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Direct MessagesDate/Time: Fri, 19 Apr 2024 12:38:29 +0000
Post From: historical data downloading and real-time chart updating
| [2013-12-03 11:35:12] |
| RQ - Posts: 50 |
|
First and foremost thank you very much for coming back after obviously giving considerable thought to my queries. I am NOT using Renko studies; I took them off all my charts a week ago. When doing so this caused havoc with my spreadsheets and custom studies which took quite a bit of sorting out. As you know there was also a bug in the system that affected the spreadsheets. So I can assure you I'm definitely not running Renko studies; to confirm I'm using Renko from chart settings. There are definitely inconsistency between historical data and real-time data. I am using FXCM FIX for my (real-time data). I am using one second for stored data as opposed to tick by tick. I have been trying to avoid using tick by tick because of the sheer volume. In the other hand I'm using exactly the same settings on SC Forex Data (FXCM). To confirm there are absolutely clear differences between historical (SC Forex Data (FXCM) and FXCM FIX data. The problem is if I'm forced to refresh my chart it is highly likely I will end up with a different picture completely because the reload uses historical data. During a discussion with FXCM they said and I quote; we have no idea what historical data SC uses and we have no control over this, it is down to SC (of course they would say that, I have come to expect nothing better from FXCM). Please confirm where you are getting the historical data from? If it is from FXCM; it's clear to me that FXCM are supplying real-time data through the FIX connection and something quite different through the (SC Forex Data (FXCM) connection. The real problem arises then when one has to refresh the chart (for whatever reason) because the differences is so pronounced in places that one gets an entirely different picture. And as I said yesterday if one were back testing or simply just checking the previous days trades it becomes a fruitless task and unreliable as the picture on the chart has changed from the what it was when using real-time data. So to confirm after reloading one's charts (at the beginning of day or any time whatsoever in between) there is absolutely no reliable way of checking previous trading activity. I would appreciate if you could let me have as much detailed information as possible regarding historical data, where it comes from etc; so I can go back to FXCM armed with the proper reliable information so that they cannot deny or ignore the facts. Thanks |