| Issue | Workaround | |-------|-------------| | Gaps in tick data (weekends/holidays) | Filter by timestamp continuity | | .bi5 files may be corrupted | Use retry logic or verified mirrors | | 1-minute data not directly downloadable via HTTP | Use JForex export or convert ticks to M1 | | Large data volumes (ticks >1GB/day for EURUSD) | Use Parquet + chunking | | Timezone = GMT+0 (no DST) | Keep as UTC, convert only for display |
For a scalper trading the London open, the difference is staggering. With exclusive data, you can see the exact sequence of a 10-pip spike and the 50-millisecond pause before a reversal. With standard data, that spike is flattened into a single "High" value, obscuring the potential for slippage or the profitability of a reversal strategy. dukascopy historical data exclusive