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Historical data possible problem
 Post subject: Historical data possible problem Post rating: 0   New post Posted: Mon 19 Aug, 2013, 12:37 

User rating: 0
Joined: Mon 19 Aug, 2013, 12:18
Posts: 1
Hi all!

I have downloaded EURUSD Ticks and Hourly data for March 2008. and try to convert historical ticks data to the hourly candles within my program. Everything goes well, except that I can not get ticks data to create this EURUSD candle (which exists in the historical Hourly data)
2008-03-09 21:00:00,1.5361,1.5364,1.5355,1.536,742

It looks that Hourly data shows start of the week earlier (2008-03-09 21:00:00) than Ticks data (2008-03-09 22:00:00). Please, note, that the volume of trades in Hourly data is greater than zero and corresponding ticks data (for that particular hour is missing)
Anybody knows why is that happens?

Also I have noted that all weeks are fine except those that have transition to the Daylight Saving Time (March and October). The tick data does not provide _all_ data -- the data during weekends is removed, but the DST could be _not_ handled properly for Ticks and therefore some ticks are missing. Could that be a possible reason?

And last question... is there any possibility to get complete historical data -- I mean all ticks where volume is greater than zero?

Thank you


 

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