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Importing and converting history data for strategy testing - 1HR bug?
Hi,
I have followed CodersGuru's tutorial on loading historical price data from Alpari and have gotten this process to work for all time periods EXCEPT the 60 minute time. I get a total of 573969 records for the 1M file, 132860 records for the 5M , 44723 records for 15M, 22175 records for 30M, but only 536 records for the 1H (60M) timeframe. Given that 573969 divided by 60 = 9566.15 I'm mystified why I get far less bars than I should.
In addition, the earliest date listed for the 1H timeframe in the History Center is 2006.03.06 whereas for all the other timeframes it is 2004.06.16 - nearly 2 years' more data!!
Has anyone else encountered this issue? Seems like a bug to me. Given that I need the 1H time period in order to backtest my strategy, I really need to find a solution.
Thanks,
Ian
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