Comments (2)
Rather than the code, I've checked outputs in both formats (ticks and candles) for the same timeframe. Candles seem to be computed from ask prices exclusively.
from duka.
Regarding this, I'm assuming the candles you get from duka are based on bid price right? Not a median on both bid/ask Can someone confirm this? it is not very clear.
from duka.
Related Issues (20)
- Some instruments have wrong point scales HOT 2
- Discrepencies in tick volume
- List of symbols; Correct Time HOT 2
- XAUUSD and XAGUSD history data error HOT 2
- Local time issue investigation HOT 1
- No module named 'setuptools.wheel' when installing duka HOT 9
- Additional request(ask price, frequency, time interval) HOT 5
- Ongoing development HOT 4
- SyntaxError: Invalid Syntax received when running from windows shell
- what does default data columns mean ? HOT 3
- New version
- This package seems to no longer work; I'm getting these error messages HOT 14
- Stock index prices for Sweden OMX30 are 100 times smaller than actual price
- Empty files HOT 1
- -c M1 problem HOT 4
- Migrate to dukascopy-node HOT 2
- CSV format HOT 2
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- tickterial
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