Substantive clearing???? - page 7

 
prostotrader #:

Vladimir!

Are you sure you have done everything correctly?

The thing is that in MT5 and in Finam Quotes, the same trades and quantity and price and volume.

I understand that they can combine trades because of timekeeping, but on the first second

MT5

Finam

You have.

You have a volume of 3, MT5 and Finam have a price of 37285. Your volume is also 3 but your price is 37390.

And you are missing trades in the beginning.

There's a volume of 39, so Finam and MT 5 have twice as many trades, up to that volume

Added

Forgot to ask.

How do you record the data in the file?

By trades or by quotes?

The data is written as new or changed entries appear in the common table. This may be a change in quotes, the last price,volumes. The data is collected here without any omissions.
This table does not show all transactions, but only the most recent ones. If several trades were executed in one unit of time, the table will show the most recent one.
In MT5 trades are taken from the deal table, where all trades are present, and they are combined with data from the common table and presented as a flow of ticks.

 
Vladimir Mikhailov #:

Data is recorded when new or changed entries appear in the common table. This can be changes in quotes, last price,volumes. The data is collected here without any gaps.
This table does not show all transactions, but only the most recent ones. If several trades were executed in one unit of time, the table will show the most recent one.
In MT5 trades are taken from the deal table, where all trades are present, and they are combined with data from the common table and presented as a flow of ticks.

OK, I see, on the common

 

Looked at the first 250 entries and...

Vladimir, you are the one with the missing quotes.

And there's only one discrepancy


Files:
 

Sorry, my mistake, also a pass

Added

And here's where it looks like MT-5 has started to mess up (highlighted in yellow)


 

Anyway, looked at 500 records, can't be 100% sure without the original

But you have missing quotes, it is possible that in MT5 too (but much less)

I will try to translate your time into "digestible" and extract BID and ASK separately in MT5,

But you can see there are too many discrepancies as it is!

Files:
 
prostotrader #:

Vladimir!

I have no way to open the *.db file

Could you unload the data in another format?

Is it dBase ?

 
Алексей Тарабанов #:

Isn't it dBase ?

It's all been translated for a long time

 
prostotrader #:

Everything has been translated for a long time.

What has been translated?

 
FoxBase also used the same bases
 
I also give my granddaughter a problem: There is a relationship between Z and Y and Y and X. Draw a graph of the dependence of Z on X. Graphically. She draws it.