mardi 3 mars 2015

GMT offset on historical data

Hello,



I am hoping you can assist me. I am downloading data with forexconnect API to test automated strategies developed with .net. I also use other data from which are time stamped with GMT time and no daylight savings time applied. This obviously makes it easy to ‘convert’ the data to any time zone I need because I am actually located in Sydney, Australia.



Can I confirm that the data returned by the fillMarketDataSnapshotRequestTime is in GMT time as well and that no daylight savings time is applied. If daylight savings is applied can I confirm the dates anf offset for the change.



Also, is there a difference between the real-time data and the historical data request? By this I mean if I use the forexconnect API for live trading in Australia will the data served up by the ‘live’ server for the last 300 candles be the same as the last 300 candles if I request historical data on my demo account.



Finally in order to calculate a realistic spread profile to employ with historical testing I intend to use the O2GMarketDataSnapshotResponseReader to get the difference between the getAskopen(i) and getBidOpen(i). Can I confirm that spread on the historical data served from the demo account will be the same as that I could reasonably expect on the live account(obviously I am aware that other things may influence future spreads).



Regards,




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