Support Board
Date/Time: Sat, 30 Nov 2024 04:31:49 +0000
Post From: [Solved] FXCM Forex Data Error - Extra data for weekends
| [2022-12-19 15:49:15] |
| ticinotrader - Posts: 392 |
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Thank you yes, I completely understand that this (data source) is not within your control and that the problem exists on FXCM's side. With my previous post, I just wanted to confirm that the 'bad-ticks' always appear on Fridays after the 16:59:59 NY/EST close, hence they could be considered as Saturday sessions (if Saturday session is defined as Friday 17:00:00 - Saturday 16:59:59 NY/EST). So filtering out Satruday session's data on the FXCM (or any other FX) feed, would solve this issue and prohibit it from happening in the future. Thanks again in advance. |