Hi, I found some errors in the historical FOREX data from Barclays:
1) End of Day data only
2) Only for certain days (looks like Fridays mostly)
3) open / high / low values are 0.00

For example, try getting daily histrical data for USDJPY:
HD,BUSDJPY,365;
Look at these days:
10/03/2006 00:00
24/03/2006 00:00
31/03/2006 00:00
14/04/2006 00:00
28/04/2006 00:00
12/05/2006 00:00
26/05/2006 00:00
09/06/2006 00:00

There are many other symbols with this same error.

But, try draw some non-eod data, and there are not errors. For example:
HM,BUSDJPY,365,720;

I talked with the market data team again and they verified that the spike in question was reported equally by all competitor feeds that we have access to and assured me that it is correct.

Oh come on. I expect you to at least look at what I wrote, not to just post a pre-made response:

There was no spike. There is missing data for the open,high,low fields that is visible in the eod data, but not in the intra-day data.

So, LISTEN TO YOUR CUSTOMERS:
If the intra-day data has values for open/high/low fields, then it is IMPOSSIBLE for the eod data not to have it.

THIS IS AN ERROR.

Ilan

Please excuse my previous reply, I clicked the wrong thread.

I have verified that those do exist and I am contacting MDI to try and achieve resolution.

Thanks for letting us know!

I just got this reply from the data team.

This data has been corrected for you. I also went through the rest of the historical data to make sure that no other segments were missing. It looks like everything is good.

If you have any further concerns please let me know and I will be happy to address them.