Tickstory

Hello,
I downloaded all 1 min csv data for EURUSD up to the current date.
My program found 6627 gaps with the total duration of 995321 minutes of out of required 7675662 sessions (weekends not counted). I assume there were gaps for holidays i did not account for ( 5 days * 18 years * 1440 minutes = 129600). But it is still almost 10% of missing data.
Similar story is with USDJPY:
Total 7595033 sessions: gaps 18052 with total duration of 953047. I could subtract 90 holidays here as well but still it would be similar number - more than 10%.
How do you maintain this historical data?

Thanks,

Hi Yasha,

You're welcome to share your analysis method/EA here. The data is provided as-is from Dukascopy. The data represents the trading activity that has occurred on their platform including any days that they may have had a trading gap. As you go back to earlier years, you will find that this activity is not as comprehensive as the later ones simply reflecting the limited activity/information at that time (there are few exchanges that provide complete data from 18 years ago).

Thanks.