Inconsistent response to data requests
Posted: 06 Oct 2008
This morning, as well as on Thursday and Friday of last week, MCFX is behaving inconsistently when I request data in certain time scales in certain currency pairs.
For example, if I request a GBP/USD 5 minute chart with 500 "bars back", MCFX gives me only 19 bars. If I ask for 1000 bars I get 39. If I ask for 2000 bars I get 428.
If switch to "days back", requesting one day of data gets me 70 5-minute bars. Requesting 2 days or 3 days gets me 105 bars. Requesting 4 days gets me 348 bars.
This problem seems to affect only certain pairs in certain time scales. Last week there were problems in USDJPY and USDCHF 5-minute charts. Today, USDJPY seems fine if I ask for "bars back", but not "days back". Requesting 500 5-minute bars gets me 500 bars, but requesting 1 day of data produces 71 5-minute bars.
For example, if I request a GBP/USD 5 minute chart with 500 "bars back", MCFX gives me only 19 bars. If I ask for 1000 bars I get 39. If I ask for 2000 bars I get 428.
If switch to "days back", requesting one day of data gets me 70 5-minute bars. Requesting 2 days or 3 days gets me 105 bars. Requesting 4 days gets me 348 bars.
This problem seems to affect only certain pairs in certain time scales. Last week there were problems in USDJPY and USDCHF 5-minute charts. Today, USDJPY seems fine if I ask for "bars back", but not "days back". Requesting 500 5-minute bars gets me 500 bars, but requesting 1 day of data produces 71 5-minute bars.