To frAnton and all; - are you expecting the impossible? -
Surely if a candle closes at a specific value; - the subsequent contiguous candle MUST open at the SAME value - the only occasions when this may not be true is when there is a time break between successive candles ; this can certainly occur over the weekend market shut down / restart and might also occur between a market evening closure and re-opening the following day.
Observing the Marketscope (Excel) data; - the given time for any candle is the Opening time for the candle but the specific data gives values for the Closing time of the candle.
The problem is (as has previously been discussed) is that there is a finite period after a new bar is opened for the closing values of the previous bar to be finalised... therefore (particulaly) robot trading may be flawed by timing inconsistency.
All I have repeated requested on several forums is that FXCM issue a definate live flag / ping precisely when the closing values are announced. This request appears repeatedly to have fallen on deaf ears...
Sincerely, John (aka "Bebbspoke")