Is Oanda historical data really this bad?

Posted By: MegaTanker

Is Oanda historical data really this bad? - 12/10/21 19:17

It looks like this all over

https://i.imgur.com/xlpU6IY.png

This example is the EU50 index.
Posted By: Grant

Re: Is Oanda historical data really this bad? - 12/10/21 21:17

Hopefully you aren't using them in a live setting?
I saw a red flag right away once I was reading their API issues.

https://zorro-project.com/manual/en/oanda.htm
Posted By: MegaTanker

Re: Is Oanda historical data really this bad? - 12/10/21 22:19

I was going to use it for backtests but that's out of the question then I guess...

I did read that manual page but when it said "small gaps" I thought it meant some gaps every couple months, I didn't assume the data would be completely unusable.

I haven't found any gaps looking at the historical data in the charts on the Oanda web platform... They clearly have this data.
Posted By: Grant

Re: Is Oanda historical data really this bad? - 12/10/21 22:36

Do you have the same issues on their MT4/MT5 platform?
Personally I would prefer broker access this way, since MT is on the market for a long time and has auto-updates.
Posted By: Petra

Re: Is Oanda historical data really this bad? - 12/11/21 10:58

That data does look ok to me. Flat lines and gaps are normal on holidays or when the market is closed.
Posted By: MatPed

Re: Is Oanda historical data really this bad? - 12/11/21 11:19

Used the Oanda data for training, testing and trading currencies and cfd for the last 4 years. They seems to me pretty good compared to other broker Ciao
Posted By: MegaTanker

Re: Is Oanda historical data really this bad? - 12/11/21 11:58

Oh well... I just realized that index CFDs don't trade around the clock during weekdays. eek

Don't know why I assumed that.
Posted By: Grant

Re: Is Oanda historical data really this bad? - 12/11/21 12:19

Ah wait, so that long flat period in the beginning must be Christmas.
I assume only the charts have been extrapolated?
© 2024 lite-C Forums