Decimal point accuracy loss and missing columns from original dukascopy data
Hello,
When saving tick data to CSV for XAUUSD, QuantDataManager is rounding bid/ask prices to 2 decimal points, whereas the original dukascopy data, downloaded directly from dukascopy (https://www.dukascopy.com/trading-tools/widgets/quotes/historical_data_feed) has prices accurate to 3 decimal points.
For a tool specialising in data management, I would expect that all data should basically be passed through by default - unless I selected an option to round or remove data. So this leads to the following questions:
1. Why are numbers being rounded? I assume this to be a bug.
2. Why is more data available in dukascopy than from QuantDataManager when QDM is supposed to be sourcing its data from dukascopy? i.e. volumes of bid / ask. Why does this data not come through?
3. Why is 'volume' always 1 in QDM data?
See samples below, noting that bid/ask are around different ways.
Original ticks from Dukascopy:
Gmt time,Ask,Bid,AskVolume,BidVolume
05.05.2003 00:01:03.421,340.757,340.345,750,870
05.05.2003 00:01:04.042,340.913,340.501,350,1200.0001
05.05.2003 00:01:21.645,340.884,340.33,170,570
05.05.2003 00:01:21.878,340.796,340.436,370,380
05.05.2003 00:01:22.266,340.98400000000004,340.43,330,900
05.05.2003 00:01:22.499,340.887,340.527,950,480
05.05.2003 00:01:24.373,340.80699999999996,340.29699999999997,580,370
05.05.2003 00:01:24.929,341.11699999999996,340.707,440,710
05.05.2003 00:01:24.994,340.962,340.452,740,780
QuantDataManger ticks from dukascopy:
DateTime,Bid,Ask,Volume
20030505 00:01:03.421,340.35,340.76,1
20030505 00:01:04.042,340.50,340.91,1
20030505 00:01:21.645,340.33,340.88,1
20030505 00:01:21.878,340.44,340.80,1
20030505 00:01:22.266,340.43,340.98,1
20030505 00:01:22.499,340.53,340.89,1
20030505 00:01:24.373,340.30,340.81,1
20030505 00:01:24.929,340.71,341.12,1
20030505 00:01:24.994,340.45,340.96,1
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Votes 0
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Project QuantDataManager
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Type Bug
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Status Fixed
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Priority Normal
History
AH
h
AH
andrew.0421304901
28.10.2020 00:31Thanks for the prompt response! I did check my settings before I posted this, but couldn't change any of them - I suspect this is because I've already got data downloaded with the piptick step set to 2 decimal points, so I'll have to delete data and download it all again.
Also where is the AskVolume and BidVolume?
TT
Tamas
14.12.2020 12:40Status changed from New to Fixed
It is enough to edit the piptick step in Edit Instrument dialog.
Volume for Tick precision is always 1
Votes: 0
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why? because your data need to be set exactly how is your trading platform works - and every broker i use for my real trading is using only 2 decimals points for gold
so if you need 3 decimal prices from datamanager you need to se piptick step to 0.001