EURNOK missing historical data

General discussion about the Tickstory Lite software package.
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bloch
Posts: 1
Joined: Mon Nov 08, 2021 8:59 am

EURNOK missing historical data

Post by bloch »

Hello guys,

Analysing historical data for EURNOK it seems like data is missing between 19/02/2020 2:11:50 and 19/03/2020 3:17:15. This is a gap of more than 1 hour with a jump of almost 4500 pips.

I purchased Tickstory in the hope that the provided data from Ducascopy was reliable and complete and hence I am somewhat surprised to see gaps like this. Are you able to provide an explanation of the missing market data and/or any tools to easily identify these gaps?

Thank you.
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tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: EURNOK missing historical data

Post by tickstory »

Hi Bloch,

We can confirm that a hour or so gap does exist on those days in Dukascopy's original data source. We've conferred with Dukascopy however they do not have any specific information about what may have caused the issue on those days. They have indicated that:

"Norwegian banks who quote NOK could have late opening or close etc... Our liquidity provider could have technical issues with feed... Anyway, the gap exists and you need to take it into consideration in your strategy development."

Generally speaking, Dukascopy is a reputed source of tick data, however you can expect that over the volumes of data they have, there will be some natural gaps due to public holidays, liquidity variations at different times and so forth (especially on lesser known pairs). We don't have any method to view these gaps at the moment but it is an item on our list.

Hope this helps.

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