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Time discrepancy in data exported from web
http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=16&t=54541
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Author:  tandlerj [ Mon 12 Dec, 2016, 11:41 ]
Post subject:  Time discrepancy in data exported from web

Hello, I posted this in knowledge base three weeks ago but received no answer so I'll try it here in bug reports...

I've noticed that timestamps of data exported using web interface do not match for different time frames. For example:
- AUD/NZD tick data exported for 3.10.2016 start at 23:00 (on 2.10.) and the first ask price is 1.05245
- AUD/NZD M1 data exported for 3.10.2016 start at 00:00 (on 3.10.) and the open price is 1.05245
So it seems that the timestamps are shifted by an hour despite the fact that both files were exported with GMT settings.

With data exported for 14.11. the situation is different:
- AUD/NZD tick data exported for 14.11.2016 start at 00:00 (on 14.11.) and first ask price is 1.06172
- AUD/NZD M1 data exported for 14.11.2016 also start at 00:00 (on 14.11.) and the open price is 1.06172
In this second case data exported with GMT settings are aligned for different timeframes.

It seems that the difference might be related to DST switch. My question is: shouldn't all the data be aligned regardless of their time frame? And second: if this is indeed caused by DST, why has it (i.e. DST) any influence on GMT data at all? Isn't GMT+0 supposed to be free of DST switching?

Author:  API Support [ Tue 13 Dec, 2016, 15:07 ]
Post subject:  Re: Time discrepancy in data exported from web

Theree is a setting for timezone.
Image

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Author:  tandlerj [ Fri 16 Dec, 2016, 12:55 ]
Post subject:  Re: Time discrepancy in data exported from web

That is not the issue. The problem is that timestamps of data exported with GMT TZ set are not aligned for different timeframes (i.e. tick vs M1).

Author:  API Support [ Mon 19 Dec, 2016, 09:13 ]
Post subject:  Re: Time discrepancy in data exported from web

M1 cannot be aligned with each tick. M1 bar's timestamp depends on timeframe rather than tick's timestamp value.

Author:  tandlerj [ Mon 19 Dec, 2016, 10:48 ]
Post subject:  Re: Time discrepancy in data exported from web

API Support wrote:
M1 cannot be aligned with each tick. M1 bar's timestamp depends on timeframe rather than tick's timestamp value.

Again, this is not the issue I described. I'm not sure whether you read the original post. What I'm saying is that M1 data timestamps are shifted by ONE HOUR against corresponding tick data (or S1 data).

Here's an example with M1 and S1:

M1:
Quote:
03.10.2016 00:00:00.000,1.05231,1.05231,1.05202,1.05205,162.99
03.10.2016 00:01:00.000,1.05205,1.05211,1.05192,1.05207,73.62

S1:
Quote:
02.10.2016 23:00:00.000,1.05231,1.05231,1.05214,1.05218,12.870000000000003
02.10.2016 23:00:01.000,1.05226,1.05226,1.05222,1.05225,4
02.10.2016 23:00:02.000,1.05227,1.05227,1.05222,1.05224,5.999999999999999
...
02.10.2016 23:00:59.000,1.05205,1.05205,1.05205,1.05205,1
02.10.2016 23:01:00.000,1.05205,1.05205,1.05205,1.05205,1
02.10.2016 23:01:01.000,1.05206,1.05206,1.05203,1.05203,2

Author:  tandlerj [ Sat 07 Jan, 2017, 19:21 ]
Post subject:  Re: Time discrepancy in data exported from web

It's been few weeks - still nothing on this issue?

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