Exported 4H data from SQ does not show correct intervals
4 replies
murty
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).
Mark Fric
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
murty
9 years ago #128924
Imported tick data (Dukascopy) into SQ
Mark Fric
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
murty
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.
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