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XAUUSD historical data anomaly
Isak
 Post subject: XAUUSD historical data anomaly Post rating: 0   New post Posted: Mon 17 Nov, 2014, 22:10 
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Joined: Thu 19 May, 2011, 11:14
Posts: 235
Location: South Africa,
After hours of searching, I found a bizarre anomaly in the XAUUSD data that was messing with my backtests and analysis:

Image

Is there some background/explanation for this? It doesn't seem like this could have been the real price behavior.


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XAUUSD 11-11-11 erratic historical data.png [45.66 KiB]
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Isak
 Post subject: Re: XAUUSD historical data anomaly Post rating: 0   New post Posted: Mon 17 Nov, 2014, 22:12 
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Joined: Thu 19 May, 2011, 11:14
Posts: 235
Location: South Africa,
Can anyone confirm whether they see the same anomaly in their history? It only shows up in the tick and 10s timeframe data.
 
API Support
 Post subject: Re: XAUUSD historical data anomaly Post rating: 0   New post Posted: Wed 19 Nov, 2014, 09:10 
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Joined: Fri 31 Aug, 2007, 09:17
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We will investigate this.
 
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