Acknowledge symbol sessions in Historical Download Scheduler  [SOLVED]

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Jupp25
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Acknowledge symbol sessions in Historical Download Scheduler

Postby Jupp25 » 15 Jan 2022

Hi,

in the Schedule Settings of Historical Data Download it is noted, that it is important to consider the symbol sessions.
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Does that apply for all types/timeframes of data?
Shouldnt this be irrelevant for ticks and minutes when downloading them on exchange time basis?
How does this actually effect a chart, in wich way would it be wrong?
Can someone please explain this with an example.
I imagine ticks and minutes as a stream of data with timestamps, so session is irrelevant and Multicharts pulls sections of that stream according to the settings I use for the session I want to display!??? Same would go for "day build on minutes". Using daily data, session settings are putting that data on the correct day of the month/week, but shouldnt that only be relevant for building a chart and irrelevant for download???

I cant get my head arround this :oops:

If this is really so important, then the consequence would be, that a seperate session needs to be set up for almost every symbol, because the standard session time from the Symbol dictionary and the ECN seem wrong most of the time. I mean for charting I have to figure that out anyway, but thought for downloading it would be irrelevant.

Thx
Chris

Jupp25
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Re: Acknowledge symbol sessions in Historical Download Scheduler

Postby Jupp25 » 20 Jan 2022

Hi everyone,

Can anybody explain the details of that subject please, I just want to make shure, that all the data I downloaded is correct.

Thanks :)

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Svetlana MultiCharts
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Re: Acknowledge symbol sessions in Historical Download Scheduler  [SOLVED]

Postby Svetlana MultiCharts » 26 Jan 2022

Hi Jupp25,

This warning is mostly related to daily data. For example, if you use the Historical Data Download Scheduler to load one historical daily bar each day right after the session is closed, it may happen that the data will not load, because data provider may upload daily bars on their historical servers not immediately.
However, it is not the case for a chart, as the data series is plotted from both historical and real-time data on the chart, and the missing bar may be built from real-time data.

Absence of a historical tick or minute on the data provider’s server is a rare case. But, for example, IQfeed provides less amount of historical data during the session than when the session is closed. Therefore we recommend to take into account the data provider’s peculiarities while creating a schedule.


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