Reply

Exported 4H data from SQ does not show correct intervals

4 replies

murty

Customer, bbp_participant, community, sq-ultimate, 100 replies.

Visit profile

9 years ago #113341

I have XAUUSD tickdata imported from Dukascopy into SQ.  I then exported 4H data for XAUUSD from SQ.  The exported file

 

XAUUSD_H4.csv shows 4 hour bars incorrectly.  For example, bar with time stamp 2003.05.07,16:00 includes tickdata from 2003.05.07 17:00 till 2003.05.07 20:59

 

Why is this so?  I thought bar with time stamp 2003.05.07,16:0 corresponds to tickdata from 2003.05.07,16:00 till 2003.05.07,19:59

 

For example, the following lines from the exported file XAUUSD_H4.csv are wrong:

 

2003.05.07,16:00,341.64,341.64,341.456,341.518,13
2003.05.07,20:00,341.511,341.868,341.313,341.604,37
2003.05.08,00:00,341.628,341.76,340.547,340.571,536

 

One simple way to verify that such lines are incorrect is by looking at the last field, which represents number of ticks (number of lines in tickdata in that 4-hour period).
 

0

Mark Fric

Administrator, sq-ultimate, 2 replies.

Visit profile

9 years ago #128899

it is strange, I tested it now and it works correctly for me – 16:00 4H data contains data from 16:00 – 19:59.

 

Have you imported the data to SQ as ticks or minute data?

Mark
StrategyQuant architect

0

murty

Customer, bbp_participant, community, sq-ultimate, 100 replies.

Visit profile

9 years ago #128924

Imported tick data (Dukascopy) into SQ

0

Mark Fric

Administrator, sq-ultimate, 2 replies.

Visit profile

9 years ago #128945

I tested it and it works for me:-(

 

maybe try to reimport it again, I don’t understand why it shouldn’t work.

Mark
StrategyQuant architect

0

murty

Customer, bbp_participant, community, sq-ultimate, 100 replies.

Visit profile

9 years ago #128960

Only H4 data has problems. Tick, M1, H1, D are all fine!  I understand that Tick, M1 and D are created when I first import data.  How is H4 created? Is it created from H1 data?

 

Verified H4 data for USDJPY.  Again, one line does not match in year 2007.  Also, I noticed that volume in export H4 is sum of bid volume and ask volume (after rounding off), not sum of all ticks.

0

Viewing 4 replies - 1 through 4 (of 4 total)