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Using OnMarketData() on Historical data with a recording engine
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.
Can you help answer these questions from other members on NexusFi?
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....
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.)
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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