History Data Woes

[jonus]

Im using ATC and have been having serious history data problems for quite some time now. After finally convincing their server admin that theres problems, the answer I get from him is that its a Metaquotes problem. Actually I found that ATCs data (real chart data) is also hosed up. Are the rest of you having data problems, such as huge gaps (many days or months) ? Ive found that the Metaquotes data that comes down when you do a download is full of gaps, but also that the brokers server(s) data is also sketchy and can vary day to day.

To me, the whole History Data scheme in MT is a black box of voodoo. How can I take this industry seriously when the quality and reliability of the historical data is in such bad shape? Metaquotes, who has a huge customer base, you'd think, would be very careful and highly successful in gathering and maintaining reliable high quality data. If we cant rely on Metaquotes, who the hell can we rely on?

This is not only frustrating, but very ridiculous.

[Simon Gniadkowski]

hkjonus:

If we cant rely on Metaquotes, who the hell can we rely on?

There are more reliable sources (IMO) of data out there, Dukascopy for one . . . and it's real tick data.

[jonus]

can you load tic data directly into MT for backtesting?

[Simon Gniadkowski]

hkjonus:
can you load tic data directly into MT for backtesting?

Yes, it can be done. Have a read here: http://eareview.net/tick-data

[jonus]

seems like an awful lot of trouble to use tic data. got any tips on how to download it? i tried and it died.

[Simon Gniadkowski]

hkjonus:
seems like an awful lot of trouble to use tic data. got any tips on how to download it? i tried and it died.

I followed the instructions . . . I have 15 pairs and Gold from March 2007 to Aug 2011 . . . it does take some time to download though. Try a single pair and a short date range to get familiarised.

[jonus]

I downloaded some PHP scripts from that site but no luck getting them to work. Are you downloading manually? I found it tends to stop on me unless i do 6months at a time.

[George]

Why don't you export historical data from metatrader 5 and import it into metatrader 4 ?

That has no gaps, no mismatched chart errors, and there is even M1 data from 1999 january for the major pairs.

[Simon Gniadkowski]

hkjonus:
I downloaded some PHP scripts from that site but no luck getting them to work. Are you downloading manually? I found it tends to stop on me unless i do 6months at a time.

I used the Dukascopy Jforex platform and was able to download 4 pairs at a time from March 2007 to Aug 2011. Only time I had an issue was with disk space, I had to change the data storage location from my C: drive to my RAID array.

[jonus]

LordoftheMoney:

Why don't you export historical data from metatrader 5 and import it into metatrader 4 ?

That has no gaps, no mismatched chart errors, and there is even M1 data from 1999 january for the major pairs.

which MT5 broker/server do you suggest? I have Sig Trader5 (sig5.come) but the data seems sketchy and limited.

[jonus]

RaptorUK:
I used the Dukascopy Jforex platform and was able to download 4 pairs at a time from March 2007 to Aug 2011. Only time I had an issue was with disk space, I had to change the data storage location from my C: drive to my RAID array.

OK Ill give it a try. Everytime I tried the data feed it failed. Even when it finished, I got nothing. The CSV download us limited to 2000 tics at a time. Pretty damn useless! I tried using the DukasCopier and got a bunch of useless .bin files. Not sure the point of that. This industry is immature and hackish.