Download MetaTrader 5

Complete Forex Historical Tick Data.

To add comments, please log in or register
ForexSurfr
189
ForexSurfr  

Is there anyone out there with reliable and complete historical forex tick data. Through prior research I found Dukascopy but discovered that it is full of holes.

Ubzen
5394
Ubzen  
Dukascopy data with holes, how and where are you getting your data? Tho I don't use Dukascopy's data. It's well known around here that they've go one of the best data especially the Tick-Data.
ForexSurfr
189
ForexSurfr  
ubzen:
Dukascopy data with holes, how and where are you getting your data? Tho I don't use Dukascopy's data. It's well known around here that they've go one of the best data especially the Tick-Data.
ubzen,

I downloaded the data via JForex and went through the process explained at the EA review site http://eareview.net/tick-data/download-free-tick-data. Following the process described at this site, I ultimately ended up with a one minute *.fxt file. Placing this file in the tester history directory, I ran an EA program to give me all of the tick data on a one minute interval. Needless to say, I ended up with 19G of historical tick data. From there I uploaded the tick data into SQL Server and linked a tick data table to a master table with all of the days in the year from 2009 through 2011. What I ultimately discovered is that there is missing minute data. Though I accomodated weekends and excluded this from consideration, I did not accomodate holidays. As a result, some of the discrepancy data includes holidays not excluded.

Files:
Rod Williams
9
Rod Williams  
ForexSurfr:

Is there anyone out there with reliable and complete historical forex tick data. Through prior research I found Dukascopy but discovered that it is full of holes.

Hi,

Jeeezzz, holes in Dukascopy data?! True?

Anyone tried this folks: http://www.histdata.com ? It seems they have free forex historical data for 66 pairs ready for MetaTrader use. I'm using and, so far so good.

Can you guys provide your feedback?

Cheers.

ForexSurfr
189
ForexSurfr  
ealpssuperb:

Hi,

Jeeezzz, holes in Dukascopy data?! True?

Anyone tried this folks: http://www.histdata.com ? It seems they have free forex historical data for 66 pairs ready for MetaTrader use. I'm using and, so far so good.

Can you guys provide your feedback?

Cheers.


ealpssuperb,

Thank you for your response. Do you know the source of the data on this site?

Simon Gniadkowski
Moderator
18004
Simon Gniadkowski  
ForexSurfr:


ealpssuperb,

Thank you for your response. Do you know the source of the data on this site?

SPAMMERS rarely reply . . .
Rod Williams
9
Rod Williams  
ForexSurfr:


ealpssuperb,

Thank you for your response. Do you know the source of the data on this site?

Hi ForexSurfr,

I don't know the source of their data.

Cheers,

ForexSurfr
189
ForexSurfr  

Through further review I have elimated some of the missing minutes. I now have problems with 4,831 minutes of missing data. This spans three years of data and amounts to a 2.6% missing data rate. If anyone has more accurate data from a financial institution, I am interested.

Tjipke de Vries
6326
Tjipke de Vries  
ForexSurfr:

Is there anyone out there with reliable and complete historical forex tick data. Through prior research I found Dukascopy but discovered that it is full of holes.


We will always miss some tickdata in real trading To me it seems impossible to get every tick from your broker

So why is this then so important for you ???

ForexSurfr
189
ForexSurfr  
deVries:


We will always miss some tickdata in real trading To me it seems impossible to get every tick from your broker

So why is this then so important for you ???


deVries,

Thanks for your reply. This though is one variable that is important in evaluating and placing reliance upon EAs.

Luis
226
Luis  

Im trying to find data!


I subscribed to www.forextester.com , they were promising full historical data from 2001 with volume, from 9 different brokers. I paid 36$ and they redirected me to www.livetickdata.com who sells the same data for 8$. GOOD WORK.   Anyways I waiting for response because livetickdata seems offline and I could download it at the end.


IM VERY INTERESTED IN M1 DATA WITH VOLUMES FROM 2001

I used Dukascopy and their volumes were OK until 2009, back its another history. But for price only were ok from 2007, if you dont use m1 you can use them from 2000 for major pairs.

Greetings

BELIKEWATER

12
To add comments, please log in or register