Thanks for your problem report. We have investigated the issue and it does appear that there is an issue when generating the open price of a candle in specific circumstances. The issue only affects the MT4 Export and we plan that this will be addressed as part of v1.3.
Regarding the actual prices between Dukascopy export vs the Tickstory one, we are not so sure. We have downloaded the latest copy of the data for the dates you mention at the first and last prices for the minute 13:51 are 1.31758 and 1.31757, respectively. You can browse the raw tick data by using the “Show data” option in Tickstory. Have you exported the Dukascopy data from JForex or from their website?
I installed JForex and create demo account and download EURUSD tick data inside JForex with Historical Data Manager EURUSD_Ticks_2012.01.01_2014.02.10.csv
File size: 2 168 375 126
First tick data: 2013.01.10 13:51:00.110,1.31787,1.31778,1.73,2.18
Last tick data: 2013.01.10 13:51:59.729,1.31762,1.31757,1.13,1.13
Is it possible, that Dukas sends different historical data inside the JForex client?
I wouldn’t have thought the JForex platform changed the data in any way before it exported it. Are you pointing your Tickstory configuration to the same location where JForex stores its data? Did you cross-check that the raw data in Tickstory corresponds to the open/close prices I mentioned?
I checked the open/close price in Tickstory Show data you mentioned, they are the same, however it doesn’t match the Dukas’ CSV data.
My Tickstory is installed to the Program Files dir, the Dukas’ client is located in Documents folder, they have different databases.
1) Go to the store directories for both JForex and Dukascopy and find the file in [StoreLocation]EURUSD2013 01013h_ticks*.*
Are the file names & file sizes the same? When was the file downloaded?
2) Set the Dukascopy folder to be your ‘Store location’ in Tickstory (go to File->Settings and specify the JForex store folder). Start up Tickstory and ‘View data’ for the day you mention. Does the pricing now match the JForex export?
If you find that in Step 2 that the data is now the same as the JForex export, it is possible that Dukascopy have revised their historical data since the time it was originally downloaded.
I deleted all of my Jforex cached files before reading your post, and re-downloaded them again. After exporting them, there is a perfect match to Tickstory’s database.
I installed the Jforex on Sep. 13. 2013., so I think Dukascopy is revising historical data, which casuses me a nightmare in backtesting.
But the thing is, now I’m sure it’s not the Tickstory’s fault, it works well.
Interesting, Juhaszb. Thanks for letting us know. It was the case that Dukascopy updated their data format over a year ago – perhaps there were some other changes in the process.
