External symbol's data in CSV not synchronized properly?
Author: Ben_Zurich
Creation Date: 1/19/2015 11:58 AM
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Ben_Zurich

#1
Before I go into further detail: Is there any known bug with GetExternalSymbol of weekle csv data?

We have such a case where the GetExternalSystem reads the data but wrong. The same value is repeated several times (sometimes 10 times, somtimes even more times) until switching to the next value.

Both the Bars object data count and the number of weekly data in the csv is the same, and the week dates are the same (all Fridays) for both.

When in non-sync mode, the data is read correctly.
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Eugene

#2
No known bugs except a Strategy Monitor related issue. The same value is repeated several times is synchronization at work, adding dates that are missing in your primary series from the previous bar of the external series. To explain what's going on we'll need the data for both symbols, primary and external, and the data loading range.
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Ben_Zurich

#3
Please find attached the primary & external data. The data loading range is from 01.01.1997 to 20.01.2015 (today).

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Eugene

#4
External symbol's data is synchronized properly if you define the ASCII DataSet as Weekly at the time of its creation. Your CSV files in fact contain Weekly data but you defined the DataSet as Daily. Hence the confusion and the undesired behavior of synchronization.
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Ben_Zurich

#5
This indeed solved our problem. Thank you very much.
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