Missing Bars in all three data feeds

Questions about MCFX and MCFX Data Feed.
yosnappyj
Posts: 112
Joined: 14 Feb 2007

Missing Bars in all three data feeds

Postby yosnappyj » 26 Mar 2007

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.

User avatar
Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 27 Mar 2007

James,

Our developers are aware of these data gaps and are fixing them now.

yosnappyj
Posts: 112
Joined: 14 Feb 2007

Postby yosnappyj » 27 Mar 2007

Our developers are aware of these data gaps and are fixing them now.
Thanks Kate. I appreciate the reply.

sparkz
Posts: 64
Joined: 16 Mar 2007

Postby sparkz » 28 Mar 2007

I found large gaps in all the currencies I looked at. :shock:

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");

sparkz
Posts: 64
Joined: 16 Mar 2007

Postby sparkz » 28 Mar 2007

If anything the problem seems to be worse. Large gaps are still being generated.

Today - if I leave MCFX running it shows the bars at they happen. Close the program and restart and all those bars I had previously are now missing!


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