MT4 data issue

I have been having problems with historical fx rates that I have downloaded via the MT4 platform (OANDA).

Basic problem:

I download two series, AudJpy 5 min intervals and ChfJpy 5 min intervals.
I get the starting dates and times to line up perfectly. i.e. both series start at 04.01.11 at 16:55.
If you look at each entry in the data series they both move in 5 minute increments for a while, then all of the sudden one series will have an extra value.
ex. AudJpy time series is like this 16:55: 17:00, ...., 18:05, 17:00, 18:10,...
and the ChfJpy time series is like this 16:55: 17:00, ...., 18:05, 18:10,...

There are extra times in some of the series that cause the dates and times to no longer sync, I cannot find any pattern to them so I cannot write code to fix the problem.

Has anybody ever experienced this issue before? BTW I am using R to line up the datasets and I can post my code if necessary.

a very common problem with MT brokers, they are not really interested in giving you good quality data. If they have any hiccups in their equipment or liquidity feeds they just pass it straight on to your terminal and never bother to try and fix it.

When using historical data you will have to get used to providing your own, which is a pain or checking it and taking appropriate actions when it is wrong.