Inconsistent response to data requests

Questions about MCFX and MCFX Data Feed.
MKlein
Posts: 147
Joined: 14 Aug 2007

Inconsistent response to data requests

Postby MKlein » 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.

irishkev
Posts: 19
Joined: 01 Aug 2007
Has thanked: 1 time

Postby irishkev » 07 Oct 2008

I was unable to pull more than a few 15 minute EUR/USD bars earlier today.

User avatar
Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 10 Oct 2008

Hi irishkev,

How were you requesting the data using 'bars back' or 'to...from'?

The thing is that there might be problems with using 'bars back' requests. To receive all the requested bars, I would recommend using 'to...from'.

This bug is being worked on. I apologize for the inconvenience.

Regards.

irishkev
Posts: 19
Joined: 01 Aug 2007
Has thanked: 1 time

Postby irishkev » 17 Oct 2008

It works much better pulling the data by dates, rather than by bars. Thanks.


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