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Oanda's spread #470492
01/17/18 14:02
01/17/18 14:02
Joined: Dec 2017
Posts: 129
Halifax, NS
K
kujo Offline OP
Member
kujo  Offline OP
Member
K

Joined: Dec 2017
Posts: 129
Halifax, NS
Hello,

I have some issues with a spread retrieved by Zorro from Oanda.
I used the Download script to get the relevant Assets.csv and the latest M1 data from Oanda.

The asset parameters that Zorro saved are:
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
AUD/USD,0.79843,0.00043,0.1665,-0.4580,0.00010,0.000124,0.0516,19.231,1.0,0.000,AUD/USD
EUR/USD,1.22786,0.00044,-0.0977,-0.1095,0.00010,0.000124,0.0794,19.231,1.0,0.000,EUR/USD
USD/CAD,1.24318,0.00018,-0.1490,-0.0604,0.00010,0.000100,0.0274,45.455,1.0,0.000,USD/CAD
USD/CHF,0.96021,0.00017,0.0627,-0.4682,0.00010,0.000130,0.0647,19.231,1.0,0.000,USD/CHF

For example, spread for AUD/USD is 0.00043 in Assets.csv. However, the spread shown on Oanda's platfrom is always 2.5 times lower, around 0.00017. The same spread around 0.00017 is in Zorro's downloaded M1 data files from Oanda. I faced the same behavior with the EUR/USD and other pairs as well. However, the spread for USD/CAD and USD/CHF is similar to those on Oanda's platform and downloaded data files (around 0.00016-0.00017).

It's quite confusing that Zorro has very different spreads in Assets.csv and in M1 data files for some pairs. I wonder if one could explain such discrepancies?

Re: Oanda's spread [Re: kujo] #470504
01/17/18 16:07
01/17/18 16:07
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
When I load Assets.csv with Oanda, I get 0.00021 for AUD/USD. But maybe you did it at another time when the spread was higher. It is probably higher at the weekend or when there's little liquidity.

Re: Oanda's spread [Re: jcl] #470505
01/17/18 16:11
01/17/18 16:11
Joined: Dec 2017
Posts: 129
Halifax, NS
K
kujo Offline OP
Member
kujo  Offline OP
Member
K

Joined: Dec 2017
Posts: 129
Halifax, NS
Originally Posted By: jcl
When I load Assets.csv with Oanda, I get 0.00021 for AUD/USD. But maybe you did it at another time when the spread was higher.


With the latest version 1.747 everything is in line with my own API calls and with data files. So, it's fixed. Thanks again!


Moderated by  Petra 

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