Topic: Better Data Quality in the Historical Data Service
Hello Traders,
I worked hard on the Historical Forex Data service for the last three months.
I'm glad that achieved a milestone -the Data Service inspects the integrity of the data series and patches them if it is possible.
After the update, we have a better quality of data with lower gaps.
Let's take for example USDJPY.
There were gaps up to 8 days before.
Now we have only one gap of 6.75 days on 2009-06-19 15:00.
For the last 10 years, the biggest gaps are of 3.04 days and all of them are around the New Year holiday:
Max days off Days
2009-06-19 15:00 6.75
2018-01-01 23:00 3.04
2016-01-03 23:00 3.04
2010-01-03 23:00 3.04
2009-12-27 23:00 3.00
2015-12-27 23:00 2.63
2009-05-04 01:00 2.17
2019-05-27 00:00 2.13
2019-11-03 23:00 2.08
For EURUSD
Max days off Days
2018-01-01 23:00 3.04
2016-01-03 23:00 3.04
2015-12-27 23:00 2.63
2019-05-27 00:00 2.13
2019-11-03 23:00 2.08
2018-11-04 23:00 2.08
2017-12-25 00:00 2.08
2017-11-05 23:00 2.08
2016-11-06 23:00 2.08
Now I can continue to the next goals:
- adding more symbols
- integrating the data in FSB Pro
- integrating the data in EA Studio
Trade Safe!