ANALYSIS OF TICK DATA FOR EURUSD H1 For test starting at : 2007.04.01 21:09:41 ----------------------------------------------------------------------------------------------- Found *POTENTIAL PROBLEMS* in the tick data: * The .fxt file exceeds 2GB. The test has probably been truncated. Check the end date below. * There are suspicious holes in the data, listed below Summary of data --------------- First tick: 2007.04.01 21:09:41 Last tick: 2011.03.31 23:59:53 Total ticks: 49992767 Total bars: 25976 Avg ticks per bar: 1924.6 Avg ticks per minute: 32.1 Avg ticks per second: 0.5 Largest gap between ticks: 7185 seconds (exc. weekends and suspicious gaps) Trading days: 1310 Total days in period: 1461 Size of .fxt file: EXCEEDS 2GB LIMIT First price: 1.33595 Last price: 1.41733 Lowest price: 1.18760 Highest price: 1.60384 Largest bar: 0.03707 (at 2009.02.25 05:00:00) Biggest jump between ticks: 0.03257 (at 2009.02.25 05:18:24) Biggest jump between bars: 0.00499 (at 2010.11.21 20:01:19) Suspicious holes in tick data (allowing gaps of up to 120 minutes) ----------------------------- Gap from 2007.04.22 19:19 to 2007.04.22 21:35 (2.3 hours) Gap from 2007.08.10 22:59 to 2007.08.11 01:21 (2.4 hours) Gap from 2007.10.12 22:59 to 2007.10.13 04:02 (5.0 hours) Gap from 2007.11.16 23:59 to 2007.11.17 03:45 (3.8 hours) Gap from 2008.01.01 00:00 to 2008.01.01 11:54 (11.9 hours) Gap from 2008.01.01 11:54 to 2008.01.01 20:26 (8.5 hours) Gap from 2008.03.30 00:08 to 2008.03.30 03:28 (3.3 hours) Gap from 2008.03.30 03:28 to 2008.03.30 20:09 (16.7 hours) Gap from 2008.04.25 22:59 to 2008.04.26 21:57 (23.0 hours) Gap from 2008.04.27 18:35 to 2008.04.27 20:47 (2.2 hours) Gap from 2008.06.06 22:59 to 2008.06.07 06:00 (7.0 hours) Gap from 2008.06.07 06:00 to 2008.06.07 14:32 (8.5 hours) Gap from 2008.06.15 18:22 to 2008.06.15 20:24 (2.0 hours) Gap from 2008.12.05 23:59 to 2008.12.06 07:00 (7.0 hours) Gap from 2008.12.06 07:00 to 2008.12.06 22:30 (15.5 hours) Gap from 2009.01.01 00:08 to 2009.01.01 20:17 (20.1 hours) Gap from 2009.01.04 05:01 to 2009.01.04 20:00 (15.0 hours) Gap from 2009.02.27 23:59 to 2009.02.28 17:04 (17.1 hours) Gap from 2009.03.15 18:09 to 2009.03.15 20:26 (2.3 hours) Gap from 2009.05.31 17:31 to 2009.05.31 20:50 (3.3 hours) Gap from 2009.08.07 22:59 to 2009.08.08 04:02 (5.0 hours) Gap from 2009.08.09 08:06 to 2009.08.09 21:11 (13.1 hours) Gap from 2009.11.15 15:14 to 2009.11.15 20:01 (4.8 hours) Gap from 2009.11.29 16:09 to 2009.11.29 20:05 (3.9 hours) Gap from 2010.04.18 12:34 to 2010.04.18 16:37 (4.1 hours) Gap from 2010.04.18 16:59 to 2010.04.18 20:59 (4.0 hours) Gap from 2010.04.30 23:00 to 2010.05.01 20:17 (21.3 hours) Gap from 2010.05.02 07:05 to 2010.05.02 20:19 (13.2 hours) Gap from 2010.05.09 01:50 to 2010.05.09 05:36 (3.8 hours) Gap from 2010.05.09 05:36 to 2010.05.09 17:55 (12.3 hours) Gap from 2010.05.14 23:00 to 2010.05.15 11:41 (12.7 hours) Gap from 2010.05.21 23:00 to 2010.05.22 11:41 (12.7 hours) Gap from 2010.05.22 11:41 to 2010.05.22 20:06 (8.4 hours) Gap from 2010.05.22 20:06 to 2010.05.22 23:20 (3.2 hours) Gap from 2010.05.23 03:26 to 2010.05.23 16:58 (13.5 hours) Gap from 2010.05.23 16:58 to 2010.05.23 20:52 (3.9 hours) Gap from 2010.05.30 14:55 to 2010.05.30 20:27 (5.5 hours) Gap from 2010.09.01 01:59 to 2010.09.01 06:00 (4.0 hours) Gap from 2010.10.08 22:59 to 2010.10.09 07:38 (8.6 hours) Gap from 2010.10.10 09:54 to 2010.10.10 19:24 (9.5 hours) Gap from 2010.10.24 14:36 to 2010.10.24 16:58 (2.4 hours) Gap from 2010.10.24 16:58 to 2010.10.24 19:17 (2.3 hours) Gap from 2010.12.03 23:59 to 2010.12.04 09:06 (9.1 hours) Gap from 2011.01.09 11:55 to 2011.01.09 19:42 (7.8 hours) Gap from 2011.01.22 01:43 to 2011.01.22 10:05 (8.4 hours) Gap from 2011.01.23 11:24 to 2011.01.23 18:24 (7.0 hours) Gap from 2011.01.28 23:59 to 2011.01.29 03:58 (4.0 hours) Gap from 2011.02.12 03:58 to 2011.02.12 22:41 (18.7 hours) Gap from 2011.02.20 10:50 to 2011.02.20 14:49 (4.0 hours)