How to export history data
I want to export history data for back testing, after exported, when I want to open the data under office excel, an error message was shown that "file not loaded completely". I would like to export 10 years data. May I know how to do that? I won't be able to export 10 years data.
The problem kwng is having is that when he's opening the exported excel csv file, it is not loading all the data. It's because there is a row limit that is dependent on the version of Excel you are running. If it's 1 minute data (and depending on the broker's open/close times for the instrument you're interested in), you'll get around 3yrs worth to open inside the Excel 2007/2010 row limit of just under 1.1million rows. If you're using 2003 or earlier you're stuffed, effectively.
Excel 2007/2010 - 1,048,576 rows by 16,384 columns - http://office.microsoft.com/en-gb/excel-help/excel-specifications-and-limits-HP010342495.aspx
Excel 2003 - 65,536 rows by 256 columns - http://office.microsoft.com/en-gb/excel-help/excel-specifications-and-limits-HP005199291.aspx
Edit - assuming it's an FX pair running 24/5, I'd say there are very roughly 350,000 1 minute candles per year I reckon (hence 3yrs advised above). Of course not every minute will have a candle (i.e where there are no ticks).
Edit 2 - I have previously exported my brokers 5yrs worth of FTSE futures data (8am to 9pm) and it comes to just over 1.1m entries.
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I want to export history data for back testing, after exported, when I want to open the data under office excel, an error message was shown that "file not loaded completely". I would like to export 10 years data. May I know how to do that? I won't be able to export 10 years data.
Thank you!