Tick data timestamps in ms

[Sdoof]

It seems there is timestamp bug when it comes to Tick, because the timestamp for each update is not set to milliseconds, only showing the seconds.

For example I currently get the following timestamps. 2019-06-24 19:13:43 2019-06-24 19:13:43 2019-06-24 19:13:43 2019-06-24 19:13:43 2019-06-24 19:13:43

Should be something like this. 2019-06-24 19:13:43.022 2019-06-24 19:13:43.053 2019-06-24 19:13:43.068 2019-06-24 19:13:43.070

This is a fairly critical bug because there is no way to eliminate 'out of order' ticks/updates, what is the best way to fix this?

import pandas as pd
import datetime
import csv
import numpy as np
data_file='C:\\Users\\FOREXCONNECT_DB.csv'

from forexconnect import fxcorepy, ForexConnect

def session_status_changed(session: fxcorepy.O2GSession,
                           status: fxcorepy.AO2GSessionStatus.O2GSessionStatus):
    print("Trading session status: " + str(status))

def main():
    with ForexConnect() as fx:
        try:
            fx.login(REAL_ACCOUNT_ID, PASSWORD, "fxcorporate.com/Hosts.jsp",
                     "Real", session_status_callback=session_status_changed)
            history = fx.get_history("EUR/USD", "t1",
                                     datetime.datetime.strptime("08.06.2020 17:51:21.000", '%m.%d.%Y %H:%M:%S.%f').replace(
                                         tzinfo=datetime.timezone.utc),
                                     datetime.datetime.strptime("08.06.2020 18:00:21.000", '%m.%d.%Y %H:%M:%S.%f').replace(
                                         tzinfo=datetime.timezone.utc))
            np.savetxt(data_file, history, delimiter=",")

            print("Date, Bid, Ask")
            for row in history:
                print("{0:s}, {1:,.5f}, {2:,.5f}".format(
                    pd.to_datetime(str(row['Date'])).strftime('%m.%d.%Y %H:%M:%S.%f'), row['Bid'], row['Ask']))
                    # row['BidLow'], row['BidClose'], row['Volume']))

        except Exception as e:
            print("Exception: " + str(e))

        try:
            fx.logout()
        except Exception as e:
            print("Exception: " + str(e))

if __name__ == "__main__":
    main()

[fxcm-dhalpert]

The milliseconds is not included in the price report, if you just need it for DB index, then you can put some sequence number in the millisecond field.

[Sdoof]

Thanks for the reply, one last thing, how to identify the first date & time (%m.%d.%Y %H:%M:%S) where tick data is HISTORICALLY available for the first time. In other words as of today how far back can I retrieve TICK data. At the moment I am using trial and error by changing the date_from argument, It would help if you could share the storage rules on your server and the date where those ticks are first available as of today?

[fxcm-dhalpert]

you can check if tada is tick with:

history = fx.get_history(str_instrument, str_timeframe, date_from, date_to, quotes_count) currentunit, = ForexConnect.parse_timeframe(str_timeframe) if current_unit == fxcorepy.O2GTimeFrameUnit.TICK: