Re-Inventing the Wheel - Tick Data to CSV file

[[Deleted]]

Hi All

I am sure this has been done before.....

My name is Sam. First of all may I state I do not wish to learn MQL4. I have ideas and have no problems in paying others to code them, basically because I am a great ideas generator but not a very good programmer (to say the least !).

So the problem is I need to get tick data into CSV files for another application to analyse. Does anyone have a link to code that works ?

I found plenty of topics about such code but after 2 hours of googling at posts I found code that doesn't work and how to fix, so I thought there has to be a better way (hence this post).

So I basically want something that retrieves tick data for multiple currency pairs, and writes it to CSV.

I would need to be able to choose which currency pairs to get data for, so if I updated those in the code and someone said "change these variable here to monitor currency pair x" that would be cool.

I then open up MT4, 'install' said code, and it then magically starts writing csv files. That would be very cool indeed.

If someone could point me in the right direction that would be very cool, indeed very very cool.

All the best
Sam

[brewmanz]

If your intention is to process this CSV file in real time, then I expect that you will encounter problems, and I would advise alternative methods of extracting the data for another app to process. e.g. pipe, shared mem or dll calls.

[[Deleted]]

http://www.dukascopy.com/ They offer free commercial quality forex tick data going back to April 2007 for anyone with a demo or live account. The easiest way to download their data is to signup for a Demo account and login to their JForex platform. Dukascopy will email you a link to open up their JForex platform along with your username & password.

Once you login, at the top of the JForex screen click Tools -> Historical Tester and download the data you desire. The tick data is downloaded in CVS format. Beware the files can be too large to open with excel.

Hope this helps

[[Deleted]]

Hi All

thank you for you posts. They have been most helpful

@ Brewmanz
cheers for the tip about processing csv data.

@ piptease

Awesome will check it out next.

OK so apparently CSV sucks, so for 190USD I got this coded. Hopefully I can attach the file...

Its an Expert Advisor that drops the tick data into a SQL Express DB.
You will need SQL Express DB from MS. Its free, google it.

Read the handy guide in my zip file but quickly its

install SQL Express DB
restore the .bak file into the database.

Create a OBDC thingy (this is real easy)

add the EA and some other files into MetaTrader directory.

Open MT and drop EA onto currency windows
Sit back and wait.

From restore to sitting back and waiting took about 30 mins.

Enjoy and remember to spread the wealth.