Dukascopy data - Closing/opening time inconsistency

[tickstory]

Hi Pete,

Thanks for the clarification. What we can tell you is that there is no issue in the timestamp being retrieved from the Dukascopy server (eg. http://www.dukascopy.com/datafeed/GBPUS ... _ticks.bi5 is the raw data for 14 March 2010). We're just doing some further investigations to see if something has changed that now may require this time to be adjusted.

We'll get back to you shortly.

Thanks.

[pete7]

If I may point it out one more time:

1. Data exported as UTC is EST/EDT + 2 (so it's kind of UTC with DST dates of EST)
2. Data exported as EST+7 is UTC+2 (without DST, but EST indicates it should have DST)

Different timezones have different DST changing dates. Hence knowing when the time changes to DST we check what is the underlying wrong timezone. For example: in UTC data exported from Tickstory, DST comes into effect on 14.03.2010 which is the DST changing time for EST/EDT timezones.

Regards,
P.

[tickstory]

Hi Pete,

We have done some further investigation by looking at some of the raw data that Dukascopy offers. Dukascopy has always been known to provide their data in GMT, so our point of investigation was whether this has changed. As far as we can see, it hasn't and the data appears to correct match what Dukascopy provide in their own JForex platform.

Their online support unfortunately couldn't confirm exact times when the data should start, although they did suggest that it was possible that there were price data outside regular trading hours.
Unfortunately we could not seem to compare with Dukascopy's online historical data feed (https://www.dukascopy.com/plugins/fxMar ... rical_data). At the time of this writing, the data timestamps seemed completely incorrect - with their support team being unable to explain why trading apparently started at 10:00 AM GMT on a Sunday. I think we can discount this as a comparison source. Instead, we went to the Dukascopy JForex platform which is more utilised, so hopefully a more accurate comparison. If you see the attached screenshot, you will see the 10 second chart for GBPUSD on 14th March 2010. It matches exactly to what Tickstory exports for this date - timestamp and price.

If you have further instances that you wish to compare, I suggest you download the JForex platform and make similar comparisons. Just be wary that the charting platform itself is configured by default to show GMT, however the "Historical Data Manager" within the application seems to want to export everything to EET (don't ask me why - we couldn't find any documentation on this topic). Therefore, if you want to make comparisons, the charts seem the best bet.

If you believe there are still some unanswered questions/discrepancies, in a bid to assist us answer your question sooner could you please:

- For any GMT data queries, show the discrepancy in a screenshot of JForex vs Tickstory.
- For any time conversion issues, provide an instance of the timestamp & timezone you are converting to and why you believe it is incorrect. Remember that we are working on the basis that the GMT data/timestamps are correct so we are merely dealing with potential time conversion issues. Also, please give a screenshot of your DST settings (press the 'i' button near the timezone selector).

Thanks.

[pete7]

Ok, thank you for answering.

Best regards,
P.