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rik
38
rik 2013.02.08 03:04 

I notice when testing some of the MT5 history loader examples that they will load a weeks worth of data beginning at 00:00 on Monday, finishing at 22:59 on Friday.  The next week then begins again at 00:00 Monday (all of these time appear to be GMT+1 hr)  This creates a 49 hour gap until the next Monday morning.  However several other sources of data I can view have only a 48 hr gap, so I'm wondering if there is a bug in the MT5 time series generation code?  For comparison, look at the data available from ratedata.gaincapital.com, it has only a 48 gap, going from 17:00 Sunday to 17:00 Friday (EST) each week.  NetDania.com and FXCM.com also display data from 17:00 Sun to 17:00 Fri EST.  So, does MT5 have a bug since they are missing an hour?  As an aside, I wish history data would include the timezone.  It would make back testing using different data sources easier.

Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Symbol Properties
Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Symbol Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Environment State / Symbol Properties - Documentation on MQL5
phi nuts
2185
phi nuts 2013.02.08 08:28  
rik:

I notice when testing some of the MT5 history loader examples that they will load a weeks worth of data beginning at 00:00 on Monday, finishing at 22:59 on Friday.  The next week then begins again at 00:00 Monday (all of these time appear to be GMT+1 hr)  This creates a 49 hour gap until the next Monday morning.  However several other sources of data I can view have only a 48 hr gap, so I'm wondering if there is a bug in the MT5 time series generation code?  For comparison, look at the data available from ratedata.gaincapital.com, it has only a 48 gap, going from 17:00 Sunday to 17:00 Friday (EST) each week.  NetDania.com and FXCM.com also display data from 17:00 Sun to 17:00 Fri EST.  So, does MT5 have a bug since they are missing an hour?  As an aside, I wish history data would include the timezone.  It would make back testing using different data sources easier.

It's not a bug. Some broker open and close their trading session early and some don't. It's got to do with their banks as trading partner.

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