EURUSD, Hour The issue starts from Jun 3rd, 2019 02:00 AM; and continues until Jun 4th, 2019 02:00 AM by Tony Shacklock

Tony Shacklock INVESTOR

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Corrupted Files Missing Files Listing/Delisting Error Dividend Error

Missing Points Wrong Values Split Error Name Mapping Error

Ticker	EURUSD
From	2019-06-03 02:00:00
To	2019-06-04 02:00:00
Security Type	Forex
Market	FXCM
Resolution	Hour
Status	Waiting Review

1. FXCM data is missing over this period for both the Research Environment and in the Algo Lab. (In the Algo Lab, Oanda is correct, though.)

2. In the research enviroment the missing data is replaced by FillForward. However, the "AddForex()" function won't allow FillForward=False. If this is intended then I request that it be allowed, as I can't think of any cases when fill forward is good idea. If this request should be made somewhere else, please let me know.

3. In the attached notebook using Market.Oanda and Market.FXCM retrieves identical data (actually FXCM data). Please tell me if I'm not using the statement correctly. If I am then I request a fix as soon as possible, as I want to use Oanda data (it has reputation for being more accurate, as this case highlights). If this issue should be raised somewhere else, please let me know.

Cheers

Tony

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Tony Shacklock

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Tony Shacklock

2.1k Pro ,

Further to this, the attached notebook makes a list of times when filled forward starts. There are 32 instances of missing data for EURUSD so far this year. Those I've checked are not weekends or holidays.

Interestingly, when the instrument is changed to GBPUSD, the list is almost, but not quite, the same.

Cheers

Tony

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Tony Shacklock INVESTOR

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