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Greg Mason
11
Greg Mason 2014.02.21 03:39 

Hello, I am having trouble with large gaps in historical data (300 plus days). I have downloaded, imported and recalculated data from several different locations for several currency pairs and consistantly have gaps through 2012 when testing with the mt4i Data Integrity checker, this is despite the 2012 data being complete in each of the files I have downloaded. So far this is happening on some NZD crosses (not all) and some of the exotic pairs I have tried. I have used several brokers MT4 platforms from build 509 to 610. I have used two different computers running different Windows operating systems with the same results. If anyone has any suggestions it would be appreciated.

Thanks

Perry

ANALYSIS OF TICK DATA FOR NZDCAD M1
For test starting at : 2012.01.02 00:02:00
-----------------------------------------------------------------------------------------------

Found *POTENTIAL PROBLEMS* in the tick data:

* Unable to check the size of the .fxt file. Verify manually that it does not exceed 2GB.
* There are suspicious holes in the data, listed below


Summary of data
---------------

First tick: 2012.01.02 00:02:00
Last tick: 2013.12.31 18:47:01
Total ticks: 7009697
Total bars: 359643
Avg ticks per bar: 19.5
Avg ticks per minute: 19.5
Avg ticks per second: 0.3
Largest gap between ticks: 540 seconds (exc. weekends and suspicious gaps)
Trading days: 254
Total days in period: 730
Size of .fxt file: (unknown)

First price: 0.79305
Last price: 0.87526
Lowest price: 0.78850
Highest price: 0.88630
Largest bar: 0.00874 (at 2013.08.02 14:30:00)
Biggest jump between ticks: 0.03208 (at 2013.01.25 18:23:00)
Biggest jump between bars: 0.03208 (at 2013.01.25 18:23:00)


Suspicious holes in tick data (allowing gaps of up to 120 minutes)
-----------------------------

Gap from 2012.01.17 21:34 to 2013.01.25 18:23 (373.9 days)

Ubzen
Moderator
5394
Ubzen 2014.02.21 07:40  
Perry_68: Hello, I am having trouble with large gaps in historical data (300 plus days). I have downloaded, imported and recalculated data from several different locations for several currency pairs and consistantly have gaps through 2012 when testing with the mt4i Data Integrity checker, this is despite the 2012 data being complete in each of the files I have downloaded. So far this is happening on some NZD crosses (not all) and some of the exotic pairs I have tried. I have used several brokers MT4 platforms from build 509 to 610. I have used two different computers running different Windows operating systems with the same results. If anyone has any suggestions it would be appreciated.
Why not pay good bucks for quality tick data?
Simon Gniadkowski
Moderator
17963
Simon Gniadkowski 2014.02.21 09:56  
ubzen:
Why not pay good bucks for quality tick data?

Or even get it for free . . .
Greg Mason
11
Greg Mason 2014.02.21 12:27  

ubzen:
Why not pay good bucks for quality tick data?

I don't think the source of the data is the problem. As I said the files I downloaded contain the 2012 data and yet as you can see the integrity test has a gap from the same day.

ANALYSIS OF TICK DATA FOR NZDJPY M1
For test starting at : 2012.01.02 00:00:00
-----------------------------------------------------------------------------------------------

Found *POTENTIAL PROBLEMS* in the tick data:

* Unable to check the size of the .fxt file. Verify manually that it does not exceed 2GB.
* There are suspicious holes in the data, listed below


Summary of data
---------------

First tick: 2012.01.02 00:00:00
Last tick: 2013.12.31 18:47:00
Total ticks: 11248692
Total bars: 359993
Avg ticks per bar: 31.2
Avg ticks per minute: 31.2
Avg ticks per second: 0.5
Largest gap between ticks: 314 seconds (exc. weekends and suspicious gaps)
Trading days: 254
Total days in period: 730
Size of .fxt file: (unknown)

First price: 59.965
Last price: 86.613
Lowest price: 59.517
Highest price: 86.656
Largest bar: 1.271 (at 2013.06.11 23:00:00)
Biggest jump between ticks: 14.797 (at 2013.01.25 18:23:00)
Biggest jump between bars: 14.797 (at 2013.01.25 18:23:00)


Suspicious holes in tick data (allowing gaps of up to 120 minutes)
-----------------------------

Gap from 2012.01.17 21:14 to 2013.01.25 18:23 (373.9 days)

Alain Verleyen
Moderator
28671
Alain Verleyen 2014.02.21 16:31  
Perry_68:
Please don't reply inside quote.
/
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