Hello,
In the UK the current trading times for the DAX30 is Monday 7:00 to Friday 21:00, thus the DAX30 is a 14 hour market (to the best of my knowledge).
When downloading data via TSlite, using Tick - (UTC) London - Brit's CSV2FXT format, I am only receiving data from 8:00 - 16:30 in the csv file generated, thus missing 5.5 hours worth of data.
I have downloaded individual csv files for each year from 2012 and they are all the same (I might receive one or two spurious tick data entries outside of 8 - 16:30).
I'm I doing something wrong, maybe using the wrong Timezone (even though I am in the UK)? Why is only 8.5 hours of this market's data available?
Regards
Paul
DEUIDXEUR DAX 30 (German) Missing Data?
Re: DEUIDXEUR DAX 30 (German) Missing Data?
Hi Paul,
As a test, we have selected Tickstory's 'View Data' option and selected to view data from 30th March to 4th April 2016. The resulting data set shows timestamps going from 6am-8pm GMT. Obviously we are bound by whatever data Dukascopy have and it should correspond to this Dukascopy website: https://www.dukascopy.com/plugins/fxMarketWatch/.
Hope this helps.
As a test, we have selected Tickstory's 'View Data' option and selected to view data from 30th March to 4th April 2016. The resulting data set shows timestamps going from 6am-8pm GMT. Obviously we are bound by whatever data Dukascopy have and it should correspond to this Dukascopy website: https://www.dukascopy.com/plugins/fxMarketWatch/.
Hope this helps.
Re: DEUIDXEUR DAX 30 (German) Missing Data?
Hello,tickstory wrote:Hi Paul,
As a test, we have selected Tickstory's 'View Data' option and selected to view data from 30th March to 4th April 2016. The resulting data set shows timestamps going from 6am-8pm GMT. Obviously we are bound by whatever data Dukascopy have and it should correspond to this Dukascopy website: https://www.dukascopy.com/plugins/fxMarketWatch/.
Hope this helps.
Thank you for your testing. Please could you complete the same test for each year since 2012 & confirm if your results match mine.
I have further analysed the csv files generated per year since 2012 the results are shown below:
2012 - Data from 8 - 16:30 only, with some spurious entries outside of those times.
2013 - Data from 8 - 16:30 only, with some spurious entries outside of those times.
2014 - Data entries are through out the entire 24hr cycle for a 14 hr Market?
2015 - Data entries are through out the entire 24hr cycle for a 14 hr Market?
2016 - This is the only period that appears to have correct data for the 14 hr period.
I am not aware that the GER30 market opening times have changed through out the above period. Please can you explain the above, especially for 2014/2015, which makes no sense at all?
Re: DEUIDXEUR DAX 30 (German) Missing Data?
Hi Paul,
We've confirmed via some spot checks on the Dukascopy website (https://www.dukascopy.com/swiss/english ... istorical/) that the original data has the time ranges you mention. What we can tell you from this is that the data is the data is being delivered correctly as-is from the source and there is no issue with Tickstory.
From a Dukascopy point-of-view we do know that over time, Dukascopy has sought to back-fill missing information and/or in some cases revise it. Note that the trading data provided is taken from derivative products that are traded at Dukascopy, so the trading time-ranges may relate to the times where trading was possible on Dukascopy at the time. We have put in a support request to Dukascopy to see if they can provide further information and will let you know if we receive any response.
Aside from that, we have no scope to change or enhance the data from our side, so we can only suggest you cleanse the data as required for your purposes.
Hope this helps.
We've confirmed via some spot checks on the Dukascopy website (https://www.dukascopy.com/swiss/english ... istorical/) that the original data has the time ranges you mention. What we can tell you from this is that the data is the data is being delivered correctly as-is from the source and there is no issue with Tickstory.
From a Dukascopy point-of-view we do know that over time, Dukascopy has sought to back-fill missing information and/or in some cases revise it. Note that the trading data provided is taken from derivative products that are traded at Dukascopy, so the trading time-ranges may relate to the times where trading was possible on Dukascopy at the time. We have put in a support request to Dukascopy to see if they can provide further information and will let you know if we receive any response.
Aside from that, we have no scope to change or enhance the data from our side, so we can only suggest you cleanse the data as required for your purposes.
Hope this helps.