History Centre updated - free history of minute quotations since 1999

 
Another version of History Center with updated history data has been released.

What's new:
  • added M1 quote history for MICEX symbols since 1999
  • filtering of existing forex symbols has been improved, outliers removed
  • Weekly data update running in automatic mode
We recommend to re-download the history through the History Center module in the terminal. All other periods are recalculated automatically from M1, so there is no need to use period_converter script.



Important: Using deep history requires a lot of computer resources. It is desirable to have at least 1-2Gb of RAM and a powerful processor for comfortable work. We strongly recommend that you monitor the "Tools - Settings - Charts - Maximum bars in chart window" parameter and set it to between 65 000 and 128 000 bars. The "Maximum history bars" parameter can be set higher, for example 10 mln - it will not seriously affect the terminal's performance.

Download the free MetaTrader 4 terminal distributive by the following link: http://www.metatrader4.com/files/mt4setup.exe (3 Mb).
It takes 1 minute to open free demo account.
 
Renat:
Released another version of History Center with updated data.

What's new:
  • added M1 history for MICEX symbols since 1999
  • filtering of existing forex symbols has been improved, outliers removed
  • Weekly data updates are running automatically
We recommend you to re-download the history via the History Center module in the terminal. All other periods are recalculated automatically from M1, so you do not need to use the period_converter script.
Question for clarification. When I pump the history with the Page Up (or Home) key switched off, where does it come from? I mean how to determine where the quote history of brokerage companies connected to the terminal ends and the combed (or filtered) data from Data Centers begins? I do not want to deal with combed data and I want to use really delivered brokerage companies so that testing results were close to trading results.
 
When manually uploading in "on demand" mode using the Home/Page Up/Left keys, paging from the trading server takes place. At the moment the depth of paging data M1 from the trading server is ~32768 bars (month), and other periods ~16384.

If you have not copied up the minute data by yourself, but downloaded it from the History Center, then most likely, the whole history will be from the History Center. The history in History Center is normal (in the latest version, we have cleaned the emissions), no worse and no better than the history of any brokerage company. Only pipers can catch the difference.
 
Renat:
When manually uploading in "on demand" mode using the Home/Page Up/Left keys, paging from the trading server takes place. At the moment the depth of paging data M1 from the trading server is ~32768 bars (month), and other periods ~16384.

If you have not copied up the minute data by yourself, but downloaded it from the History Center, then most likely, the whole history will be from the History Center. The history in History Center is normal (in the latest version, we have cleaned the emissions), no worse and no better than the history of any brokerage company. Only pipers can catch the difference.

Thanks for the information!

If 16384 bars from the trading server on M30, that's about 341 trading days. In general, if the manual history is only for the previous year, it's completely raw, because I haven't downloaded anything from History Center. This is more than enough in my case. Since my Expert Advisor is on M30 and signals are only shown by bars formed.

And I need them because takeprofits are not implemented in trading strategy, only stoplosses are. Therefore, on the history the Expert Advisor may show somewhat worse results compared to the real one and this, in its turn, allows us to exclude the element of fitting.
 
Add the outliers manually in a random order yourself.
 
Good afternoon

Is it possible to upload history as a zip or rar or arj archives
or only through the F2->download button

I'm sitting here downloading every MT pair anew

It would be more convenient to just download via a download utility like FlashGet Reget and the like.
it would be nice to have an archive if it is not crucial and will not cost you much
all at once for each pair - you can see all the years in one archive

then just unzip it into a directory

Contents of the folder E:\Program files\Meta Trader\history\downloads\EURUSD

20.01.2007 14:34 <DIR> .
20.01.2007 14:34 <DIR> .
20.01.2007 14:34 108 855 EURUSD_2001_05_6adfcc962e1ca940a5bcb97fb24a8c81. dat
20.01.2007 14:33 97 416 EURUSD_2001_06_d998e2b780282844b26bd416ab6d3350. dat
...
...

I did so when I transferred history from one machine to another everything worked fine


Thank you for the history! ( added the last months of 2006 and even 2007 01 is in the story! GREAT! )


 
Our specialised algorithm for packing historical data has a stable compression ratio of 1:13, while ZIP yields 1:6 on the same data. In other words, our method is twice as efficient as ZIP, because we explicitly consider the type of data and pack it accordingly. The most efficient way to download data is via History Center. All data downloads work sparingly: modified archives are downloaded and missing archives are downloaded.

If you need to copy the data to another computer, simply copy the contents of the /history/downloads folder.
 

That's what I'm doing for now!



another question about the story

everyone knows that forex works on weekends and there are no weekends ...

the data from the HISTORY centre unfortunately there are no weekends.

there are brokers ( moneyrain ) that give quotes on Saturday and Sunday
( Please do not take it as an advertisement for a broker )
it is why the signals based on their quotes are more accurate - there are no gaps

is there any way to handle this problem?

in a word is there any plans for the weekend ?


 
YuraZ:

That's what I'm doing for now!



another question about the story

everyone knows that forex works on weekends and there are no weekends ...

the data from the HISTORY centre unfortunately there are no weekends.

there are brokers ( moneyrain ) that give quotes on Saturday and Sunday
( Please do not take it as an advertisement for a broker )
it is why the signals based on their quotes are more accurate - there are no gaps

is there any way to handle this problem?

in a word is there any plans for the weekend ?


No bolsinstvo to brokerov nebotaiut v vihodni. So what is the point of podstravatsia podh nemnogih 4to rabotaiut?
 
History for each symbol within the configured trading sessions.
For forex, no data is expected to be collected over the weekend.
 
Renat:
When manually uploading in "on demand" mode using the Home/Page Up/Left keys, paging from the trading server takes place. At the moment the depth of paging data M1 from the trading server is ~32768 bars (month), and other periods ~16384.

If you have not copied up the minute data by yourself, but downloaded it from the History Center, then most likely, the whole history will be from the History Center. The history in History Center is normal (in the latest version, we have cleaned the emissions), no worse and no better than the history of any brokerage company. Only pipers can catch the difference.


Why is there a limit of <~32768 bars (month), and for other periods ~16384> - to avoid overloading of the brokerage company's server or for some other reason?
Reason: