Getting Historical Data Appears to be all Jackedup...
Please correct me if I am wrong (and I sure hope I am) but it appears that when the trade sever is ask for historical data the server returns the last 300 bars (closest to the ending date). Thus, if the server was ask for daily bars starting from 1/1/2000 and ending on 1/1/2008; the server will return 300 daily bars, (starting sometime around 10/1/2007) and ending on 1/1/2008 (or is it only up to 12/31/2007?)
Anyway, if this example is true, then it seems to me that the way the server returns historical data is ASS BACKWARDS and a pain in the backside to work with!!!
It would appear to me that if I asked for information starting from 1/1/2000 and ending on 1/1/2008 that I would get (if not all the data) at least N items starting at the beginning (in this case; 1/1/2000)! Thus I would expect to get something like this:
1/1/2000 to (1/1/2000 + 300 items, thus somewhere around 3/1/2001) then I could ask the server for the next data chunk with a start date of 3/2/2001 and keep my end date of 1/1/2008 the same. By following this method it makes it easy to save the data to memory or to disk.
After reading the blogs and seeing the amount of time the Fxcm support team must waste on this one issue, I suspect that I’m not the only one who thinks the “Get Historical Data” function is all jacked up (it is probably a bug that can't be fixed due to backwards compatibility). However, regardless of why the function is the way it is today; can we get a new (extended) version of this function that will return data chunks starting from the starting date? – Please!!
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