Missing Bars in all three data feeds
Missing Bars in all three data feeds
GBPUSD and EURUSD (the only pairs I'm currently watching) have many missing bars in the data for Friday afternoon in ALL THREE data feeds. The 1 minute and 1 hour charts are intact, but the other time scales all appear to have varying amounts of data missing. For example, EURUSD 5m charts has a total of five bares of data between 1235 local time on Friday, and 2340 Sunday night on the port 9000 data feed. GBPUSD 30m has nothing between 1400 Friday and 2330 Sunday. GBPUSD 4h jumps from 19671 at 1400 on Friday to 19606 at Sunday open.
I found large gaps in all the currencies I looked at.
I wrote a little indicator to highlight missing data. If you have the pro version give it a try. A value of 1 indicates a Fri to Sun gap, 2 other times.
inputs:
Interval(15);
variables:
Mins0(0), Mins1(0);
Mins0 = TimeToMinutes(Time);
Mins1 = TimeToMinutes(Time[1]);
if Mins0 = 0 then
Mins0 = 1440;
if (Mins0 - Mins1) <> Interval then
begin
if (dayofweek(Date) = 0) and (dayofweek(Date[1]) = 5) then
value1 = 1
else
value1 = 2;
end
else
value1 = 0;
Plot1(value1, "Diff");
I wrote a little indicator to highlight missing data. If you have the pro version give it a try. A value of 1 indicates a Fri to Sun gap, 2 other times.
inputs:
Interval(15);
variables:
Mins0(0), Mins1(0);
Mins0 = TimeToMinutes(Time);
Mins1 = TimeToMinutes(Time[1]);
if Mins0 = 0 then
Mins0 = 1440;
if (Mins0 - Mins1) <> Interval then
begin
if (dayofweek(Date) = 0) and (dayofweek(Date[1]) = 5) then
value1 = 1
else
value1 = 2;
end
else
value1 = 0;
Plot1(value1, "Diff");