How Forex tick data can change your Forex ... - Forex Tester

Algorithmic Trading

A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. Feel free to submit papers/links of things you find interesting.
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Where to find quality Forex tick data?

I downloaded EURUSD tick datasets for several years back from Dukascopy and found out that the data is trash. Many missing periods, sudden inexplicable jumps from one hour to 2 hours in the future etc. There's no way for me to fix this, the quality is simply trash.
Where can I find quality Forex tick historical datasets? I found a few sources googling around, but it takes a fuck ton of time to download it and check, it's even riskier if I have to buy it. Does anyone have any proved sources?
submitted by anon4357 to algotrading [link] [comments]

Forex Tick Data

Hello, I've been using tickstory to optimize my EA for the past couple months. It works well, but it takes a long time to do because it's the lite version. Does anyone know where I can get free downloadable tick data? Highest quality as possible please.
submitted by Isollated to Forex [link] [comments]

Looking for high quality historical forex tick data with volume...

I'm writing an automated forex trading system and need high-quality data in order to test. I need tick data for the major pairs that include tick volume. I've found several sites that provide this service but they either don't have tick volume or are based on 1-minute bars.
Any help is appreciated.
submitted by Dadsaster to Forex [link] [comments]

Can powershell be used to divide a csv file of an entire month of forex tick data into smaller files of 30 minutes interval?

The format for the tick data is like this:
Date/Time Price
2018/08/01 00:00:00.070 111.832
2018/08/01 00:00:00.078 111.831
Is there any way to split a large csv file containing an entire month of price data into smaller files containing 30 minutes of price data?
submitted by Ifffrt to PowerShell [link] [comments]

Another Free Forex Tick Data Option

Here’s another option for free tick data now available from FXCM https://github.com/FXCMAPI/FXCMTickData. The tick data goes back to January 2015 and is available for the top 21 currency pairs.
submitted by RobPasche_FXCM to algotrading [link] [comments]

Downloading historical Forex tick data and importing them in to Python using Pandas

Downloading historical Forex tick data and importing them in to Python using Pandas submitted by jonromero to Python [link] [comments]

My third post: Downloading historical Forex tick data and importing them in to Python using Pandas

submitted by jonromero to algotrading [link] [comments]

Downloading historical Forex tick data and importing them into Python using Pandas

submitted by jonromero to programming [link] [comments]

[Developer] Investing using Python: 15 years of forex tick data to MongoDB using Python. Part One

[Developer] Investing using Python: 15 years of forex tick data to MongoDB using Python. Part One submitted by newsbeard to Newsbeard [link] [comments]

Historical + live Forex tick data

I'm looking for a source of both historical and live tick data. IqFeed and KineTick both offer 120 days of historical forex tick data (FXCM) as well as live for ~$100/month.
Are there any other options that have a better price or deeper historical database?
submitted by videoj to Forex [link] [comments]

A review of data/APIs for newcomers

I was thinking that we should have a better reference to acquiring data than what is currently on the sidebar.
Here are a few links I have collected that I think will be helpful to others. Please post your own links and mention your experiences with these data providers.
On acquiring data:
On APIs:
submitted by jvrssc to algotrading [link] [comments]

Dukascopy/Tickstory forex volume data is not trading volume

Getting Dukascopy / Tickstory forex data (I think the most famous free source of forex tick data), I noticed that the tick data csv has "bid volume" and "ask volume" columns.
Getting bar data for them, the "volume" column is just the sum of the "bid volume" of all ticks in the bar.

The way I understand the tick data, "bid volume" and "ask volume" are not real trading volumes, but rather the quantities in the top level of the order book (highest bid and lowest ask). If this is true, the "volume" data column in the bar data is very misleading, and this very famous and widely used data source does not contain 1) actual trading prices 2) trading volume.
Am I missing something? Dukascopy data can be obtained here: https://www.dukascopy.com/plugins/fxMarketWatch/?historical_data
submitted by cruvadom to algotrading [link] [comments]

What's the fastest and easiest way to turn my data into timeseries data?

Hi, complete beginner here. I have a question on how to prepare my data for ML.
I'm trying to turn forex tick data (from 10000 plus separate CSV files) formated like below:
Datetime Price
20180823 13:35:44.617 110.979
20180823 13:35:45.818 110.9
20180823 13:35:45.833 110.98
20180823 13:35:45.908 110.989
...into timeseries data.
My question is, what is the easiest way to do this by a complete beginner?
EDIT: I forgot to mention that I need the time series data to have uniform time intervals, with each file being a unique record in the dataset.
submitted by Ifffrt to learnmachinelearning [link] [comments]

What would you do with this

Had a system developed for connecting Python, R, Matlab which downloads (free) forex tick data in realtime storing it, then converts to timeframes tables in Mssql database hosted on own aws servers (free for first year), for running quant algos in realtime.
submitted by AffiliNet to Forex [link] [comments]

Can you use the VWAP on tick data for forex?

submitted by JoJoPack0314 to Forex [link] [comments]

Recommendations on tick size or intraday Forex data resources

Hi, does anyone have any recommendations on tick size data resources for foreign exchange please? It would be the best it collects as much currency pairs as possible, especially the dollar asia pairs. So far what I had found was Bloomberg, Reuters and 1Forge. Things about BBG and Reuters are like their data resources are quite unreliable and crude. 1Forge has no historical data. I have found a few other which has only G10 currency pairs. May I know from where you obtain these data for backtesting please?
submitted by xz379 to quant [link] [comments]

What is Trading Slippage & Modelling Strategy Execution Without the Full Tick Data Stream #fintech #trading #algotrading #quantitative #quant #fx #spot #forex #hft

submitted by silahian to quant_hft [link] [comments]

How to acquire Tick and Bar data for backtesting in 2019 [Stocks, Forex, and Crypto Currency]

How to acquire Tick and Bar data for backtesting in 2019 [Stocks, Forex, and Crypto Currency] submitted by finance_student to algorithmictrading [link] [comments]

@AlphaexCapital : EURUSD "ticks" higher after weaker Markit PMI data https://t.co/s7xVeXOamh #forex #forextrading #investing

submitted by AlphaexCapital to AlphaexCapital [link] [comments]

Forex backtesting - Tick data vs 1M data?

Hi,
Like most here, I’ve been working on building a strategy that best suits my trading style.
Basically - I trade on both the M15 and H4 charts for mainly EURUSD.
I’ve used mainly excel formulas to backtest my strategies - using 1M data downloaded from Histdata.com
When forward testing my data on a demo account - results are virtually the same. (I mean in Excel, my EA will open/close trade at the same time for the same profit as my EA will when it live trades on MT4.)
I see many people on this forum talking about tick data and its importance. I’m basically asking if I should be using tick data instead of 1M data in my backtests? Is it necessary and why is that? If my Excel formulas are showing the exact same results as my live forward testing, can I just keep using Excel?
Thank you for the help!
submitted by Hahathatssocool to algotrading [link] [comments]

[Developer] Investing using Python: 15 years of forex and CFDs tick data to MongoDB using Python. Part Four

[Developer] Investing using Python: 15 years of forex and CFDs tick data to MongoDB using Python. Part Four submitted by newsbeard to Newsbeard [link] [comments]

[Developer] Investing using Python: 15 years of forex and CFDs tick data to MongoDB using Python. Part Two

[Developer] Investing using Python: 15 years of forex and CFDs tick data to MongoDB using Python. Part Two submitted by newsbeard to Newsbeard [link] [comments]

Volume in Forex - YouTube How to Import and Back-test with Tick Data in Metatrader 5 ... Real-time stock tick data analysis Metatrader 4 - 99% Back-testing in 5 Simple Steps - YouTube EA TECH REPEDE pro  99% tick data  One year tick data strategy test  the best EA in 2019

Free tick data is available at https://freetradingdata.com. (Data is updated monthly) Note: Support is now moved to the Agility Software Forum No third party software required - just place the read-only data (unzipped) in your \tester\history directory for 99% accuracy in backtests. How tick data is used for Forex trading ? What is a tick chart in forex? Definition :The bars on a tick chart are created based on a particular number of transactions. While time-based charts draw a new bar after a set period of time, tick charts display a certain number of trades (ticks) before printing a new bar. For both time frames like 1 Minute and Tick Data; To start the free download, follow the following url: Download Free Forex Historical Data. To have more details about all our data feed, please check this url: Data Files – Detailed Specification. All this, Free and Easy, always! Happy Trading, HistData.com Where can someone get free (or very cheap) high frequency tick forex data? Ask Question Asked 3 years, 2 months ago. Active 2 months ago. Viewed 9k times 9. 2 $\begingroup$ I am currently working on a large data set (approx 80 million data points over 10 years). I would like another set of data that has one currency in common. Download free historical tick data and trading resources for Forex, Commodities, Crypto-currencies & Global markets. Join our community of traders today!

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Volume in Forex - YouTube

Real-time stock tick data analysis Lu Yang, ly2352. Demonstrates how to back-test your Expert Advisers (EAs) in Metatrader 5 using accurate, quality tick data (NOT 1-minute data) in 4 simple steps. The test is... Demonstrates how to back-test your Expert Advisers (EAs) with Metatrader and get 99% modelling quality in 5 simple steps. The back-test is executed with qual... Demonstrates how to download free historical tick data for your trading platform in 3 simple steps! Data covers Forex, Commodities, Indices and Stocks from D... http://daytradetowin.com/the-trade-scalper.php So how do you scalp the markets? Watch the Tradescalper in action for stocks, indices, currencies or any marke...

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