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Data starting in the 1950s unable to import BUG

I am importing futures OHLCV DAILY data into SQX. The data imports fine for data going back to 1980 but for older data going back to 1958/1959 returns in a error parsing datetimefail.

I have attached 2 files. Corn futures going back to 1958 and VIX futures going back to 2005. Both formats are the same but strategyquant cannot import data from old years 1958.

Attachments

CHRIS-CBOE_VX1scrub.csv

(194.11 KiB)

CHRIS-CME_C3scrub.csv

(902.75 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Threshold

21.02.2019 22:39

Task created

Threshold

22.02.2019 23:10

Additional comment- Any data older than January 1 1970 causes this.

Tomas Brynda

01.03.2019 07:44

Status changed from New to Refused

This happens because computer time starts on 1 Jan 1970. Any earlier date can't be represented by a numerical value.

This unfortunate problem will not be fixed so easy, so for now the only option to use all the data is to shift the years in a way that it starts from 1970.

I will add a feature request on this topic

Votes: 0