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.