My algorithm needs to extract the forex data of the last 48h (hourly) to get the last close price and to calculate the MACD.
I use Google Finance api becouse is the only which provides free forex intraday data on-the-fly. But I realized that the close prices doesn't match with the binary.com service.
Futhermore, I tried to get the close price of a single day: 30st of January 2017. Here is the dramatic diference between binary.com, google, yahoo and wall street journal, on AUDJPY currency pair:
Binary.com -> 86.008 ¿? Google -> 85.9793 WSJ -> 86.98 Yahoo -> 86.6158
What a huge difference, isn't it?
And for instance, this is the difference when comparing an specific hour (EURGBP at 2017/02/01 09:00am):
Google -> 0.858969 Binary.com -> 0.85573
- I've heard that some of providers uses Adj. Close and other don't, but why there is a huge different between three of them?
- Those differences may gum up a prediction using linear regression algorithm? How much should I worry about that?
- How may I retrieve the closest data to binary.com?