lundi 24 août 2015

Difference between historical and reall time prices

Hi,

I noticed there is difference in historical data and online offers data (both downloaded through forexconnect .NET API). The historical data gives larger number of ticks where as the online offers seem to be restricted to max 2 or 3 ticks per second. This seems to be the case for both Trading Tables and Non Trading Tables setups in the API. Please see below data samples from historical data and online offers. This is totally throwing off my and trading. I would like to get the online offers exactly like historical data. Please let me know how can I get online offers exactly like historical data using the API.

Historical data download (Offers NOT restricted to 2 or 3 per second. Provides much greater number of ticks)

08/24/2015 16:32:50.918,1.15684,1.15688
08/24/2015 16:32:50.906,1.15685,1.15688
08/24/2015 16:32:50.864,1.15685,1.15689
08/24/2015 16:32:50.855,1.15685,1.15688
08/24/2015 16:32:50.735,1.15684,1.15688
08/24/2015 16:32:50.730,1.15683,1.15688
08/24/2015 16:32:50.634,1.15685,1.15688
08/24/2015 16:32:50.621,1.15685,1.15687
08/24/2015 16:32:50.610,1.15686,1.15687
08/24/2015 16:32:50.582,1.15686,1.15689
08/24/2015 16:32:50.575,1.15687,1.1569
08/24/2015 16:32:50.560,1.15688,1.1569
08/24/2015 16:32:50.447,1.15688,1.15691
08/24/2015 16:32:50.394,1.15688,1.15692
08/24/2015 16:32:50.383,1.15689,1.15692
08/24/2015 16:32:49.291,1.15689,1.15693
08/24/2015 16:32:49.084,1.1569,1.15693
08/24/2015 16:32:48.913,1.1569,1.15694
08/24/2015 16:32:48.809,1.1569,1.15695
08/24/2015 16:32:48.621,1.1569,1.15694
08/24/2015 16:32:48.567,1.1569,1.15695
08/24/2015 16:32:48.526,1.15691,1.15695
08/24/2015 16:32:48.517,1.15691,1.15694
08/24/2015 16:32:48.505,1.15692,1.15694
08/24/2015 16:32:48.443,1.15694,1.15694
08/24/2015 16:32:48.303,1.15694,1.15695
08/24/2015 16:32:48.113,1.15695,1.15695
08/24/2015 16:32:48.014,1.15694,1.15695
08/24/2015 16:32:48.009,1.15694,1.15698
08/24/2015 16:32:47.976,1.15693,1.15698





Same data from Online offers for EUR/USD (Restricted to 2 or 3 offers per second. Provides much less number of ticks)
==============================
08/24/2015 16:32:50.918,1.15684,1.15688
08/24/2015 16:32:50.732,1.15684,1.15688
08/24/2015 16:32:49.291,1.15689,1.15693
08/24/2015 16:32:48.912,1.1569,1.15694
08/24/2015 16:32:48.302,1.15694,1.15695
08/24/2015 16:32:47.789,1.15695,1.15691
08/24/2015 16:32:47.135,1.15689,1.15689


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