Recent content by minijb

True, but it would require checking them manually then... Dont want to automatically remove valid volatility after market openings following holidays etc... I think I get most of the odd ticks this way, without taking too much work... If I cant automate the cleaning, im happy to let a few weird...

Ive also downloaded the gain capital ratedata and placed it into a sqlite database. I can confirm it needs cleaning! By putting it into a database, overlapping/repeated/out-of-order data doesnt pose an issue to me. When i retreive the data (say to convert into OHLC bars on different...