Dukascopy data - Closing/opening time inconsistency
Posted: Tue Oct 06, 2015 10:35 pm
Hello guys,
First of all I really, really like Tickstory Lite. Great product, great job!
Now, as much as I like it, I think there might be a little inconsistency in the way opening/closing hours of the market (or TZ conversion on the Tickstory side) are considered.
I have downloaded and exported into CSV tick data for GBPUSD for 2010. Then I changed TZ (I am using R to do this) to EST. What I found was that during 2010 there were 34 Sundays with openings at 16.00 and 18 with opening at 17.00. Checking the same data with default UTC setting yield generates the same problem = there are ticks where there shouldn't be. Those problematic Sundays include for example 2010-03-14, 2010-03-21.
2010-03-14 was the day in which EST -> EDT change happened and this is probably the case, but the problem exists with UTC data which shouldn't differ as UTC doesn't consider DST change.
So when exporting data for 2010-03-14 the market should open at 22 UTC not 21 as the data indicates, am I right ?
On a side note: Have you considered adding an option to choose different "export to file" folder than MT4 or default installation folder for those user that don't use MT4 ?
Reagrds,
P.
First of all I really, really like Tickstory Lite. Great product, great job!
Now, as much as I like it, I think there might be a little inconsistency in the way opening/closing hours of the market (or TZ conversion on the Tickstory side) are considered.
I have downloaded and exported into CSV tick data for GBPUSD for 2010. Then I changed TZ (I am using R to do this) to EST. What I found was that during 2010 there were 34 Sundays with openings at 16.00 and 18 with opening at 17.00. Checking the same data with default UTC setting yield generates the same problem = there are ticks where there shouldn't be. Those problematic Sundays include for example 2010-03-14, 2010-03-21.
2010-03-14 was the day in which EST -> EDT change happened and this is probably the case, but the problem exists with UTC data which shouldn't differ as UTC doesn't consider DST change.
So when exporting data for 2010-03-14 the market should open at 22 UTC not 21 as the data indicates, am I right ?
On a side note: Have you considered adding an option to choose different "export to file" folder than MT4 or default installation folder for those user that don't use MT4 ?
Reagrds,
P.