Some screenshots attached.
The issue:
Data Manager -> DataSets. I choose Finam dataset and push Update DataSet button. After the process stops – there are still many zeros. And after second attempt ВСМПО-АВС (greenlighted) added 3890 at the second start, but added nothing at the first one.
Then I tried HistoricalProviders tab. Results for two different attempts are on the screenshots. As you can see on the one with many prints, there many lines with N/A and added 0 bars.
And after the line “Historical Provider Update Completed” we are looking at the chart (the next screenshot) and it’s far-far away from being full. As you can see here, the history for this ticker is much longer: https://ru.tradingview.com/chart/?symbol=MOEX%3AUPRO .
The issue:
Data Manager -> DataSets. I choose Finam dataset and push Update DataSet button. After the process stops – there are still many zeros. And after second attempt ВСМПО-АВС (greenlighted) added 3890 at the second start, but added nothing at the first one.
Then I tried HistoricalProviders tab. Results for two different attempts are on the screenshots. As you can see on the one with many prints, there many lines with N/A and added 0 bars.
And after the line “Historical Provider Update Completed” we are looking at the chart (the next screenshot) and it’s far-far away from being full. As you can see here, the history for this ticker is much longer: https://ru.tradingview.com/chart/?symbol=MOEX%3AUPRO .
Rename
I see what's happening here: WL7 tries to backfill the data in all kinds of bar scales (e.g. 2,3,4,10,12 minutes). Thanks for the heads-up.
Maybe you should add some pauses? I'm not sure Finam is happy about such a frequent requests. Not sure if this is the case, just guessing.
Delay between requests is a must and exists since its WL6 version - otherwise the provider cannot function at all. I'll work on a fix but first I have to get to the bottom of the issue.
For now you might want to experiment with making a right click on Finam in Historical Providers tab and then 1) deleting local files to get rid of incomplete data files and 2) clearing internal request tracking info.
For now you might want to experiment with making a right click on Finam in Historical Providers tab and then 1) deleting local files to get rid of incomplete data files and 2) clearing internal request tracking info.
QUOTE:
For now you might want to experiment with
Those experiments were so exciting!) But didn't help).
Please look forward to fixes for Finam DataSet/Bulk update issues in Build 3 of the Russia extension (coming soon).
Great. I can't like messges(. Nothing happenth when I click.
I also can't find "edit" button to fix my typos))
I'm pretty sure you can upvote messages - just did it as a test user.
We disable edits a day after you posted. Let's see if I get it the Edit button after posting right away....!
We disable edits a day after you posted. Let's see if I get it the Edit button after posting right away....!
No Edit button as a test user indeed. Notified our webmaster.
I found out the correlation about likes) - I can't like not only my initial posts (sounds fair), but no comments of my posts as well - that's strange)), and i can like any comment of topics where I'm not an author.
So you can try to start a new branch and like someone's comments in it.
QUOTE:
Please look forward to fixes for Finam DataSet/Bulk update issues in Build 3 of the Russia extension (coming soon).
We decided to release it together with WL7 Build 4.
Thanks a lot!
Fixed. Please update WL7 to Build 4 and the Russia extension to Build 3. I'd also recommend to right click "Finam" on Historical providers tab and choose "Delete local data" to get rid of any corrupt files downloaded before.
Thanks a lot, Eugene!
Much-much better now. It’s already good enough for purposes like generating signals on daily TF or backtesting on daily TF (and upper). But still doesn’t working good enough for purposes like backtesting on smaller TF. As I can see the depth of smaller TF is about a year and that’s what you can get from this source with one request, but if you cut the whole period into pieces, you can get as long as 20 years for m1, m5 and other TF from Finam site.
Is it it a big problem?
Not really, because I have my own Finam downloader, so my pipeline now looks like getting data with my own downloader and when importing into WL7.
Would it be more convenient to get data withing WL7 just with one button push, or even scheduling it?
Yes, it would.
Much-much better now. It’s already good enough for purposes like generating signals on daily TF or backtesting on daily TF (and upper). But still doesn’t working good enough for purposes like backtesting on smaller TF. As I can see the depth of smaller TF is about a year and that’s what you can get from this source with one request, but if you cut the whole period into pieces, you can get as long as 20 years for m1, m5 and other TF from Finam site.
Is it it a big problem?
Not really, because I have my own Finam downloader, so my pipeline now looks like getting data with my own downloader and when importing into WL7.
Would it be more convenient to get data withing WL7 just with one button push, or even scheduling it?
Yes, it would.
OK glad it's working for you.
The Finam provider has always employed a logic of splitting its intraday data request in chunks. It's smart enough to optimize the requests depending on instrument. So this is already there from Build 1.
You mean like the built-in scheduled update feature on Update Log/Scheduled Update tab? Yes, of course.
QUOTE:
As I can see the depth of smaller TF is about a year and that’s what you can get from this source with one request, but if you cut the whole period into pieces,...
The Finam provider has always employed a logic of splitting its intraday data request in chunks. It's smart enough to optimize the requests depending on instrument. So this is already there from Build 1.
QUOTE:
Would it be more convenient to get data withing WL7 just with one button push, or even scheduling it?
You mean like the built-in scheduled update feature on Update Log/Scheduled Update tab? Yes, of course.
Eugene, all I mean is – after initial update on DataSets Tab of DatSets Page (Button “Updata DataSet”) and then after “Update Finam Data” on the Historical Providers tab I have only 1 year intraday history)), not 20, that I can get from Finam if I use my own downloader (Python).
OK I see what you're missing: the intraday multiplier. With its default values, data providers in WL7 may request partial intraday data. To get the complete intraday historical data, open Preferences > Data/Trading and choose an intraday multiplier that works for you:
But first off right click "Finam" on Historical providers tab and choose "Delete local data" to get rid of any incomplete files you have already downloaded. Finally, update your Finam data from scratch.
But first off right click "Finam" on Historical providers tab and choose "Delete local data" to get rid of any incomplete files you have already downloaded. Finally, update your Finam data from scratch.
Thanks, much better now))
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