Daily Forex Historical - Missing Friday - Sunday included

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Daily Forex Historical - Missing Friday - Sunday included

Postby yousky » Sun Sep 04, 2016 7:27 pm

Hi All,

I've used your API correctly for retrieving ticks data, but now I'm trying to retrieve Daily values of Forex (EUR/USD).

I'm using the functions createMarketDataSnapshotRequestInstrument with D1 timeframe and fillMarketDataSnapshotRequestTime by setting the parameter "isIncludeWeekends=false".
Trying to retrieve bars from 1th August 2016 to 31 August 2016 but I have an issue with Friday and Sunday days.
All Friday are excluded and more over the results list contents all Sunday :-(, below is a sample of my datas :

Code: Select all
DateTime={14/08/2016}, BidOpen={1,116730}, BidHigh={1,120370}, BidLow={1,115320}, BidClose={1,118190}, AskOpen={1,117170}, AskHigh={1,120390}, AskLow={1,115370}, AskClose={1,118490}, Volume={147464}
DateTime={11/08/2016}, BidOpen={1,113660}, BidHigh={1,122130}, BidLow={1,113120}, BidClose={1,115750}, AskOpen={1,113740}, AskHigh={1,122170}, AskLow={1,113160}, AskClose={1,116970}, Volume={186032}
DateTime={10/08/2016}, BidOpen={1,117510}, BidHigh={1,119150}, BidLow={1,113520}, BidClose={1,113660}, AskOpen={1,118570}, AskHigh={1,119200}, AskLow={1,113570}, AskClose={1,113740}, Volume={179393}
DateTime={09/08/2016}, BidOpen={1,111570}, BidHigh={1,119010}, BidLow={1,111210}, BidClose={1,117510}, AskOpen={1,111770}, AskHigh={1,119040}, AskLow={1,111270}, AskClose={1,118570}, Volume={178500}
DateTime={08/08/2016}, BidOpen={1,108720}, BidHigh={1,112250}, BidLow={1,107030}, BidClose={1,111570}, AskOpen={1,108800}, AskHigh={1,112290}, AskLow={1,107080}, AskClose={1,111770}, Volume={152307}
DateTime={07/08/2016}, BidOpen={1,107660}, BidHigh={1,110500}, BidLow={1,107190}, BidClose={1,108720}, AskOpen={1,108540}, AskHigh={1,110530}, AskLow={1,107220}, AskClose={1,108800}, Volume={138256}
DateTime={04/08/2016}, BidOpen={1,112720}, BidHigh={1,116120}, BidLow={1,104570}, BidClose={1,108310}, AskOpen={1,113080}, AskHigh={1,116460}, AskLow={1,104590}, AskClose={1,109340}, Volume={188795}
DateTime={03/08/2016}, BidOpen={1,114870}, BidHigh={1,115620}, BidLow={1,111350}, BidClose={1,112720}, AskOpen={1,115010}, AskHigh={1,115680}, AskLow={1,111420}, AskClose={1,113080}, Volume={198318}
DateTime={02/08/2016}, BidOpen={1,122170}, BidHigh={1,122690}, BidLow={1,114060}, BidClose={1,114870}, AskOpen={1,122550}, AskHigh={1,122830}, AskLow={1,114090}, AskClose={1,115010}, Volume={185989}
DateTime={01/08/2016}, BidOpen={1,115970}, BidHigh={1,123370}, BidLow={1,115590}, BidClose={1,122170}, AskOpen={1,116660}, AskHigh={1,123400}, AskLow={1,115940}, AskClose={1,122550}, Volume={207953}


Could you please tell me why I do not have all days from Monday to Friday and why Sunday is included ?

=> Even if I set the "isIncludeWeekends=true", the Friday is still missing :-(

Many thanks for your help.
Regards
Greg
yousky
 
Posts: 4
Joined: Sun Sep 04, 2016 7:20 pm

Re: Daily Forex Historical - Missing Friday - Sunday include

Postby Julia CJ » Thu Sep 08, 2016 8:10 am

Hi Greg,

Please note that you specify the date of the trade day, but there is taken into account a time and a date.
If you enter the full time, for example 9 p.m. 08/04/2016. I. e. it is the end of Thursday and the same time is beginning of Friday. This is a Friday time. As a result Friday is included.

Sunday is really a beginning of Monday trade day. One trade day finishes at 17:00 EST (or 21:00UTC) and at once the following day begins. In other words, the trade day begins at 17:00 EST of previous real day.
Julia CJ
 

Re: Daily Forex Historical - Missing Friday - Sunday include

Postby yousky » Thu Sep 08, 2016 6:52 pm

Many thanks Julia for your reply.
I understand the Sunday management and the closing time of each trading day.

So below are the Daily EOD with their DateTime information that I retrieved from the period of 01 to 09 August 2016:

Code: Select all
DateTime={08/08/2016 21:00:00}, BidOpen={1,108720}, BidHigh={1,112250}, BidLow={1,107030}, BidClose={1,111570}, AskOpen={1,108800}, AskHigh={1,112290}, AskLow={1,107080}, AskClose={1,111770}, Volume={152307}
DateTime={07/08/2016 21:00:00}, BidOpen={1,107660}, BidHigh={1,110500}, BidLow={1,107190}, BidClose={1,108720}, AskOpen={1,108540}, AskHigh={1,110530}, AskLow={1,107220}, AskClose={1,108800}, Volume={138256}
DateTime={04/08/2016 21:00:00}, BidOpen={1,112720}, BidHigh={1,116120}, BidLow={1,104570}, BidClose={1,108310}, AskOpen={1,113080}, AskHigh={1,116460}, AskLow={1,104590}, AskClose={1,109340}, Volume={188795}
DateTime={03/08/2016 21:00:00}, BidOpen={1,114870}, BidHigh={1,115620}, BidLow={1,111350}, BidClose={1,112720}, AskOpen={1,115010}, AskHigh={1,115680}, AskLow={1,111420}, AskClose={1,113080}, Volume={198318}
DateTime={02/08/2016 21:00:00}, BidOpen={1,122170}, BidHigh={1,122690}, BidLow={1,114060}, BidClose={1,114870}, AskOpen={1,122550}, AskHigh={1,122830}, AskLow={1,114090}, AskClose={1,115010}, Volume={185989}
DateTime={01/08/2016 21:00:00}, BidOpen={1,115970}, BidHigh={1,123370}, BidLow={1,115590}, BidClose={1,122170}, AskOpen={1,116660}, AskHigh={1,123400}, AskLow={1,115940}, AskClose={1,122550}, Volume={207953}


Could you please tell me what are the OHLC values for the Daily candle of the Friday 05 Auguts 2016 ?

Many thanks

Regards
Greg
yousky
 
Posts: 4
Joined: Sun Sep 04, 2016 7:20 pm

Re: Daily Forex Historical - Missing Friday - Sunday include

Postby Julia CJ » Mon Sep 12, 2016 7:38 am

Hi Greg,

To be a more precise the Friday values are after 21:00:00 04/08/2016.
Julia CJ
 

Re: Daily Forex Historical - Missing Friday - Sunday include

Postby yousky » Sat Sep 17, 2016 6:09 am

Hi Julia,

So there is only an offset of 1 day in the future to be synchronize with the correct WeekDay.
yousky
 
Posts: 4
Joined: Sun Sep 04, 2016 7:20 pm


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