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Forex intraday data problem

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  • #1

    Forex intraday data problem

    I have been talking with a few of the tech guys about this problem in relation to intra-day historical forex data. I have found that the "volume" (number of ticks in the bar) field can change by 50%/200% on re-downloading the bar later in the dat(depending on which one comes first - the larger or smaller value). The conversion suggested that this was related to the same problem. I presume that the closing price is also related to this issue? I have found that the error is as much as 0.0065 out e.g 1.2635 instead of 1.2700 on the EUR/USD.

    I understand that due to having servers all over the US makes it a demanding task to gather all the tick data. If you are using 1,2,3 or 4 hr charts to trade and you wait till the end of each bar before making a decision then it wouldn't bother me if eSignal retains the data for an extra 20seconds after the end of the bar. Perhaps this could be a feature which could be switched-on/off on the account.

    I currently have stopped trading until I get confirmation that the engineers have resolved the issue. I could probably cope with 10% error on the volume - so any feedback would be greatly appeciated. Thanks for reading all this

    Martin Wood
    UK
    Tags: None
  • #2
    EUR A0-FX data problem

    There are no 180min bars for 09:00,12:00 and 15:00GMT! This will cause me major problems - please let me know what's happening as soon as poss. Cheers, Martin

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    • #3
      Infact, just checked 15min timeframe and the time jumps from 07:45GMT to 18:00GMT. I've tried logging out and in again and the data is still missing.

      The same applies for GBP A0-FX, JPY A0-FX, CHF A0-FX, so I think it applies for all forex data.

      Comment

      • #4
        I just tried pulling up 180 mn bars on GBP A0-FX and shorter intervals on several others and everything looks just fine so far.

        What version of our software are you running? What time template are you using? Could you perhaps post a screenshot?

        Thanks.

        btw. I split this topic from the other thread so we could pay proper attention to both issues.

        update Had another user report the same problem and was able to identify which tick server they were connected to. Have passed the info to our QA group to investigate. May want to try exiting and restarting again.

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        • #5
          Still not finding the problem, even on the one server reported. Would be really helpful to post a screenshot and provide username.

          Thanks.

          Comment

          • #6
            Gaps in Forex Intraday Data

            I also have gaps in the intra day forex data.
            Please advise.

            Comment

            • #7
              Re: Gaps in Forex Intraday Data

              Originally posted by pta123
              I also have gaps in the intra day forex data.
              Please advise.


              The problem is fixed.

              Comment

              • #8
                Forex data

                When i look for example at a hourly chart of eurusd and take the high then this high is lower than the high in a 5 min chart kinda strange isn't it?
                High in 60 min chart eurusd 1.2709 19.00 and 20.00 GMT+1
                High in 5 min chart 1.2713 20.40 GMT+1
                I also had the same problem a while ago with a 4 hour chart and a 1 hour chart.
                I hope you can find the problem because for me as well as other traders this is valuable info.
                A tip, have a browser window open with free charts of fxtrek.


                Glenn

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                • #9
                  It worked for me once I disconnected from eSignal and re-started, as per the technician's advice.

                  Comment

                  • #10
                    FOREX DATA overall

                    Hello all, first time posting here.

                    I'm a esignal client for +/- 1.5 years and i found the forex data very poor. if you leave the major crosses (eurusd, usdjpy, gbpusd...) you will find very strange spikes. exemple EURAUD, eurchf, eurcad.....

                    I have access to a bloomberg and a Reuters terminal and the chart are so different that i have really many dougths when i look to may intraday or daily chart on esignal. That is... most of the times, in the minor crosses we can see lows or highs that never happen. example on EURAUD, you can find spikes 3 figures above market, that means market 1.66 and you see 1.68/69. That is amazing.

                    I sugested esignal several times so choose beter the contributers and keep only the very good ones. GAIN will be the benchmark in my opinion.

                    Based on price paid for the service, i was expecting a more reliable data.

                    The only answer i recived from esignal was thay were looking at it. several month later... all the same.

                    Please, i will like to know if the product will be improver because if not, the cost of the product make it impossible to carrie on. Imagine, you can find in several websites very very reliable data for FREE!

                    Best Regards

                    Comment

                    • #11
                      I have found nothing better than Reuters and Telerate for accurate intraday forex data. Unfortunately, their charting software are inferior to Esignal. We just have to decide which is more important. If only Esignal can get together with either Reuters or Telerate..........

                      Comment

                      • #12
                        Are users still having issues with respect to FX data? Did the synch. completion relieve the issues and if not are these matters going to be taken care of soon? What is the disparity between problems in the majors vs. the more exotic pairs?

                        don't have forex service as of yet -- would like to hear that these issues are cleared up before going forward.


                        thanks all,
                        c_13

                        Comment

                        • #13
                          wrong closing value for EURUSD

                          The reported closing value for EUR A0-FX for 0900 GMT is 1.2396 based on 180min bars. The actual price was 1.2420. The last time this symbol was @ 1.2396 was @ 08:10 GMT. Could anyone explain why this has a happened? I 5pip error margin would be acceptable but there were no drastic moves at this time today so I don't understand. If anyone else trades EURUSD please could they post their closing values for 09:00 GMT as I feel it might help.

                          Martin

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                          • #14
                            The close at 0900GMT was 1.2398 based on EBS.

                            Comment

                            • #15
                              Checked some other sources:

                              http://www.netdania.com/ChartApplet.asp (Source: FXCM)

                              price: 1.2418

                              http://quote.fxtrek.com/misc/fxcm.asp (Source: S&P Comstock)

                              price: 1.2412

                              pta123 - Didn't you see a rally to 1.2427 on your charts?

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