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Errors in Historical Data
lenrod
 Post subject: Errors in Historical Data Post rating: 0   New post Posted: Fri 03 Mar, 2017, 17:16 
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Joined: Fri 03 Mar, 2017, 16:26
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Location: Italy,
Hello,
I downloaded H1 data from the Historical Data Feed tool in one year blocks (ie form 01/01/20xx to 31/12/20xx) and noticed it contains some errors. But, if i download only a shorter period, the data is fine.

Here is an example in EURUSD BID GMT on the 01-02/05/2016 , the 01/05/2016 was a sunday.
The data on the left comes from the one year dataset (and is obviously wrong), the data on the right comes from a dataset of a few weeks around that day:

Image


Can you please do something to solve this problem?

EDIT: I tried the same method as above with 15, 5 and 1 minute data: the same error is present on lower time frames bar data too. I also tried with the tick data and that's fine.
The errors appear when I download data starting from a date before 28/03/2016 for 2016 and before 30/03/2015 for 2015, so I suppose the bug is related to the start of DST!!

EDIT 2: I downloaded the data from the website: https://www.dukascopy.com/swiss/en/marketwatch/historical/
Here is the error on a chart:

Image


Attachments:
Confronto.PNG [74.63 KiB]
Downloaded 319 times
errors.PNG [91.21 KiB]
Downloaded 320 times
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