Tickstory

Dear Support/Community,

I use your standard licence to get "New York Trading Hours" H1 and D1 data from 2015.01.01 till now. I export to .csv file and do my calculations in Excel then I trade my decisions in Forex Tester. I need five daily candles per week for smooth calculations.

The data I get has only weekday's candles which is good. On Holidays like Christmas and New Year it is normal to have daily candles which don't include twenty four H1 bars, but I realize some daily candles include only one or two H1 candle. Then I checked them on M15 and sometimes these H1 candles include only one or some random M15 bar.

Questions:

How Dukascopy has data on these Holidays on which other brokers I have experience with are closed?

What is your suggestion about these "broken" candles? Should I leave only "normal" part Holiday candles and delete the randomly broken ones?

Thank you!

Kind Regards,
Szilard

Dear Support/Community

I find the solution to make my calculations smooth. First I collected the uncomplete Daily candles includes less then 24 pieces of H1 candle. I found only few and then I checked the tick data of these periods. Part days are normal during Holidays if it's continuous based on tick data. But most of them was caused by a single tick which strayed only a second or hundredth of a second and it caused a whole H1, thus D1 candle. Few is not bad from the first available date - May of 2003 - on EURUSD!

But price is price, so I don't want to ignore these ticks, so if it contained new price information (new open or new high or new low or new close) I merged their data into the previous or the next day based on the tick data.

Now my spreadsheets are clear.

Thank you for this loads of price data which I cannot find anywhere else!

Kind Regards,
Szilard