Home › Forums › Tickstory Lite › General Discussion › Data gaps and bad ticks – error source?

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  • imported_tickstory
    Participant
    January 17, 2015 at 10:36 am
    Post count: 1479
    #20458

    Hi Haeggor,

    Tickstory utilises the Dukascopy as-is without making any changes to the data (although it does construct bars from the tick data). We did a check with some of the data points you mentioned on the EURRUB. In this case, there do appear to be gaps in the originating data from Dukascopy. These gaps are shown in the Tickstory charts if you zoom in on the period. We also cross-checked that these gaps were actually in the raw data from Dukascopy. In the case of a gap between July-August 2014, you can browse to Dukascopy store location to view the “raw” data:

    (Dukascopy Store Location)EURRUB201476

    Note there are zero-sized data files indicating there was no data for this period. We have downloaded the data outside of Tickstory and confirmed that Dukascopy is delivering these zero-sized files.

    I can only assume that these gaps are due to times where the exchange was illiquid or not trading for some reason.

    If you want to cross-check any other data you can do so by downloading the Dukascopy JForex platform. Suffice to say that we are unaware of any Tickstory bugs that would be causing these gap & spike issues.
    Do note that in future versions of Tickstory we will be offering an analysis feature to highlight these gaps and also smooth any anomalous spikes.

    Hope this helps.

    mainw
    Participant
    February 10, 2015 at 12:13 pm
    Post count: 6
    #20459

    agree that a analysis feature for highlighting gaps will be very useful.

    I’ve been using the “export to mt4” in tickstory and what what i missed (comparing it to csv2fxt) is that there’s no logs telling me if there are any gaps in the generated fxt/hst.

    Also, may i know how to use the “include weekends” option when exporting to mt4? My broker is aligned with “5pm New York market close”, so for me that means:

    1. inlcude weekends – unchecked
    2. timezone – leave it at UTC
    3. daylight savings – unchecked

    Is my understanding correct?

    Also, is it possible to append to fxt/hst? Am asking because it seems each time (say every month) i need to backtest with the latest data, I have to build the fxt/hst from the start all over again. There must be a better way?

    imported_tickstory
    Participant
    February 12, 2015 at 11:15 am
    Post count: 1479
    #20460

    Hi Mainw,

    There is a Timezone called “(EST +07:00) New York Trading Hours” at the very top of the selection combo which is likely what you’re looking for.

    Regarding the feature to extend an existing FXT file, this is one of the features we are currently working on for the next major upgrade of Tickstory.

    Kind regards.

    mainw
    Participant
    February 12, 2015 at 1:06 pm
    Post count: 6
    #20461

    thanks for the reply.

    How about the “include weekends” option? I still don’t quite understand what it does even after reading the faq

    appending to an existing FXT file will be superb, can’t wait 🙂

    imported_tickstory
    Participant
    February 19, 2015 at 11:55 am
    Post count: 1479
    #20462

    Hi Mainw,

    The ‘filter weekends’ option filters out all data between Friday 22:00hrs to Sunday 21:00hrs UTC (in most cases, Dukascopy has no data between these periods however there may be occasions where there is).

    Kind regards.

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