Thanks @Jacqui. When we talk of hard work this is what we talk about. But like our trading it is personal therefor subjective. We each have to tailor our research to our own needs. Hopefully this well help the chosen few on their way.
Can't comment to much on this bro. Yes I have also noticed this missing data and there is even examples of here
and a chart here as well
In my observation data errors occur more in the earlier years than recent history. Statistically speaking IMO it's an error of less than 0.1% making it insignificant to our results. But then most of my work is done on the EURUSD so I haven't examined the data to much with other pairs.
Also IMO it isn't really worth investigating back much bast 2011. Again this is my view, I believe the world markets changed after 2008. New technologies, algo trading, and HFT entered. Therefor data analysis any further back is probably not reflect of future market conditions.
Thanks my friend. You left a gold standard yourself, pity no-one has been active there for a while.