data acquicition

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eric_mql5
107
eric_mql5  

Hello Guys,

I collected this data from yesterday London and part of New York trading section, expecting to be a big big file, using this:

int init()
  {
   
   handle=FileOpen("dataLondonNY.bin", FILE_BIN|FILE_WRITE);
    if(handle<1)
      Comment("File could not be opened");

   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   FileClose(handle);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//----
   FileWriteDouble(handle,0.5*(MarketInfo("EURUSD",MODE_ASK)+MarketInfo("EURUSD",MODE_BID)),DOUBLE_VALUE);  
   return(0);
  }

these are some values from matlab

{ 0.5*(Bid+Ask) }

{

{1.43109},

{1.43108},

{1.43123},

{1.43105},

{1.43106},

{1.43106},

{1.43105},

{1.43106},

{1.43106},

{1.43106},

{1.43106},

{1.43107},

{1.43109},

{1.43112},

{1.43111},

{1.43105},

{1.4311},

{1.43118},

{1.43118},

{1.43117}

why the data acquired length is only 321255 tick-rates for more than a day runing the script?

bests,

whroeder1
17958
whroeder1  
Every broker is different. On IBFX I get an average 150 ticks/minute (morning ET) * 8 hours = 72000. Some other brokers give less than 20 ticks/minute same time..
eric_mql5
107
eric_mql5  

I am new in this, but I read in a high frequency trading book that the EURUSD price could change up to 20000/min in the London section. I dont remember is is 20000/min or 20000/hour, or 20000/sec

whroeder1
17958
whroeder1  
20k/hour = 333/minute. I said 150/minute AVERAGE. A peak of 2X is certainly reasonable. And your run created 4x, certainly reasonable.
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