Holes in Forex Data - EUR@FXCM

[joelbaby]

Hi,

I am using the Data Manager to retrieve 1 minute bars for "EUR@FXCM A0-FX"

I have noticed there are holes in the data. Examples in Eastern Daylight Time are:

May 14 08:31 - 08:55
May 14 03:09 - 03:13
May 13 20:00 - 20:04

This occurs on more than one computer.

I particularly need data from FXCM - hence the ticker symbol I am using.

What can I do about the missing data?
This is only my first month of using E-Signal. Is it normal for E-Signal Forex data to have holes in it?

Thanks,

Joel

[ScottJ]

I see those gaps as well using the FXCM specific symbols. If you use the composite, there are no gaps. I do see reports of possible issues with the FXCM feed on both 5/13 and 5/14 but I don't see what the cause or total time of the events were. These individual feeds can drop on occasion. We currently are unable to back-fill an individual contributor's feed so we can't replace that data (assuming FXCM even had it to provide us).

Thanks.

[joelbaby]

Hi,

I have checked with FXCM's own trading platform and the data is definitely there.

Despite this - Am I correct in understanding your response that E-Signal can do nothing about the holes in the data?

Do you ever expect to resolve this situation? Can it be escalated?

Regards,

Joel

[ScottJ]

The problem could have been the feed from them to us or it could have been an issue somewhere on our end. Not sure at this point.

Unfortunately, we don't have an effective way to back-fill data when we didn't get it initially from a source. If one server had the data, we could copy the database but if all the servers have a gap, we don't currently have a mechanism to fill that lost data.

It's an issue we hope to address in the future.

Thanks.

[joelbaby]

Hi Scott,

thank you for the reply.
Since this is an issue you wish to resolve in the future, is there any way of keeping track of when it has been resolved?

Using 'composite' data is not a fix. Different forex trading companies have different data. Therefore you cannot rely on the charts of a different company. If you use FXCM to trade, you need their prices.

The FXCM data is definitely there, I can copy and paste the bar values if necessary to this thread.

I will cancel the $50 subscription for faulty Forex data in the meantime, and reactivate when it is working.

How can I tell when the issue has been fixed by Esignal?


Thanks,

Joel

[ScottJ]

We have a number of high-profile projects on the horizon so I wouldn't anticipate this issue getting addressed this year I'm afraid.

Our systems are fault-tolerant and redundant so we don't see many outages but they can occur, as we see in this case. I'd just keep an eye out on these forums for announcements.

Thanks.