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Leo4815162342 / dukascopy-node

✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
https://dukascopy-node.app
MIT License
350 stars 66 forks source link

Wierd outputs from timeframes #15

Closed Dwyte closed 4 years ago

Dwyte commented 4 years ago

On intraday timeframes like m1 or m5, I tried downloading there are a bunch of candles that have the same value ohlc like same 132.2301 on open high low close, some of em are only same high low close, and it's alot like a big chunk of the whole series is like that then back to normal.

Also on D1, there are saturday candles, where are these coming from? Forex Markets are closed during saturday right.

I have encountered the problem weeks ago on the first one, I forgot to raise an issue, I just started writing a small py script to form the candles from tick hehe

Leo4815162342 commented 4 years ago

@Dwyte those might indeed come from weekends or non-trading days. Can you share the exact search config?

Dwyte commented 4 years ago

Sorry for the late reply, dukascopy-cli -i eurusd -from 2020-02-24 -to 2020-05-16 -t m1 -f csv to replicate, and see here the issue from the result https://imgur.com/a/AbDZb20

Well the other one's seems weird how could there be data on non trading days.

Leo4815162342 commented 4 years ago

@Dwyte For m1 timeframe dukascopy still returns data for non-trading time. It populates all entries with the last close price of the trading window.

I've added a small fix so it does not output such entries. Please update dukascopy-cli to 1.2.1 version.