Historical data in live looks wrong
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eg when I look at the Dow Jones Friday evening data, I would expect to see the data stop at approx 22:00 on Friday night, and restart at 23:00 on Sunday. Indeed, that is what I see on the demo platform.
err … Apologies if I am too blind to see or understand today, but …
You seem to be in the UK. Correct ? This means that I could subtract one hour from what I see, in order to make it your times. For example, when I see that USA Stocks close at 22:00, for you this would be 21:00. Now, for you this should all read as :- USA Stocks = DJi open at 14:30
- USA Stock = DJi close at 21:00
- Last weekday of trade is Friday … this would still be 21:00
- First week day of trade is Monday … this would still be 14:30.
Now where am I off ?
🙂Maybe I don’t understand IG’s data because there it seems to show (for me) weird things. Do they create their own index data ?
This is how PRT-IB shows it, and for my part as I promised above (both are from live data) – remember to subtract one hour for the UK :
Above is a random week day (last Tuesday to Wednesday).
And this one is from Friday December 18 to Monday December 21.
To be sure : This is about the DJ Index. Futures are a different story (open outside of normal Stock trading hours), but that still won’t fit what you proposed (a bit better though ;-)).
Yes, the Dow officially opens at 2:30pm and closes at 9pm (Monday to Friday), but IG do indeed provide out of hours prices which extend things. The out of hours prices basically continue 24 hours a day from 11pm Sunday to 10pm Friday. The DJI chart should show the extended data.
By the way, IG also provide “weekend dow” prices which cover the whole weekend, but I’m not talking about that here as its a separate listing. Also I’m ignoring daylight saving changes for now – the example I gave is not affected by daylight saving…
So, as far as I can see, the demo platform has correct data (eg starting 11pm Sunday, and going 24hours a day up to 10pm Friday – but the live platform seems to have issues when it comes to the end/beginning of the week – especially for data older than a couple of months.
Remember, the 1st picture I posted earlier shows the same time period and the same date – mostly before the market even closed officially – and the charts are totally different. I can’t work out why….
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OK, with IG one can also trade a few commodities in the weekend :
It seems IG has many pages for many parts of the world and they are all as vague. Coindidentally the Dutch page is not vague at all, if you only know a bit of Dutch. Anyway from the latter, here are some trading hours (translated to UK times) :
- 08:00 Sat till 10:40 Sun for Indices
- 08:00 Sat till 20:40 sub for GBP/USD
- 08:00 Sat till 22:00 Fri for Crypto (this is fairly standard)
In Dutch times :
Yes, the historical data gets very weird when you go far back. I don’t know what the right answer is, so can’t trust any big backtests.
eg see screenshot attached – the top circle shows where the backtest says trades were triggered & exited – waaaaay above where the price was, according to the chart. The equity curve for the strategy therefore shows an immediate silly jump and a similar plummet. MFE & MAE also silly. This was 2.35pm on a Monday by the way.
Which is the right price for that time? Is it the backtest results, or the chart? Who knows. Big backtests are therefore useless.
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