DAX night hours data missing

Historical data from European markets.
Post Reply
Primus
Posts: 1
Joined: Tue Sep 01, 2020 8:32 pm

DAX night hours data missing

Post by Primus »

Hi guys,

I am using the 1H data for the DAX. I have noticed, that when going back further than a couple of years, the data outside of the open hours of the exchange seems to be gone. This is very disappointing, as I need some of the night hours for my strategy

Anything that can be done to achieve these night candles?

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

Re: DAX night hours data missing

Post by tickstory »

Hi Primus,

Tickstory sources data as-is from Dukascopy. As Dukascopy introduced trading in each market, their liquidity pool got better and therefore warranted extended trading hours (and this also had the effect of improving tick activity quality). Conversely, some markets didn't work for them and they needed to pull those symbols from trading. This is the nature of the tick trading data that is available on all brokers such as Dukascopy along with the other additional data sources we will be adding.

Hope this helps.

Post Reply