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Using OnMarketData() on Historical data with a recording engine
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Using OnMarketData() on Historical data with a recording engine

  #61 (permalink)
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I have a question of the millisecond time-stamp.

When reloading historical data, does NT supply the millisecond at which the bar finished in Time[0] for the new precision of the GomRecorder to be effective?

On a different note, I presume if you have IRT or MD, you can then download the data from IQFeed using that tool and use them as input for GOM files. That way you will not have to have the recorder running 24/7.

Ideally what would be ideal if you could get the files up to date real-time. NT will occasionally hang and while you are restarting, you lose the ability to recreate the data intra-day.

Now all this will not be necessary if NT could supply ticks for historical data .... But then we will not be thanking Gomi.


Last edited by aviat72; October 8th, 2010 at 12:59 AM.
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  #62 (permalink)
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gomi View Post
Hi,

I don't know why this happens because the recorder doesn't buffer data : it flushes after every tick
bw.Flush();


Does anybody know if there is a way to convert NT Market Replay Data to Gomi Recorder format?
Or at least anybody tried to do such an utility?

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  #63 (permalink)
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aviat72 View Post
I have a question of the millisecond time-stamp.

When reloading historical data, does NT supply the millisecond at which the bar finished in Time[0] for the new precision of the GomRecorder to be effective?
................................................

No, the resolution of NT historical data is 1 second, but GomRecorder doesn't use that data, only the recorded data.

Take your Pips, go out and Live.
Luke.
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  #64 (permalink)
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tarantino View Post
Does anybody know if there is a way to convert NT Market Replay Data to Gomi Recorder format?
Or at least anybody tried to do such an utility?

Read this post https://futures.io/elite-circle/1342-volume-ladder-ninjatrader-66.html#post67746, but I haven't tried it and don't understood if it works or not, but think it doesn't work. lol .

Take your Pips, go out and Live.
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  #65 (permalink)
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To access the correct precision you need to use the GomOnMarketDataWithTime method which will provide the millisec timestamp.


LukeGeniol View Post
No, the resolution of NT historical data is 1 second, but GomRecorder doesn't use that data, only the recorded data.


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  #66 (permalink)
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No format is unknown( at least to me, I know fin-alg reads it but I don't know how they did it...)



tarantino View Post
Does anybody know if there is a way to convert NT Market Replay Data to Gomi Recorder format?
Or at least anybody tried to do such an utility?


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  #67 (permalink)
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Here's a new version of the recorder that corrects the time filtering problem some people had on GomMP.

Now ticks should be correcty filtered based on your session settings. You can still have ticks outside the session added on the first bar of the session by setting "Disable time filter" to true.

I promise to soon do a complete update on GomPackage so we don't have to keep chasing the latest versions....

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  #68 (permalink)
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gomi View Post
Here's a new version of the recorder that corrects the time filtering problem some people had on GomMP.

Now ticks should be correcty filtered based on your session settings. You can still have ticks outside the session added on the first bar of the session by setting "Disable time filter" to true.

I promise to soon do a complete update on GomPackage so we don't have to keep chasing the latest versions....


Gomi,

Can you please place header line of text in files with the date of the most recent revisions.

Thanks,

RJay

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  #69 (permalink)
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GOMFOLDER environment variable

This is a reminder/response to an earlier post in this thread.

Remember that an environment variable has a NAME and a VALUE.

The GomRecorder looks for an environment variable with the name GOMFOLDER.

The VALUE can be any VALID windows path name. The path must point to a folder that actually exists.

I set the value of my GOMFOLDER environment variable to C:\GomData, because that makes the GomData folder easy to find. There must actually be a folder called GomData located directly under the C directory, so that the value of the environment variable will be a VALID path name.

(On one of my computers that has two PHYSICAL disks, the GOMFOLDER points to D:\GomData. Maybe this improves I/O performance a little... maybe not. Worth trying.)

Gomi, thanks for the new recorder !

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  #70 (permalink)
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Zondor View Post
(On one of my computers that has two PHYSICAL disks, the GOMFOLDER points to D:\GomData. Maybe this improves I/O performance a little... maybe not. Worth trying.)

I'm pretty sure I/O use is very low : most systems have writing cache enabled in windows, so most I/O is done in the cache, which flushed much more rarely.

This is also why you could lose tick info if your computer crashed and the write cache is not empty.

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