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[B135] Error importing tick data from MT5

If importing tick data from MT5 (exported directly from MT5), I often get the error that can be seen in the screenshot. Here is an extract of the lines of the CSV file that seem to create the error:


<DATE> <TIME> <BID> <ASK> <LAST> <VOLUME> <FLAGS> 2016.07.04 00:01:36.741 105.204 1000000.00000000 24 2016.07.04 00:01:36.741 105.204 105.676 6 2016.07.04 00:01:46.874 105.225 1000000.00000000 24 2016.07.04 00:01:46.875 105.225 105.673 6 2016.07.04 00:02:14.621 105.224 1000000.00000000 24 2016.07.04 00:02:14.621 105.224 105.672 6 2016.07.04 00:02:34.621 105.223 1000000.00000000 24 2016.07.04 00:02:34.622 105.223 105.671 6 2016.07.04 00:03:31.726 105.121 1000000.00000000 24 2016.07.04 00:03:31.726 105.121 105.772 6 2016.07.04 00:03:34.628 105.223 1000000.00000000 24 2016.07.04 00:03:34.628 105.223 105.671 6 2016.07.04 00:04:47.950 105.223 105.671 6 2016.07.04 00:04:53.466 105.024 200000.00000000 24 2016.07.04 00:04:53.466 105.024 105.782 6 2016.07.04 00:04:54.636 105.223 1000000.00000000 24 2016.07.04 00:04:54.636 105.223 105.671 6 2016.07.04 00:05:14.635 105.222 1000000.00000000 24 2016.07.04 00:05:14.636 105.222 105.665 6



Despite these "errors", the tick-data backtests between SQX <-> MT5 still match up perfectly fine.

This bug also leads to the creation of several GB huge log files, see this bug report: https://roadmap.strategyquant.com/tasks/sq4_8610/edit#comment-95947



Thank you.

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  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

g
#1

geektrader

19.12.2021 00:50

Task created

g
#2

geektrader

19.12.2021 00:50
Voted for this task.
b
#3

bentra

19.12.2021 04:14
Voted for this task.
E
#4

Emmanuel

25.12.2021 10:47
Voted for this task.
g
#5

geektrader

08.02.2022 03:13

Meanwhile, I can confirm that this happens with ANY tick-data exported from MT5. There is no way to import it without using the "Ignore Errors" option, otherwise it´s always stopping with the error message in the screenshot.



g
#6

geektrader

08.02.2022 04:04

Description changed:

If importing tick data from MT5 (exported directly from MT5), I often get the error that can be seen in the screenshot. Here is an extract of the lines of the CSV file that seem to create the error:


<DATE> <TIME> <BID> <ASK> <LAST> <VOLUME> <FLAGS> 2016.07.04 00:01:36.741 105.204 1000000.00000000 24 2016.07.04 00:01:36.741 105.204 105.676 6 2016.07.04 00:01:46.874 105.225 1000000.00000000 24 2016.07.04 00:01:46.875 105.225 105.673 6 2016.07.04 00:02:14.621 105.224 1000000.00000000 24 2016.07.04 00:02:14.621 105.224 105.672 6 2016.07.04 00:02:34.621 105.223 1000000.00000000 24 2016.07.04 00:02:34.622 105.223 105.671 6 2016.07.04 00:03:31.726 105.121 1000000.00000000 24 2016.07.04 00:03:31.726 105.121 105.772 6 2016.07.04 00:03:34.628 105.223 1000000.00000000 24 2016.07.04 00:03:34.628 105.223 105.671 6 2016.07.04 00:04:47.950 105.223 105.671 6 2016.07.04 00:04:53.466 105.024 200000.00000000 24 2016.07.04 00:04:53.466 105.024 105.782 6 2016.07.04 00:04:54.636 105.223 1000000.00000000 24 2016.07.04 00:04:54.636 105.223 105.671 6 2016.07.04 00:05:14.635 105.222 1000000.00000000 24 2016.07.04 00:05:14.636 105.222 105.665 6


This bug also leads to the creation of several GB huge log files, see this bug report: https://roadmap.strategyquant.com/tasks/sq4_8610/edit#comment-95947


Thank you.

g
#7

geektrader

08.02.2022 04:33

Description changed:

If importing tick data from MT5 (exported directly from MT5), I often get the error that can be seen in the screenshot. Here is an extract of the lines of the CSV file that seem to create the error:


<DATE> <TIME> <BID> <ASK> <LAST> <VOLUME> <FLAGS> 2016.07.04 00:01:36.741 105.204 1000000.00000000 24 2016.07.04 00:01:36.741 105.204 105.676 6 2016.07.04 00:01:46.874 105.225 1000000.00000000 24 2016.07.04 00:01:46.875 105.225 105.673 6 2016.07.04 00:02:14.621 105.224 1000000.00000000 24 2016.07.04 00:02:14.621 105.224 105.672 6 2016.07.04 00:02:34.621 105.223 1000000.00000000 24 2016.07.04 00:02:34.622 105.223 105.671 6 2016.07.04 00:03:31.726 105.121 1000000.00000000 24 2016.07.04 00:03:31.726 105.121 105.772 6 2016.07.04 00:03:34.628 105.223 1000000.00000000 24 2016.07.04 00:03:34.628 105.223 105.671 6 2016.07.04 00:04:47.950 105.223 105.671 6 2016.07.04 00:04:53.466 105.024 200000.00000000 24 2016.07.04 00:04:53.466 105.024 105.782 6 2016.07.04 00:04:54.636 105.223 1000000.00000000 24 2016.07.04 00:04:54.636 105.223 105.671 6 2016.07.04 00:05:14.635 105.222 1000000.00000000 24 2016.07.04 00:05:14.636 105.222 105.665 6


Despite these "errors", the tick-data backtests between SQX <-> MT5 still match up perfectly fine.

This bug also leads to the creation of several GB huge log files, see this bug report: https://roadmap.strategyquant.com/tasks/sq4_8610/edit#comment-95947



Thank you.

l
#8

Loonly

08.02.2022 11:38
Voted for this task.
TT
#9

Tamas

06.04.2022 10:06

Status changed from New to Fixed

fixed
a
#10

astral

18.04.2022 20:24
Voted for this task.
Votes: +5

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