Missing data

General discussion about the Tickstory Lite software package.

Missing data

Postby Bigricky1 » Mon Apr 22, 2019 11:06 am

I recently purchased tickstory and have found missing data in a few pairs. Most of June 2007 on the EURAUD is missing and there seems to be lots of gaps on AUDCAD in 2007 and 2008. I looked in the actual DL folder in tickstory and the EURAUD data is not there (All the other data is there for the pair.). I have cleared everything and tried DL again and still not working. I signed up for a Dukascopy demo and checked the data at the same time to make sure that they didnt have a hole in their original data and it is all fine. It seems to be missing at your end. Please advise. Thank you
Bigricky1
 
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Re: Missing data

Postby tickstory » Mon Apr 22, 2019 10:00 pm

Hi Bigricky,

If you go back further in time (especially 10+ years), some of Dukascopy's tick data can be patchy at times. If you use their own "Historical Data Downloader" (https://www.dukascopy.com/swiss/english ... istorical/) and select the date 6th of June 2007 (ensuring you select '1-Tick' data time-frame), the data is empty.

Presumably Dukascopy have have tried to back-fill their bar/candle data (15-minute, etc) with information from other sources, however this information would not obviously not be useful for tick back-testing purposes. We have also had reports that this candle data is not always complete/reliable.

The only solution at this stage if you need "complete" charts is to omit these earlier years.

Hope this helps.
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