Data Gap.....Eurjpy,etc...

[rwfine]

the 1 hour bar close on 4/23/2006 - 2100 (+01:00 GMT) was 144.25.
The 1 hour bar open on 4/23/2006-2200 is 142.92

To a greater or lesser extent, the same problem exists in other currency pairs......

this divergence throws off indicators, etc....

[eSignal_JoeB]

Hi rwfine,

Our Quality Assurance Team has confirmed the data gap for that day. Unfortunately, we are unable to recover the missing data. We do apologize for any inconviences that this has caused.

[arvane]

Hi,

I was watching this market quite closely that afternoon, and from what I've seen I think the trading that took place early in the far east morning (before 6am Sydney time) was not 'real'...the gap occurred with liquidity coming into the FX markets opening for dealing during the morning hours...

other bank sources confirmed to me that a gap has been posted in the JPY crosses...

if you can reference sources that this did not occur I would appreciate it as this is very rare!

-james

[ACM]

FWIW I ran a web search though several Forex brokers and many (if not most) are showing a gap at that time for JPY (see the enclosed two examples)
Alex