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Lmax historical data

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EQGGG
62
EQGGG  

Hi,

I'm interested in opening an account with Lmax. However I don't understand how to get accurate ticks history from them. With other brokers I simply download ticks from dukascopy first, then import them to mt4 strategy tester... but lmax doesnt seem to provide this accurate tick history and are an entire different market all by themselves.

I am thinking about buying a vps and letting my mt4 run 24/7: will that record every ticks and be good for strategy testing?

Thanks for your feedbacks.

Marco vd Heijden
Moderator
5484
Marco vd Heijden  
Maybe you can test on MetaQuotes-Demo history and trade live on LMAX.
whroeder1
15900
whroeder1  
EQGGG: I don't understand how to get accurate ticks history from them.
  1. Most brokers only have 32 or 65K bars of history per timeframe. That's 45 days of M1, 2.5 years on M15, etc.
  2. Quickly DL all available history from your broker: Problem loading historical data - MQL4 forum
EQGGG
62
EQGGG  
whroeder1:
  1. Most brokers only have 32 or 65K bars of history per timeframe. That's 45 days of M1, 2.5 years on M15, etc.
  2. Quickly DL all available history from your broker: Problem loading historical data - MQL4 forum

Thank a lot for your link.

So I understand that letting my mt4 instance run wont record every ticks (let's say every 50ms)? I've tried to download ticks history from metaquotes-demo but their history is very poor... it offers about 5 times less ticks data than dukascopy for instance... something like 1 ticks per seconds vs 1 ticks per 200ms... with a market as volatile as forex I'm a little paranoid about that.

I see lmax offers complete ticks history through API (java/.net) but that's seriously complicating matters... not even sure how to download them once connected to their api after browsing through their 20 page-long manual!!

https://www.lmax.com/professional/lmax-exchange-fee-schedule

Rgds.

Jose Francisco Casado Fernandez
3230
Jose Francisco Casado Fernandez  

Why don't you use the same Dukascopy tick data that you usually use in other brokers ??. LMAX is a market place itself, but Dukascopy too. If you use Dukascopy data with anyother broker, you can use it with LMAX too.

I'm a LMAX customer for many years, and in my opinion Dukascopy data is more similar to LMAX data than data from almost every other broker.

Regards.

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