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Historical Data Feed website download inconsistencies
 Post subject: Historical Data Feed website download inconsistencies Post rating: 0   New post Posted: Thu 17 May, 2012, 09:33 
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For the download of historical data via the website, the format of the data changed yesterday.
https://www.dukascopy.com/swiss/english/ ... istorical/

1. The quote volume has changed from number of lots (millions) to units. It would have been nice to have some consistency. Some of the unit values don't really make sense. eg. .02 units for EUR/USD
17.05.2012 01:59:56.215,1.27322,1.27311,1130000.00,4480000.02


2. The time stamp was previously UTC. What is it now? European summer time? A day's download seems to run from 02:00 to 01:59. UTC makes more sense.

3. It was previously possible to download a range of days in one pass. Now it seems that each day has to be downloaded individually.


 
 Post subject: Re: Historical Data Feed website download inconsistencies Post rating: 0   New post Posted: Fri 18 May, 2012, 12:48 

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lux_interior wrote:
For the download of historical data via the website, the format of the data changed yesterday.
https://www.dukascopy.com/swiss/english/ ... istorical/

1. The quote volume has changed from number of lots (millions) to units. It would have been nice to have some consistency. Some of the unit values don't really make sense. eg. .02 units for EUR/USD
17.05.2012 01:59:56.215,1.27322,1.27311,1130000.00,4480000.02


2. The time stamp was previously UTC. What is it now? European summer time? A day's download seems to run from 02:00 to 01:59. UTC makes more sense.

3. It was previously possible to download a range of days in one pass. Now it seems that each day has to be downloaded individually.


I have seen the same problem, and we can not download yesterday data any more. any news from dukascopy support ?


 
 Post subject: Re: Historical Data Feed website download inconsistencies Post rating: 0   New post Posted: Mon 21 May, 2012, 07:06 
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hi support,
Why was this topic moved from Bugs to Mobile Platforms/FAQs?

The most important bug is that the tick timestamp is not UTC.

Also, as a suggestion, maybe it would be better to have the timestamp in ISO standard format.

kind regards,


 
 Post subject: Re: Historical Data Feed website download inconsistencies Post rating: 0   New post Posted: Tue 22 May, 2012, 08:41 
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Hello,

1. This will be fixed. Also we will add Volume selector (units, thousands, millions)
2. Time is always GMT. We will investigate the possibility of using UTC
3. Due to technology limitation, ticks download is limited by one day only. If you having issues downloading other periods, please specify.

We are sorry for inconvenience.


 
 Post subject: Re: Historical Data Feed website download inconsistencies Post rating: 0   New post Posted: Tue 22 May, 2012, 09:12 
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hi,
Thanks for your response.

UTC is the same as GMT. (UTC is just the proper name https://en.wikipedia.org/wiki/UTC)

At the moment however, the timestamp appears to be GMT + 2 hours.

For example, EUR/USD when downloaded from the web page.
The timestamp starts at 02:00
Time,Ask,Bid,AskVolume,BidVolume
16.05.2012 02:00:01.211,1.27355,1.27344,1500000.00,3380000.11
16.05.2012 02:00:01.880,1.27357,1.27345,1500000.00,2250000.00
16.05.2012 02:00:02.071,1.27355,1.27344,1500000.00,3380000.11
16.05.2012 02:00:02.214,1.27357,1.27346,3000000.00,2250000.00
16.05.2012 02:00:02.642,1.27353,1.27344,1500000.00,1880000.00
16.05.2012 02:00:03.182,1.27353,1.27343,1850000.02,1880000.00
16.05.2012 02:00:04.051,1.27349,1.27343,1500000.00,1880000.00
16.05.2012 02:00:04.778,1.27348,1.27340,1500000.00,1880000.00
16.05.2012 02:00:05.040,1.27350,1.27341,1500000.00,1130000.00


The same data when downloaded from the JForex Historical Data Manager:
This correctly has the timestamp as GMT
Time,Ask,Bid,AskVolume,BidVolume 
16.05.2012 00:00:01.211,1.27355,1.27344,1.5,3.38
16.05.2012 00:00:01.880,1.27357,1.27345,1.5,2.25
16.05.2012 00:00:02.071,1.27355,1.27344,1.5,3.38
16.05.2012 00:00:02.214,1.27357,1.27346,3,2.25
16.05.2012 00:00:02.642,1.27353,1.27344,1.5,1.88
16.05.2012 00:00:03.182,1.27353,1.27343,1.85,1.88
16.05.2012 00:00:04.051,1.27349,1.27343,1.5,1.88
16.05.2012 00:00:04.778,1.27348,1.2734,1.5,1.88
16.05.2012 00:00:05.040,1.2735,1.27341,1.5,1.13


 
 Post subject: Re: Historical Data Feed website download inconsistencies Post rating: 0   New post Posted: Tue 22 May, 2012, 18:35 

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Hummm...I downloaded yesterday some pairs the minute option from day 15 to 18 and for this data the time was GMT-3.

What hour can we get yesterday data ?

Thanks


 
 Post subject: Re: Historical Data Feed website download inconsistencies Post rating: 0   New post Posted: Fri 15 Jun, 2012, 17:10 
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We will deploy major update of the service next week, which will solve the issue.

Sorry for inconvenience.


 

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