SymbolInfoTick and ArrayCopyRates data compatibility
The differences are easy to explain: You don't get all the ticks!
In case there are either too many ticks per time or your program is 'off-line' while calculating you get the most recent tick after that and not all the other interim ticks.
So in your case rates[1] is correct.
The differences are easy to explain: You don't get all the ticks!
ETXCapital-Live2 - OK:
2015.12.09 14:00:00.169 TicksAndRatesCompatibility EURUSD,H1: 2015.12.09 13:59: RatesOHLCV[1.0923 1.09239 1.09228 1.09236 48] TickOHLCV[1.0923 1.09239 1.09228 1.09236 43]
2015.12.09 13:59:00.066 TicksAndRatesCompatibility EURUSD,H1: 2015.12.09 13:58: RatesOHLCV[1.09234 1.09234 1.09219 1.09231 15] TickOHLCV[1.0923 1.09231 1.09219 1.09231 14]
2015.12.09 13:58:00.029 TicksAndRatesCompatibility EURUSD,H1: 2015.12.09 13:57: RatesOHLCV[1.09227 1.0925 1.09225 1.09237 49] TickOHLCV[1.09227 1.0925 1.09225 1.09237 42]
Is it possible that something wrong with FXCM-EURDemo01 and FXCM-USDReal05 servers? Or something wrong with my code?
I have heard that some providers were able to send 'fake-ticks' to 'catch' stop-losses?
Is FXCM a market maker broker or ECN broker?
What about asking FXCM directly and let them explain it? Would be nice if you post their answer on that?
What about asking FXCM directly and let them explain it? Would be nice if you post their answer on that?
So I will do, thank you very much!
P.S. sorry for bad English :)
Would be nice if you post their answer on that?
Their answer (extract):
"A colleague noted that the discrepancies you sent are off consistently by 1.1 pips, which might be related to the fact that our chart prices and executable prices are not the same, which is an ongoing issue we have with MT4. (The chart data reflects a larger, marked-up spread than what you now have in your account settings/that you get in your live data feed - the historical bid/ask prices stored on the servers for charting does not match the actual spread/bidask pricing you get). If you would compare the chart pricing to your market watch data or to data from the Trading Station platform, you could also see the difference. Regarding this particular issue; we are planning to change/update the servers so that they (the charts and historical prices stored on the servers for charting) reflect the live pricing and lower spread setup that is now common compared to the old spread setup, but there is no ETA on when we'll be able to do that yet. There are a few servers that have this now, I believe they are for other currencies however (EUR and GBP based accounts) - if you are interested, let me know and I can find out exactly which MT4 servers have matching chart/historical/and live price feeds reflecting the same spread."
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I ran into some problem of compatibility of tick data and rates.
This simple expert (in attachment) compares rates_bar.high(low) with the maximal(minimal) value of tick.bid for same period, and catches situations when rates_bar.high < tick.bid.max or rates_bar.low > tick.bid.min.
Depending on server(account), results differ.
FXCM-EURDemo01 - incompatibility:
2015.12.09 02:17:05.135 TicksAndRatesCompatibility EURUSD,M1: Alert: 2015.12.09 00:16: RatesOHLCV[1.08887 1.08888 1.08883 1.08885 34] TickOHLCV[1.08876 1.08877 1.08872 1.08874 32]
2015.12.09 02:16:04.574 TicksAndRatesCompatibility EURUSD,M1: Alert: 2015.12.09 00:15: RatesOHLCV[1.08894 1.08894 1.08883 1.08886 76] TickOHLCV[1.08883 1.08883 1.08872 1.08875 65]
2015.12.09 02:15:12.344 TicksAndRatesCompatibility EURUSD,M1: Alert: 2015.12.09 00:14: RatesOHLCV[1.08893 1.08895 1.08892 1.08893 20] TickOHLCV[1.08882 1.08884 1.08881 1.08882 19]
FXCM-USDDemo02 - OK:
2015.12.09 02:22:04.869 TicksAndRatesCompatibility EURUSD,M1: 2015.12.09 02:21: RatesOHLCV[1.08871 1.08873 1.08869 1.08873 27] TickOHLCV[1.08871 1.08873 1.08869 1.08873 21]
2015.12.09 02:21:04.886 TicksAndRatesCompatibility EURUSD,M1: 2015.12.09 02:20: RatesOHLCV[1.08871 1.08872 1.08871 1.08871 13] TickOHLCV[1.08871 1.08872 1.08871 1.08871 11]
2015.12.09 02:20:05.902 TicksAndRatesCompatibility EURUSD,M1: 2015.12.09 02:19: RatesOHLCV[1.08871 1.08872 1.08871 1.08871 16] TickOHLCV[1.08871 1.08872 1.08871 1.08871 14]
FXCM-USDReal05 - incompatibility:
2015.12.09 02:26:30.103 TicksAndRatesCompatibility EURUSD,M1: Alert: 2015.12.09 02:25: RatesOHLCV[1.08875 1.08876 1.08874 1.08875 22] TickOHLCV[1.08886 1.08887 1.08885 1.08886 20]
2015.12.09 02:25:16.209 TicksAndRatesCompatibility EURUSD,M1: Alert: 2015.12.09 02:24: RatesOHLCV[1.08881 1.08881 1.08874 1.08875 28] TickOHLCV[1.08892 1.08892 1.08885 1.08886 25]
2015.12.09 02:24:04.956 TicksAndRatesCompatibility EURUSD,M1: Alert: 2015.12.09 02:23: RatesOHLCV[1.08881 1.08882 1.08871 1.08882 94] TickOHLCV[1.08892 1.08893 1.08882 1.08893 81]
Why does take place so?
Thanks in advance for an answer.
P.S. I am sorry for bad English :)