a separate question, please:
how can one avoid data gaps when not online? I am using the new bridge.
Also, how can one use the historical data and then continue with the bridge data. when I tried, it does not add the new data at all.
thanks you
I had the same problem! What I did was; I downloaded the mtgoxUSD.scid from here
Then I made a new text file and named it scUTC.cmd. I edited this file with this
start sierrachartfeedUTC.exe --history=13
I used 13 because as of writing (12-5-2013) the last record in the mtgoxUSD.scid file is over 12 days ago. The default is 7 days, so it skips the 6 days before it creating the hole
Once you have all historical data, it does "opening streaming socket..."
I added the history command-line option, and set the default to just seven days, to discourage abusing the API server to catch up a full three year history by default. This also makes SierraChart useable for recent trade analysis in just a few minutes instead of hours or never.
When you start sierrachartfeedUTC.exe, it will resume downloading from the last timestamp, unless it's been over seven days since you last ran it (or if you are starting with my complete history file that's now 12 days old). The history option sets the
maximum number of days back that will be resumed. If you have already downloaded the full SCID file or might not use bridge for over a week, you can then use the history option like above, setting it to 200 days for example, and it will still resume just where it left off when you last ran bridge (not downloading more data than needed).
I will update the history SCID download in a bit. This file is made with modified code that downloads history just to a certain checkpoint and doesn't pollute data with live stream, so it is a 100% true record of historical trades.
As of now, does Sierra works flawlessly with MtGox API or are there some problems?
This gets its data from bitcoincharts.com; mtgox API doesn't have a feature to retrieve past trades.