Historical data

 
Hi. I downloaded historical data from histdata.com. I used a script to convert m1 to all ohters timeframe. I realized that sometimes difference of levels price goes aroung to 15 points or more if I compare with others brokers. Is there a way to get hitorical data with more precision? I´m looking for historical data since 2012.
 
Jhennifher: Hi. I downloaded historical data from histdata.com. I used a script to convert m1 to all ohters timeframe. I realized that sometimes difference of levels price goes aroung to 15 points or more if I compare with others brokers. Is there a way to get hitorical data with more precision? I´m looking for historical data since 2012.

Yes, you can use Dukascopy historical data which is free. The data available on "histdata.com" is of very low quality and I do not recommend you use that!

However, in order to produce the FXT/HST files to be able to run back-tests with the real tick data, you will need commercial 3rd party tools such as TickStory or Birt's Tick Data Suite (and both are able to also download the data automatically for you).

Or you could code your own FXT/HST file generators if you know how how to do it!

 
Fernando Carreiro:

Yes, you can use Dukascopy historical data which is free. The data available on "histdata.com" is of very low quality and I do not recommend you use that!

However, in order to produce the FXT/HST files to be able to run back-tests with the real tick data, you will need commercial 3rd party tools such as TickStory or Birt's Tick Data Suite (and both are able to also download the data automatically for you).

Or you could code your own FXT/HST file generators if you know how how to do it!


Thank you by answer.

So, to use Dukascopy hitorical data do I need tools like TickStory or Birt´s Tick Data Suite?

How can I check if these data from TickStory or Birt´s is really a nice precision?

As I see, there is no free data with good precision, is that right?

 

If I use these tools, will I find difference on price for differente brokers?

If I compare just ecn accounts regulated by FCA, will this difference persist?

 
Jhennifher:

If I use these tools, will I find difference on price for differente brokers?

If I compare just ecn accounts regulated by FCA, will this difference persist?


Always. MT5 for brokers' data.

 
Jhennifher: So, to use Dukascopy hitorical data do I need tools like TickStory or Birt´s Tick Data Suite?

How can I check if these data from TickStory or Birt´s is really a nice precision?

As I see, there is no free data with good precision, is that right?

If I use these tools, will I find difference on price for differente brokers?

If I compare just ecn accounts regulated by FCA, will this difference persist?

>> So, to use Dukascopy hitorical data do I need tools like TickStory or Birt´s Tick Data Suite?

If you know how to programme your own tools for creating the FXT and HST files, then you will not need those tools.

If you want (and really insist) in simulating variable spread and slippage in back-tests, then you will need the "Tick Data Suite"!

>> How can I check if these data from TickStory or Birt´s is really a nice precision?

Both tools use the Dukascopy tick data which is of high precision. All you have to do is check the Dukascopy data directly.

>> As I see, there is no free data with good precision, is that right?

Wrong! I just told you in the previous post that Dukascopy tick data is free!

>> If I use these tools, will I find difference on price for differente brokers?

This is historical data, which you will use for back-testing, so you will not have the ability to compare with other broker's data as you don't have access to their high quality tick data.

However, in real-time monitoring, for example while running two terminals and comparing the incoming data, there will always be very slight minor differences between data feeds, but they will be insignificant or inconsequential, and mostly due to the network latency.

>> If I compare just ecn accounts regulated by FCA, will this difference persist?

If your aim is to do Arbitrage Trading, then don't bother because the differences are very minor and only happen occasionally and almost always within the spread.

 
Icham Aidibe: Always. MT5 for brokers' data.

This is a MT4/MQL4 question and thread. It is not about MT5/MQL5!

 
Fernando Carreiro:

This is a MT4/MQL4 question and thread. It is not about MT5/MQL5!


Come on ! She asking for brokers' data feed, I answered that only MT5 do so - if you so nervous I leave you. Alone. With your datas :-/

 
Fernando Carreiro:

>> So, to use Dukascopy hitorical data do I need tools like TickStory or Birt´s Tick Data Suite?

If you know how to programme your own tools for creating the FXT and HST files, then you will not need those tools.

If you want to simulate variable spread and slippage in back-tests, then you will nee the "Tick Data Suite"!

>> How can I check if these data from TickStory or Birt´s is really a nice precision?

Both tools use the Dukascopy tick data which is of high precision. All you have to do is check the Dukascopy data directly.

>> As I see, there is no free data with good precision, is that right?

Wrong! I just told you in the previous post that Dukascopy tick data is free!

>> If I use these tools, will I find difference on price for differente brokers?

This is historical data, which you will use for back-testing, so you will not have the ability to compare with other broker's data as you don't have access to their high quality tick data.

However, in real-time monitoring, for example while running two terminals and comparing the incoming data, there will always be very slight minor differences between data feeds, but they will be insignificant or inconsequential, and mostly due to the network latency.

>> If I compare just ecn accounts regulated by FCA, will this difference persist?

If your aim is to do Arbitrage Trading, then don't bother because the differences are very minor and only happen occasionally and always within the spread.


I don´t know how to do Arbitrage Trading; maybe some day; for now, I´m backtesting some scalpers strategies, this is the reason.

As I checked, It costs usd 97.00.

May I use this took ar several terminal at same time buying just one license?

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Icham Aidibe: Come on ! She asking for brokers' data feed, I answered that only MT5 do so - if you so nervous I leave you. Alone. With your datas :-/

I was not criticizing or attacking you! You are free to continue your suggestions and encourage it!

But your comments seemed misleading, because on MT4 you can use other brokers data by producing your own HST and FXT files. It is not really a limitation.

 
Icham Aidibe:

Always. MT5 for brokers' data.


Sorry, I didn´t understand what you mean. Could you clarify it please?

Reason: