Metatrader 5 TKC file format. Conversion / import of tick data possible?

 

Hello,

I am currently testing MT5 with a stock exchange broker that does not provide historical data in-built MT5.

So, I would love to be able to import my own tick data.

The problem is that TKC file format seem to be proprietary and compressed. 

I would love to know if someone has more information about this file format. I want to find a way to convert my high quality tick data to the MT5 TKC format.

If not, when will Metaquotes release a tool making it possible to import tick data on MT5?


Regards, 

 
Pedro Miranda: I am currently testing MT5 with a stock exchange broker that does not provide historical data in-built MT5.So, I would love to be able to import my own tick data. The problem is that TKC file format seem to be proprietary and compressed. I would love to know if someone has more information about this file format. I want to find a way to convert my high quality tick data to the MT5 TKC format. If not, when will Metaquotes release a tool making it possible to import tick data on MT5?

Are you absolutely sure it does not provide tick data?

In the Strategy Tester, you select the option "Every tick based on real ticks" and it will download the real tick data for testing!


As for importing 3rd party data, we have been told here on the forum by a moderator, that it is in the works, but no definitive date has been given for the release of such functionality.

 
Fernando Carreiro:

Are you absolutely sure it does not provide tick data?

In the Strategy Tester, you select the option "Every tick based on real ticks" and it will download the real tick data for testing!


As for importing 3rd party data, we have been told here on the forum my a moderator, that it is in the works, but no definitive date has been given for the release of such functionality.

Hi Fernando,

Yes, I am pretty sure it does not offer.

When it offers it is limited to 07/2014. There is no real tick data before that date.

Furthermore the data offered does not contain the correct information about the spreads. I guess they only provide data on the "last traded prices", instead of "best bid / best ask".

So, importing my own data seem to be the only way to go, in order to have 100% reliable backtest.

Traditionally stock brokers never provide data to it's clients. With all the other software providers, its up to the client to buy and import it's own data, separately from the software.

Metaquotes should adapt itself to the market, and not the other way. Even in Metatrader 4 finding good data was always a problem. Brokers feel burdened by the amount of data they should provide for free. It makes their server slower and it cost them a lot of bandwidth. 

Which from moderator told you about 3rd party import?


Regards,

 
Pedro Miranda: Yes, I am pretty sure it does not offer. When it offers it is limited to 07/2014. There is no real tick data before that date. Furthermore the data offered does not contain the correct information about the spreads. I guess they only provide data on the "last traded prices", instead of "best bid / best ask". So, importing my own data seem to be the only way to go, in order to have 100% reliable backtest.Traditionally stock brokers never provide data to it's clients. With all the other software providers, its up to the client to buy and import it's own data, separately from the software. Metaquotes should adapt itself to the market, and not the other way. Even in Metatrader 4 finding good data was always a problem. Brokers feel burdened by the amount of data they should provide for free. It makes their server slower and it cost them a lot of bandwidth.

Which from moderator told you about 3rd party import?

See here: https://www.mql5.com/en/forum/81334#comment_2434737

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