Dukascopy data gaps Tick VS M1

why in almost all cases dukascopy M1 data according to gaps is of better quality than Tick?
Attachments
usdcad tick.png
(89.48 KiB)
eurusd tick.png
(85.95 KiB)
eurusd m1.png
(85.63 KiB)
nzdusd tick.png
(91.82 KiB)
audusd M1.png
(84.23 KiB)
audusd tick.png
(85.10 KiB)
gbpusd m1.png
(91.14 KiB)
gbpusd tick.png
(92.17 KiB)
nzdusd m1.png
(91.32 KiB)
usdcad m1.png
(88.82 KiB)
  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status In progress
  • Priority Normal

History

Rr
#1

Partizanas

26.08.2022 15:03

Task created

Rr
#2

Partizanas

26.08.2022 15:04

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

usdjpy tick.png
(87.83 KiB)
Book1.xlsx
(9.18 KiB)
usdjpy m1.png
(88.52 KiB)
Screenshot_1.png
(22.89 KiB)
usdchf tick.png
(93.63 KiB)
usdchf m1.png
(94.90 KiB)
E
#3

Emmanuel

27.08.2022 21:31
Voted for this task.
PS
#4

Petr Šomek

12.10.2022 12:10

Status changed from New to In progress

PS
#5

Petr Šomek

12.10.2022 15:02

Attachment USDJPY_M1.png added

Attachment USDJPY_TICK_M1.png added

USDJPY_M1.png
(137.63 KiB)
USDJPY_TICK_M1.png
(166.04 KiB)
I have played with this case. Its a problem of dukascopy data we are downloading.


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.

b
#6

bentra

13.10.2022 01:33
Voted for this task.
HH
#7

Hans

17.10.2022 00:55
Voted for this task.
k
#8

Karish

16.11.2022 13:25
Voted for this task.
b
#9

bentra

13.12.2022 16:49
Missed milestone
JB
#10

0xjoeblack@proton.me

15.12.2022 09:48
Voted for this task.

Votes: +5

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