Download data is missing about oanda-api-v20

[hootnot]

Hi,
If data is missing you really should contact OANDA or see to fix this in another way since it is not a question that someway is related to software used to access OANDA's database.

If you run into this kind of thing, you can request records from a finer granularity and see if the gap is there also. Should be consistent. If there is no market activity, there is no record!

When you retrieve M5 or M1 records for the above timerange you see the gap in M5 also and for M1 goes the same.

From the examples you can run:

python src/candle-data.py --nice --from 2015-01-20T04:10:00Z --to 2015-01-20T06:30:00Z --price M --granularity M5 --instruments GBP_USD

If you need these gaps to be filled, fill the artificially. With Pandas this is pretty easy.

Feite

[ztt1]

@hootnot you mean if there are still existing gap when i retrieve M1 and M5 , the problem comes from Oanda database instead of my codes?

[hootnot]

OANDA gives you all the records they have for that timerange you specified. If there are records missing there has been no tick in that timerange. Therefore it is impossible to have records with a tick-volume = 0.
On M1 base you see a record at 04:48 and the next at 05:00. On a M10 timeframe 04:48 belongs to the 04:40 record, the one of 05:00 belongs obviously to the 05:00, so for M10 you have no 04:50 record.

OANDA's policy: no ticks, no record.

[ztt1]

@hootnot Thank you so much!!!!!!!!!!!!