Hello Forum
I am from a Software trading company and we are troubleshooting. We have been using a lot of different brokers and forx data provider. We are working with historical data to optimize and improve our software, but we have a big challenge that all of the data we have sample have a lot of missing data. When we compare different broker’s data the data does not match up. But when we downloade the data from The MT4 and use the closing values, then the data are identical. Our problem is that when using The MT4 we can only get 5 minutes one year back and when using 15 minutes we can only get it back to 2014 and we need at least 10 years of data. By going to different companies that sells these data for example The Tick size that would say 100-300 prices per minutes.
there by we would expect one of the prices within the same minute, would give the same prices as MetaTrader4. But this is not the case…
Even by expanding with several minutes before and after. Tendons gives the same result. The values do not match. And may fluctuate over 500 points.
The attached image matches the value 4 times, which seems sporadic. The interesting thing is that the first value in tick size values almost matches the average.
However, the values from tick size cannot be used too much since the one month I checked turned from 0 to over 300 points in deviation.