CFD second data

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Hello everyone,

I'm new to this platform, and still trying to figure out a good strategy to apply on CFDs of european indices on OANDA. However while downloading data, I found two strange elements :
1) it seems that there is a gap of 0 to 0.8 points from a minute close tick to the next open tick. the mean of this delta between consecutive close and open ticks is approximately 0.18 (verified on fr40eur minute data from OANDA).

2) second data is unavailable to download.
Could someone please help me explain those two points ?

Thanks in advance,

Cordially,

A trading goat

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Hi Timothé,

(1) Please attach a backtest which demonstrates the large gaps so we can further investigate.

(2) Second/Tick resolution data is not available for download.

Best,
Derek Melchin

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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.


Update Backtest





0

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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