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Is it "quality of historic data" or "real price gap"?
mtnfx
 Post subject: Is it "quality of historic data" or "real price gap"? Post rating: 0   New post Posted: Sat 07 Apr, 2018, 10:05 

User rating: 18
Joined: Thu 20 Apr, 2017, 22:42
Posts: 165
Location: Russian Federation,
I was testing a strategy on very long period and got total disaster at one point. The reason - enormous price gap within period 13:39 04.04.2007 -> 13:44 04.04.2007 UTC on EURJPY.
I'm curious if this is "just a glitch in historic test data" or was it for real?
Having this in future will wipe out any deposit in one moment.

Here is portion of data exported via View -> Historical Data Manager: Time Range 13:39 04.04.2007 -> 13:44 04.04.2007 UTC, EURJPY ticks
Image

This is how it looks like on Ticks chart
Image

Problem is also noticeable on 10sec chart (I guess it is rendered from ticks), but gap is not displayed on 1min+ charts.
Image


Attachments:
price-gap-eur-jpy-2007-chart-1min.png [13.56 KiB]
Downloaded 235 times
price-gap-eur-jpy-2007-chart.png [9.1 KiB]
Downloaded 232 times
price-gap-eur-jpy-2007.png [7.13 KiB]
Downloaded 232 times
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API Support
 Post subject: Re: Is it "quality of historic data" or "real price gap"? Post rating: 0   New post Posted: Mon 09 Apr, 2018, 14:11 
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Yes, this is a bug with incorrect data. It will be fixed soon. Thanks for information.
 
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