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ticks not saving to db #87
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Ahhh!! Think tick might be an old concept. There are books and trades. Tim?
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Trades and books are getting created and saved. I would like a way to export the OHLC data for some time interval, say 1 minute or 5 minutes. |
When Douggie implemented OHLC he didn't use the Tick class which was already in place. See 24Hr OHLC Bars in the README for setting up the OHLC windows you want. Douggie can help with details. Currently there is not a Run Mode to export your bars, but once you have a class loaded which triggers on the tick windows you created, you can save them however you want in Java. |
OH also, if you want 1-minute ticks, there IS a run mode for that:
This saves not only OHLC data but also a snapshot of the top-100 bids and asks. |
Hi tim, Got it. A wee job for tonight. Regards
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I might not have explained the situation clearly. The trade and book data is saved:
Tick data is not being generated during the run mode
If the run mode works as it should, this would not be a problem. I haven't been able to identify precisely where this problem is happening. Please let me know if there are some other steps or setup that might help. Additionally, the 24hr OHLC bars (https://github.com/timolson/cointrader#24hr-ohlc-bars) could be clarified. Where does |
Tim, What was the idea of the tick object. I am not sure it gets created with the current code base. Just trades and Should we just have a dump trades, bars and book function and remove tge
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Tick is currently being used by the dump-ticks run mode as a DTO for OHLC bars generated by the TickWindow. This is redundant with your approach of creating a tick window table in Esper, but unless you want to refactor the dump-ticks run mode, maybe we just leave it for now? |
Hi tim, Got the idea. Let me fix it up.
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I'm trying to use the run mode to dump ticks. The file gets created, but there were no ticks in the file. Browsing the mysql database, the ticks table is empty.
Is there some config step that I am missing? Does it have something to do with setting the OHLC bars in the README.md https://github.com/timolson/cointrader#24hr-ohlc-bars ?
This is the dump-ticks run mode debug output:
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