Attachment Book1.xlsx added
Attachment Screenshot_1.png added
Attachment usdchf m1.png added
Attachment usdchf tick.png added
Attachment usdjpy m1.png added
Attachment usdjpy tick.png added
Attachment USDJPY_M1.png added
Attachment USDJPY_TICK_M1.png added
For example USDJPY, see in attachements.
Minutes timeframe contains records for 2022.10.6 10:58 and 10:59 (first screenshot)
If I check tick timeframe recalculated to M1, I can see that this 2 candles are missing (second screenshot)
And If I check original downloaded tick data from dukascopy API (I tried to download it from our CDN server and from dukascopy server directly) I can see this:
20221006 10:57:44.006,144.746,144.757,5
20221006 10:57:44.942,144.745,144.753,3
20221006 10:57:45.044,144.743,144.753,2
20221006 11:00:00.444,144.730,144.739,4
20221006 11:00:00.900,144.731,144.740,3
20221006 11:00:01.502,144.732,144.741,3
20221006 11:00:02.070,144.733,144.741,1
20221006 11:00:02.840,144.730,144.742,4
10:58.x and 10.59.x are missing. Tick data doesn't contain these records
But if I download data using their web form: https://www.dukascopy.com/swiss/english/marketwatch/historical I'm getting tick records for 10:58.x and 10.59.x
In application we are using dukascopy API, which returns data without thse candles. I'll continue on investigation tommorow.