How to download historical data properly?

pmsfx · #1 (**permalink**) 11-04-2009, 07:12 AM

hi,

after few hours downloading historical data (using Demo account), I found this account is no longer able to login.

What is the restriction in downloading historical data? any restriction using Live account? I plan to download 20 pairs start 1-jan-2008 (may take weeks to finish), use it for backtesting.

regards,
pmsfx

Luke Quinn · #2 (**permalink**) 11-04-2009, 07:21 AM

Quote:

Originally Posted by pmsfx

hi,

after few hours downloading historical data (using Demo account), I found this account is no longer able to login.

What is the restriction in downloading historical data? any restriction using Live account? I plan to download 20 pairs start 1-jan-2008 (may take weeks to finish), use it for backtesting.

regards,
pmsfx

pmsfx,

There should be no real restrictions for demo or real with regards to how much data you can retrieve. You may want to try a new demo account, logout login, restart, etc. to see if that resolves it.

The biggest restriction when requesting prices is the fact that you can only request 300 bars at a time. Depending upon how you have coded things, a program can loop through 300 bars at a time until it has retrieved all the data you have requested.

Best,

Luke

pmsfx · #3 (**permalink**) 11-04-2009, 12:58 PM

hi Luke,

Thank you very much for the info and assurance. My demo account can resume login now. I think it was blocked due to high traffic few hours ago.
the same program is now resume dowloading but I set larger interval (10 seconds) to lower resources load on FXCM server. I hope can download all 20 pairs in months (very slow process but ok).

I need all 20 pairs to test my blackbox using FXCM data instead of other broker's (after encounter many downtime with them).

If its continue to block (can't login) then i will dowload historical data during Asian session only.