The FT2 (forexite) data starts the trading week at 23:00 and closes it at 21:00 (for the sample period below - it varies according to DST changes if you look at a larger sample)... so 118 hours of total market time.
Does anyone know why there are 2 hours less data from forexite than my MT4 broker?
Code: Select all
<TICKER>,<DTYYYYMMDD>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
...
GBPUSD,20130125,205700,1.5803,1.5803,1.5803,1.5803,4
GBPUSD,20130125,205800,1.5803,1.5804,1.5803,1.5804,4
GBPUSD,20130125,205900,1.5804,1.5805,1.5804,1.5805,4
GBPUSD,20130125,210000,1.5806,1.5807,1.5806,1.5807,4
GBPUSD,20130127,230000,1.5764,1.5764,1.5764,1.5764,4
GBPUSD,20130127,230100,1.5765,1.5782,1.5765,1.5776,4
GBPUSD,20130127,230200,1.5775,1.5776,1.5773,1.5773,4
GBPUSD,20130127,230300,1.5772,1.5772,1.5767,1.5768,4
GBPUSD,20130127,230400,1.5769,1.5769,1.5768,1.5768,4
...
Thankyou.