Ticker | USDZAR |
From | 2014-09-15 00:00:00 |
To | 2014-09-15 23:00:00 |
Security Type | Forex |
Market | OANDA |
Resolution | Hour |
Status | Waiting Review |
Hi,
There is a two-fold problem of corrupted data for that USDZAR incident:
- Hourly bars are missing for most of the day on 15-Sep-2014.
- There is a single bar at 6am but with an extremely erroneous value (bid open at 1111.05139, which is about 100 times the expected value, ask below 1).
That day (15-Sep-2014) was apparently not a ZAR holiday.
https://www.quantconnect.com/data/file/forex/oanda/hour/usdzar.zip/usdzar.csv#p=601