Thinking Stuff's ATM

Automated Trading Machine (ATM) makes it simple to remove fear and greed from your trading. Automated trading is no longer just for the rich or nerdy. Our revolutionary software runs on your computer, using your trading rules, but none of your emotions. There's just one requirement - you know how to use a mouse.  Learn more...

Thinking Stuff's ATE

Automated Trading Execution (ATE) is where we run your trading systems for you on our servers. Your system can be exported from ATM, or written in plain English and we'll make it for you. We'll even backtest and suggest improvements if you want us to. This service essentially automates your automated trading.  Learn more...

Thinking Stuff's Groups

Join a group of like-minded individuals, and help each other to trading success. Once you join a group, you will have access to that group's trading systems, ideas, and feedback. And please contribute your own knowledge as much as possible. Or contact us to start your own group.  Learn more...

Speed of Bulk-price downloads from FXCM

2 replies [Last post]
Fri, 07/09/2010 - 15:22
antsants
antsants's picture
User offline. Last seen 1 year 29 weeks ago. Offline
Joined: 01/09/2010
Groups: None

Hi

First of all - congrats on the great site and really promising software.  Must have been a hell of a lot of work getting this software + documentation to its current state so thanks for making it available for free.  The project seems to have a really refreshing and open attitude to the development which is great to see in the FX industry - guess it goes to show you guys aren't just in it for the money.  Best of luck for the future and the success of your product. 

Anyway, just had a question/observation about the amount of time it takes for the ATM to download bulk-price downloads from my FXCM account.  It seems to take approx 20-30secs to download a block of 300 rows of data, which is fine when I'm focussing on daily and weekly data but can be a bit of a pain when downloading 15 minute or hourly data (and I quite often want to get data all the way back to 2001/2002 if possible which might mean up to 250.000 records).    This isn't too big a deal but I intend to download 15min data for up to 20 currency pairs so at the current rate this may take a couple of weeks.  It would be great if there was a way to speed this downloading option in future but i appreciate this may be totally dependent on FXCM rather than anything to do with the ATM.  

One other thing I should note in relating to the bulk-price downloading: after approx 20-30 mins of downloading, the ATM often will time out (the message pops up saying: "Problem encountered while downloading historical prices from FXCM:  Request timed out.").  Now this may be because of my wireless internet connection not being that hot, but I figured I should point it out in case it wasn't.  The annoying thing about this when it happens is that I then need to check what the last historical price data loaded was and then restart the bulk-price downloading process up to that date.  It doesn't take long to do but it means I can't leave the system on overnight to download all the data I want.

Cheers
Anthony


Top
Mon, 07/12/2010 - 00:17
#1
sharky
sharky's picture
User offline. Last seen 6 days 11 hours ago. Offline
Joined: 03/06/2009
Groups: ATM Wiki, MLRB, Sharky's Golden Group
Hi Anthony, thanks for your

Hi Anthony, thanks for your kind words. Sorry for the late reply, but in this case I think I delayed because I don't like to give nice people bad news... :-)

The speed and time-out errors are either both being caused by FXCM themselves, or both by your internet speed, or a combination of the two.

Why it might be FXCM

Normally brokers just wrap up their historical prices in text files which you need to download. FXCM has been very generous, I think, in letting us download historical prices in the way they do. However I imagine to prevent overloading their servers that they probably restrict the bandwidth somewhat. Hence the delay in downloading years' worth of prices.

So potentially both of these problems are stemming from the fact that FXCM is providing a nifty service but has to restrict the bandwidth to protect their servers.

Why it might be your internet connection

The obvious reason is that you're downloading a lot of data via the internet, so the download speed is reliant on your internet speed. That could also explain the timeout problem. If you mean "wireless broadband" as in you plug a dongle into your computer and it connects to the internet via the mobile/cell phone towers, that's a definite possibility. If you mean "wireless broadband" as in connecting wirelessly to the router in your house which is then connected to the phone line then this is less likely.

To test which

If it's possible, and I don't know your situation of course, but if you're using a laptop then you could try taking it to an internet cafe or somewhere with really quick internet access and try again. If the downloads work the same as before then it's FXCM doing the limiting. But if the downloads are super quick then you'd know it is actually your internet speed (so download as much as you can while you're there).

Luckily you only have to go through this pain once. That's consolation, right? :-)
 

n/a
Top
Mon, 07/12/2010 - 05:56
#2
antsants
antsants's picture
User offline. Last seen 1 year 29 weeks ago. Offline
Joined: 01/09/2010
Groups: None
Thanks for the reply Sharky. 

Thanks for the reply Sharky.  I've tested the FXCM download with a faster connection (6Mbps) but the speed remains pretty constant at 15-25secs per 300 rows so I guess that shows it is the FXCM side doing the limiting.  As you say, it is a one off thing so it is not that big a deal.

Cheers, Anthony

Top