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EURUSD data missing

Posted: Sat Nov 19, 2016 9:32 pm
by fxmaupertuis
Hi

I have exported EURUSD csv file for 1 second timeframe and for Friday 18th.

Many lines are missing in the csv file.

Thank you for your help.

Re: EURUSD data missing

Posted: Sat Nov 19, 2016 11:05 pm
by tickstory
Hi there,

If there were no ticks in any given second interval you will not get a line entry for that second.

Hope this answers your question.

Re: EURUSD data missing

Posted: Sun Nov 20, 2016 9:14 am
by fxmaupertuis
hi,

so I cannot use the 1 second ticks for testing the indicators I have developed on a web application, right ?

Re: EURUSD data missing

Posted: Sun Nov 20, 2016 10:01 am
by tickstory
Hi,

I imagine that depends on how the indicators work. If you are simply taking OHLC of each 1-second bar, then I can't see any reason why this wont work. Be mindful that if you want an entry for every 1-second interval, it will require a synthetic "filling in the blanks" with essentially a doji of the last closing price. This could have unintended consequences/effects on your indicator as in reality these bars don't actually wont occur in live trading. The safest would be to ensure the indicator works with the "raw" data rather than massaging it in the export.

Hope this helps.