Daily Forex Historical - Missing Friday - Sunday included
Posted: Mon Sep 05, 2016 3:02 am
Hi FXCM Team,
I've used your API correctly for retrieving ticks data, but now I'm trying to retrieve Daily values of Forex (EUR/USD).
I'm using the functions createMarketDataSnapshotRequestInstrument with D1 timeframe and fillMarketDataSnapshotRequestTime by setting the parameter "isIncludeWeekends=false".
Trying to retrieve bar infos from 1th August 2016 to 31 August 2016 but I have an issue with Friday and Sunday days.
All Friday are excluded and more over the results list contents all Sunday , bellow is a sample of my datas :
Could you please tell me why I do not have all days from Monday to Friday and Sunday excluded ?
Even if I set the "isIncludeWeekends=true", the Friday ios still missing
Many thanks for your help.
Regards
Greg
I've used your API correctly for retrieving ticks data, but now I'm trying to retrieve Daily values of Forex (EUR/USD).
I'm using the functions createMarketDataSnapshotRequestInstrument with D1 timeframe and fillMarketDataSnapshotRequestTime by setting the parameter "isIncludeWeekends=false".
Trying to retrieve bar infos from 1th August 2016 to 31 August 2016 but I have an issue with Friday and Sunday days.
All Friday are excluded and more over the results list contents all Sunday , bellow is a sample of my datas :
- Code: Select all
DateTime={14/08/2016}, BidOpen={1,116730}, BidHigh={1,120370}, BidLow={1,115320}, BidClose={1,118190}, AskOpen={1,117170}, AskHigh={1,120390}, AskLow={1,115370}, AskClose={1,118490}, Volume={147464}
DateTime={11/08/2016}, BidOpen={1,113660}, BidHigh={1,122130}, BidLow={1,113120}, BidClose={1,115750}, AskOpen={1,113740}, AskHigh={1,122170}, AskLow={1,113160}, AskClose={1,116970}, Volume={186032}
DateTime={10/08/2016}, BidOpen={1,117510}, BidHigh={1,119150}, BidLow={1,113520}, BidClose={1,113660}, AskOpen={1,118570}, AskHigh={1,119200}, AskLow={1,113570}, AskClose={1,113740}, Volume={179393}
DateTime={09/08/2016}, BidOpen={1,111570}, BidHigh={1,119010}, BidLow={1,111210}, BidClose={1,117510}, AskOpen={1,111770}, AskHigh={1,119040}, AskLow={1,111270}, AskClose={1,118570}, Volume={178500}
DateTime={08/08/2016}, BidOpen={1,108720}, BidHigh={1,112250}, BidLow={1,107030}, BidClose={1,111570}, AskOpen={1,108800}, AskHigh={1,112290}, AskLow={1,107080}, AskClose={1,111770}, Volume={152307}
DateTime={07/08/2016}, BidOpen={1,107660}, BidHigh={1,110500}, BidLow={1,107190}, BidClose={1,108720}, AskOpen={1,108540}, AskHigh={1,110530}, AskLow={1,107220}, AskClose={1,108800}, Volume={138256}
DateTime={04/08/2016}, BidOpen={1,112720}, BidHigh={1,116120}, BidLow={1,104570}, BidClose={1,108310}, AskOpen={1,113080}, AskHigh={1,116460}, AskLow={1,104590}, AskClose={1,109340}, Volume={188795}
DateTime={03/08/2016}, BidOpen={1,114870}, BidHigh={1,115620}, BidLow={1,111350}, BidClose={1,112720}, AskOpen={1,115010}, AskHigh={1,115680}, AskLow={1,111420}, AskClose={1,113080}, Volume={198318}
DateTime={02/08/2016}, BidOpen={1,122170}, BidHigh={1,122690}, BidLow={1,114060}, BidClose={1,114870}, AskOpen={1,122550}, AskHigh={1,122830}, AskLow={1,114090}, AskClose={1,115010}, Volume={185989}
DateTime={01/08/2016}, BidOpen={1,115970}, BidHigh={1,123370}, BidLow={1,115590}, BidClose={1,122170}, AskOpen={1,116660}, AskHigh={1,123400}, AskLow={1,115940}, AskClose={1,122550}, Volume={207953}
Could you please tell me why I do not have all days from Monday to Friday and Sunday excluded ?
Even if I set the "isIncludeWeekends=true", the Friday ios still missing
Many thanks for your help.
Regards
Greg