Dukascopy Historical Volume Data

Hi everyone,


Just downloaded historical data from dukascopy, but when I plotted Volume against time, I think there are a few irregularities and problems in the data. I donwloaded 5 minute bar data of BID prices from 01.01.2013 to 31.03.2017 for EURUSD pair. I have attached the plot of Volume data of BID bars below.

For example, there is a a huge cluster of spikes in volume around the beginning of July 2014 and another cluster around September 2016. Apart from these clusters the volume data seems consistent from the start of 2013 to the end of March in 2017.

Are these spike clusters based on some fat-tail event or just irregularities with the data?

Irregular Data - Duka nows this glitch since a very long time (years) but does not correct it.

Check the same data 2 months from now and you see that the period with increased volume shifts... interesting, isn't it?

Further more the so called "volume" isn't actually real traded volume.....it is a calculated artificial tick volume that does not directly tell you something about the real transaction volume over a certain period of time.....

Tick volume contains number of ticks within a bar. Real volume contains the real volume traded within a bar

The broker does due to the decentralized nature of the market only have his own volume, but won't provide it to the public and prefers to hide it. I am quite sure that the publication of the real volume would shock those believing in the forex huge liquidity lie.....Further more you would be able to better understand nasty broker tricks like stop hunting through spread widening as well as asymmetric slippage....

"Check the same data 2 months from now and you see that the period with increased volume shifts... "

Really? so to correct the data, all I have to do is wait a couple of weeks so that the inflated region shifts and then replace the old inflated region with the correct volume. I am aware that it is a proxy volume but it has been found that it is correlated to the real volume so it is better than nothing in the end.