vtaran
01-27-2010, 07:02 PM
Spikes on IB Forex data are still there. You can see it on GBPUSD for the last two days. Way to reproduce:
1. Remove data for GBPUSD from database.
2. Open new chart with GBPUSD 60min data for last 2 days from IB. At this moment I can see spikes.
3. Click 'Reload All Historical Data'. Spikes disappear.
4. Switch chart to 30min. Spikes appear again.
5. Switch chart back to 60min. Spikes are there again.
I checked data in Historical Data Manager. Loading data with Data Manager always gets bad bars. Reloading data through charts with Options -> Data -> 'Filter bad ticks' helped only partially. Only some bars are fixed. The rest of bad bars is still there.
1. Remove data for GBPUSD from database.
2. Open new chart with GBPUSD 60min data for last 2 days from IB. At this moment I can see spikes.
3. Click 'Reload All Historical Data'. Spikes disappear.
4. Switch chart to 30min. Spikes appear again.
5. Switch chart back to 60min. Spikes are there again.
I checked data in Historical Data Manager. Loading data with Data Manager always gets bad bars. Reloading data through charts with Options -> Data -> 'Filter bad ticks' helped only partially. Only some bars are fixed. The rest of bad bars is still there.