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Difference between Live and Historical Ticks
 Post subject: Difference between Live and Historical Ticks Post rating: 0   New post Posted: Wed 27 Aug, 2014, 11:08 

User rating: 0
Joined: Wed 27 Aug, 2014, 10:32
Posts: 1
Location: Spain,
Hello!

I'm running a strategy to test differences between historical data and live ticks. For example, 24/August/2014 21:00:00 UTC - 25/August/2014 21:00:00 UTC (EUR/USD), my counter in onTick() method only count 43818 ticks, while historical data read 53463 ticks.

This strategy run in a VPS server near to Dukascopy's data centers.

Why the difference is so great?



Sorry for my English


 
 Post subject: Re: Difference between Live and Historical Ticks Post rating: 0   New post Posted: Fri 29 Aug, 2014, 13:18 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
See:
viewtopic.php?f=65&t=45855


 

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