Suspicious "BidPrice, AskPrice, BidVolume, AskVolume" Output

[evveric]

Hi tickstory developers!

Thanks for providing such a great downloader tool for free!
I have 2 questions regarding this tool (I am using the V1.1 version now)

1. I have come up with a problem when Exporting downloaded ducascopy binary file to a CSV file using the
"Export to File" function.

E.g. I Export File for "USD/CHF" during 2013/11/1 to 11/22. with the following Columns:
{BarBeginTime:yyyyMMdd HH:mm:ss},{Open},{High},{Low},{Close},{BidPrice},{AskPrice},{Volume},{BidVolume},{AskVolume}

Then I open the result "USDCHF.CSV" file with Excel 2007, here is what it looks like:
(Time is in New York time EST)
DateTime Open High Low Close BidPrice AskPrice Volume BidVol AskVol
20131101 03:00:00 0.90735 0.90742 0.90734 0.90739 1.24273 1.24231 43.519 1.2 1.2
20131101 03:01:00 0.90739 0.90741 0.90735 0.90735 1.24273 1.24231 40.510 1.2 1.2
20131101 03:02:00 0.90737 0.90737 0.90726 0.90732 1.24273 1.24231 103.14 1.2 1.2
20131101 03:03:00 0.9073 0.90748 0.9073 0.90748 1.24273 1.24231 95.670 1.2 1.2
20131101 03:04:00 0.90748 0.90757 0.90748 0.90757 1.24273 1.24231 62.250 1.2 1.2

You see Last TWO Columns (BidVol and AskVol) are constantly "1.2", which should be something wrong there.
Also you see BidkPrice and AskPrice, is constantly "1.24273 1.24231"
This is WAY OFF the USD/CHF's spot rate around 0.907 during that time. So I guess there is some bugs here as well.

2. Is the NY Time EST adjusted by US daylight saving?
i.e. If I choose to output as New York Time, will TickStory smartly detect daylight saving and automaticaly show the DateTime as
"Eastern Daylight Time" during summer, and "Eastern Standard Time" during winter?

(I know that in .NET C#, there is function that automatically convert TimeZone with Daylight saving adjustments)

I'd appreciate your feedback. thanks.

[tickstory]

Hi Evveric,

Thanks for your post. In answer to your questions:

1) I can see from your export that you are exporting 1-minute data yet you are trying to print out values for tick data. This doesn't work - if you select a bar format, you can only use field pertaining to the bar - Open, High, Low, Close, etc. The other tick-based tokens such as 'AskVolume' will not give the correct values unless you're exporting ticks (and similarly if you are exporting ticks, the bar-based fields will not have the correct values).

2) Yes, daylight savings is supported for the NY timezone as indicated on the export screen. The NY time-zone is essentially a copy of the "Eastern Standard Time" time-zone and with a 2-hour shift from UTC.

Hope this helps.

[evveric]

1. i c. If bid ask is not available on 1-min bar data, what type of Price does the Open High Low Close refer to?
Bid price, or ask price, or Mid price for OHLC bar data?
thx

[tickstory]

Hi Evveric - The OHLC currently always takes the bid price to construct the bar data. We will make this configurable in the future so you can choose either.

Regards.