Tickstory

Hello,

I'm doing some testing on the data from Tickstory and would just like to better understand why there seems to be discrepencies between Dukascopy and Tickstory. As an example if I l ook in the Dukascopy MT4 History Centre for EURUSD H1 on 2020-03-30 at 10AM I can see in MT4 the open price is 1.10628 yet the tickstory open price is 1.10619. High, low and close prices are correct. I have taken into account the time differences when looking at this I believe. Volume is also very different. Can someone explain possible reason for the differences?

Thanks

Daniel

Hi Daniel,

This could be caused by Dukascopy having a different set of liquidity for the MT4 vs JForex platform. We are also aware that there have been some reports of their candle data differing from the tick data. FYI, Tickstory constructs candles directly from tick data, whereas we know that (JForex at least) has a separate set of candle/bar data they retrieve to display charts quickly.

Dukascopy may be able to shed some further light as to whether their MT4 and JForex platforms are the same source of liquidity.

Thanks.