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Mismatch between Oanda data and an Oanda server data

Hi team,

As I pointed before in a private communications, there is no match between your free Oanda data and an Oanda Server data (I’m using the “OANDA-v20 Practice-1 - OANDA Corporation” server). The last comparison that I explored was for 2019.08.08. I can provide the CSV/xlsx files for your review. There is a complete mismatch.

These is a snap of the first minutes from the server:

81628_1565511851.jpg

and this is the snap of the first minutes from your free data (after processing the time values):

81628_1565511979.jpg

Can someone please check with your data vendor what the reason is for that?

Thanks, Ron

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Hi - please make sure both data series are in the same timezone and check again. By default, QuantConnect outputs New York time whereas OANDA provides data in UTC format.

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Thanks Douglas. It makes sense. There is one OANDA server with data from NY time ("OANDA-GMT-5 Practice - OANDA Corporation" server) but it's not easy to get it installed in MT4. I'll see what I can do and report back. 

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Make an educated guess about the time difference - I would think -4 hours (UTC minus New York) and see if the values line up.

Another approach is to search for where the values line up and check that the time difference is a predictable integer number of hours. 

I don't remember how MT4 deals with timezones but I believe it's all converted to local system time, which could further complicate things. 

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The time difference (UTC-NY) is currently -5. This is why the server I mentioned above would have been great, but it's not operational any more. I'll call Oanda later today and try to figure out if there are other options to get NY time data live.

I have already search the entire data of 2019.08.08 for a similar combination of the opening and closing prices and could not find any similar combination. For example, the GBPJPY OHLC prices at 00:01 min of this date on Oanda server were 128.983, 128.993, 128.983, 128.993 (as seen in my first post) and I could not find any similar combination across the entire price database for this date from QuantConnect (though it might be smart to include the prices from the 2019.08.07 in such a search). The same was the case for the combination of prices at 23:59 (128.703,128.703, 128.679,128.694) which could not be found anywhere in the QuantConnect data. [I did find very close combination for these last prices at 16:05: 128.703, 128.704,128.683,128.697, but the difference in time (23:59-16:05) is greater than 7 hours and the prices do not match exactly). 

As much as I recall you can choose in MT4 whether the data would be displayed by your local time or by the broker's server time, but nothing in between (and all of the active servers for MT4 of Oanda are currently on GMT+2 time zone). However, I'll check on this issue in greater depth later today.

Thanks for your input so far! 

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Hi Yaron Lidor; please use Data Issues page to report issues and keep track of the discussion and when it is fixed (if its a bug).

 

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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