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contradicting history data
 Post subject: contradicting history data Post rating: 0   New post Posted: Mon 14 Jan, 2013, 23:55 
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Joined: Wed 10 Oct, 2012, 09:47
Posts: 33
Location: GermanyGermany
Hello, I just have downloaded history bars M30 data using "history.getBars(...)"
a) using filter "Filter.NO_FILTER" and filter "Filter.ALL_FLATS"
and got following bars
1352062800000[2012-11-04 21:00:00.000+0000] O: 1.28194 C: 1.28194 H: 1.28311 L: 1.28183 V: 0.0
1352064600000[2012-11-04 21:30:00.000+0000] O: 1.28167 C: 1.28167 H: 1.28224 L: 1.28164 V: 0.0

b) using filter "Filter.WEEKENDS"
and got no such bars at all

c) using service "Historical data feed" from https://www.dukascopy.com/swiss/english/ ... istorical/
and got for the same bars
04.11.2012 22:00:00.000,1.28311,1.28311,1.28183,1.28194,151.85
04.11.2012 22:30:00.000,1.28197,1.28224,1.28158,1.28167,239.10

(I am sure that these correspond to the same bars since it goes before bars
04.11.2012 23:00:00.000,1.28167,1.28260,1.28163,1.28224,650.28
04.11.2012 23:30:00.000,1.28226,1.28246,1.28199,1.28201,941.47
which are the same in all three options)

So the question is what information is correct? What volume is correct , V: 0.0 or 151.85? And if V: 0.0 then why we have different Open Close High and Low prices?

Thank you very much in advance!


 
 Post subject: Re: contradicting history data Post rating: 0   New post Posted: Tue 15 Jan, 2013, 18:41 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
MikeD wrote:
b) using filter "Filter.WEEKENDS"
and got no such bars at all
Check the weekday of those bars.
MikeD wrote:
c) using service "Historical data feed" from https://www.dukascopy.com/swiss/english/ ... istorical/
and got for the same bars
04.11.2012 22:00:00.000,1.28311,1.28311,1.28183,1.28194,151.85
04.11.2012 22:30:00.000,1.28197,1.28224,1.28158,1.28167,239.10

(I am sure that these correspond to the same bars since it goes before bars
04.11.2012 23:00:00.000,1.28167,1.28260,1.28163,1.28224,650.28
04.11.2012 23:30:00.000,1.28226,1.28246,1.28199,1.28201,941.47
which are the same in all three options)

So the question is what information is correct? What volume is correct , V: 0.0 or 151.85? And if V: 0.0 then why we have different Open Close High and Low prices?
What makes you think that bars with different times are the same bars?


 
 Post subject: Re: contradicting history data Post rating: 0   New post Posted: Wed 16 Jan, 2013, 13:07 
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Joined: Wed 10 Oct, 2012, 09:47
Posts: 33
Location: GermanyGermany
Hello, thanks for the answer.

b) concerning your reply "Check the weekday of those bars.":

I understand, that this is evening of Sunday and so was filtered by filter Filter.WEEKENDS. Nevertheless if we check
numbers in the bar
1352062800000[2012-11-04 21:00:00.000+0000] O: 1.28194 C: 1.28194 H: 1.28311 L: 1.28183 V: 0.0
we see, that volume is 0 whereas High price is not equal to Open and Close (so it is NOT flat!!!). How could it be?

c) concerning your reply "What makes you think that bars with different times are the same bars?":
Let me give these suspicious bars with their followers together ->

obtained with filter "Filter.NO_FILTER" and filter "Filter.ALL_FLATS":
1352062800000[2012-11-04 21:00:00.000+0000] O: 1.28194 C: 1.28194 H: 1.28311 L: 1.28183 V: 0.0
1352064600000[2012-11-04 21:30:00.000+0000] O: 1.28167 C: 1.28167 H: 1.28224 L: 1.28164 V: 0.0
1352066400000[2012-11-04 22:00:00.000+0000] O: 1.28167 C: 1.28224 H: 1.2826 L: 1.28163 V: 650.28
1352068200000[2012-11-04 22:30:00.000+0000] O: 1.28226 C: 1.28201 H: 1.28246 L: 1.28199 V: 941.47

obtained using service "Historical data feed" from https://www.dukascopy.com/swiss/english/ ... istorical/
04.11.2012 22:00:00.000,1.28311,1.28311,1.28183,1.28194,151.85
04.11.2012 22:30:00.000,1.28197,1.28224,1.28158,1.28167,239.10
04.11.2012 23:00:00.000,1.28167,1.28260,1.28163,1.28224,650.28
04.11.2012 23:30:00.000,1.28226,1.28246,1.28199,1.28201,941.47

as you see last 2 bars coincide completely (in service from web-page we have Open High Low Close Volume order of numbers), so I conclude that previous 2 bars also correspond each other. Then we see some small difference in prices
and (What is MUCH MORE IMPORTANT!!!) we see nonzero volume!
Could you comment this data discrepancy please!

Thank you in advance.


 

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