-Boardadmin
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| Verfasst am: 10.9.2008 um 22:31 |
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Hi Rick,
what do you mean with "...has allowed me to put historical data in"
Historical quotes from MT4 into MtiQS or from MtiQS to W59?
Please give me a detailed description of what you will doing.
Uwe
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RMyers
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| Verfasst am: 10.9.2008 um 22:34 |
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Hi Uwe,
I have generated what I believe to be valid hst files, but I cannot tell if MtiQS is sending thme. The data is not making it to w59, in any case.
Rick
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MtiQS-Boardadmin
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| Verfasst am: 10.9.2008 um 23:26 |
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You say "I have generated what I believe to be valid hst files" - I assume you will feed in quote data from MtiQS to Metatrader, is that right?
It's a little bit confusing for me because you write in the first posting "I have got live Metatatrader data streaming to W59"
Please give me a detailed description of what you will doing, a description from where you will send data to which chart client.
Uwe
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RMyers
Junior Member
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| Verfasst am: 11.9.2008 um 17:00 |
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Hi Uwe,
I have a successful DDE link between Metatrader and MtiQS which is retrieving quotes and then passing them to W59. The difficulty I am having is
getting MtiQS configured to backfill data for the same instrument. I believe that applying the script you wrote to an offline chart for the instrument
should give me the data and I am successfully populating a .hst file in Metatrader with backfill data. What I caanot seem to do ic convince MtiQS to
pick this data up and make it available to W59.
I hope I have explained this correctly. By the way, I am a programmer and very much admire your excellent work.
Rick
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MtiQS-Boardadmin
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| Verfasst am: 11.9.2008 um 22:51 |
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Hi Rick,
now it's clear for me what you want 
MtiQS has two connections to Metatrader. The first is to retrieve quotes via DDE interface that you already use, the second one is to send quotes to
Metatrader. For example you can retrieve quotes with MtiQS from any other feed and then you can send this quotes to Metatrader to do charting
analysis. For this second connection MtiQS writes the hst files and you need the script.
In your case you have to do the following:
First you have to download the historical quotes from MT server via "History center" in Metatrader. This you'll find in the "Tools" menu or via
F2 key, then select the symbol you need with 1 minute compression. This quotes you must export into a csv file, best in the "history" subdirectory
of MtiQS. Please use for that the "Export" button in "History center". Thereafter you have to go to MtiQS on the "Metatrader" page. Here you
must select the related symbol from the main grid with a click into the row where the symbol is located, then you will see the symbol in the edit
field in the "Historical data" section. In the next step you must select the location of the csv file you have stored before with the file dialog,
for it please use the "Search archive" button. Now you must select a date range for which you will import the historical quotes from the csv file.
When all selections are complete press the "Update DB" button to fill in the quotes into the MtiQS database.
For quotes export from MtiQS to Wave59 a special feature is implemented. MtiQS saves the timestamp from the last quote you have send to Wave59. When
new quotes coming in into MtiQS and export to Wave59 is not active normaly you will get gaps in Wave59. Now when you start next time a connection to
Wave59 this quotes will be send before the first real time quote will be send to fill the gap. That means all quotes from MtiQS database are
transmitted to Wave59.
But in the case that you fill in historical quotes with date and time before the stored last timestamp this quotes will not be exported with the
"Fill gaps method", only these quotes which have a timestamp after the timestamp from last transfer will be "filled" into Wave59.
To avoid this you must manipulate these timestamp. Open the Wave59 ini file "w59.ini", located in the "init" subdirectory of MtiQS. Go to section
"LAST_TS" and search your symbol. The timestamp is in second since 01.01.1970 (Unix time). Now type in a timestamp before or equal the start date +
time you have imported the historical quotes. An example:
We assume the last timestamp for export to Wave59 in the w59.ini is 01.September.2008 12:00:00 (Unix = 1220270400). Now you have imported from
Metatrader a history from 01.August.2008 00:00:00 to 01.September.2008 11:59:00. In this case you have to set the timestamp in the w59.ini to
01.August.2008 00:00:00 or earlier (Unix = 1217548800). After this manipulation the "Fill gaps" method will send all quotes after 01.August.2008
00:00:00 to Wave59. Maybe it is required to delete the quotes data in the Wave59 directory ("Wave59 RT\data\IB\your_symbol") beginning from the
01.August.2008 00:00:00 to avoid duplicate quotes in Wave59.
For Unix conversion you'll find a tool at: http://www.onlineconversion.com/unix_time.htm
Best regards
Uwe
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