NexusFi: Find Your Edge


Home Menu

 





Forex Tick Data


Discussion in Brokers

Updated
      Top Posters
    1. looks_one webradio with 2 posts (1 thanks)
    2. looks_two Quick Summary with 1 posts (0 thanks)
    3. looks_3 Blash with 1 posts (1 thanks)
    4. looks_4 TraderWalrus with 1 posts (1 thanks)
      Best Posters
    1. looks_one mattz with 1 thanks per post
    2. looks_two stocksharp with 1 thanks per post
    3. looks_3 Blash with 1 thanks per post
    4. looks_4 webradio with 0.5 thanks per post
    1. trending_up 2,338 views
    2. thumb_up 5 thanks given
    3. group 6 followers
    1. forum 6 posts
    2. attach_file 0 attachments




 
Search this Thread

Forex Tick Data

  #1 (permalink)
TraderWalrus
Bangkok Thailand
 
Posts: 36 since May 2016
Thanks Given: 15
Thanks Received: 17

I am using Interactive Brokers who provide 6 months of tick data, with irritating pacing restrictions, plus their data, as I understand, is sampled (every 200ms?).

I need at least a year of reliable data (main pairs). Will appreciate suggestions.

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
ZombieSqueeze
Platforms and Indicators
MC PL editor upgrade
MultiCharts
Increase in trading performance by 75%
The Elite Circle
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
Exit Strategy
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
30 thanks
Tao te Trade: way of the WLD
24 thanks
Diary of a simple price action trader
21 thanks
My NQ Trading Journal
14 thanks
GFIs1 1 DAX trade per day journal
10 thanks
  #3 (permalink)
 
Blash's Avatar
 Blash 
Chicago, IL
Legendary Market Chamois
 
Experience: None
Platform: NT8,NT7,TWS
Broker: InteractiveBrokers, S5T, IQFeed
Trading: The one I'm creating in the present....Index Futures mini/micro, ZF
Posts: 2,311 since Nov 2011
Thanks Given: 7,341
Thanks Received: 4,518


I say forget about tick data on FX minute is better. Forex tick data doesn't mean anything. DTN IQFEED has great FX data IMHO I believe it from FXCM on the Standard FX package. Years and years of it something like 20 or 30 plenty.

I broker with IB for futures and FXCM for FX. IB is not about the data that's why they don't put much effort into it and limit it so much.

You can also open an acct with FXCM and get their data included if that is an option for you so it's the same as IQFEED, basically.

Ron


Sent from my iPhone using futures.io

...My calamity is My providence, outwardly it is fire and vengeance, but inwardly it is light and mercy...
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #4 (permalink)
 
mattz's Avatar
 mattz   is a Vendor
 
Posts: 2,493 since Sep 2010
Thanks Given: 2,441
Thanks Received: 3,791


TraderWalrus View Post
I am using Interactive Brokers who provide 6 months of tick data, with irritating pacing restrictions, plus their data, as I understand, is sampled (every 200ms?).

I need at least a year of reliable data (main pairs). Will appreciate suggestions.

Try this service: TrueFX — Tick-By-Tick Real-Time And Historical Market Rates, Clean, Aggregated, Dealer Prices seems to be a reliable source of institutional market makers (interbank).

It seems they have specific years under their downloads.

Thank you,
Matt Z
Optimus Futures

There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
1 800 771 6748 local 561 367 8686 email [email protected]
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #5 (permalink)
 webradio 
Hamburg, Germany
 
Experience: None
Platform: MetaTrader, Multicharts
Trading: FX
Posts: 44 since Sep 2016
Thanks Given: 21
Thanks Received: 34

Here's a download script for TrueFX: github.com/webradio/TrueFX-by-cUrl

@Blash: I do agree that Forex ticks are rather elusive and differ between providers, but one might need them to generate n-tick bars for e.g. Bob Volman's FPAS method or more realistic backtesting.

Reply With Quote
Thanked by:
  #6 (permalink)
 
stocksharp's Avatar
 stocksharp 
Moscow, RU
 
Experience: Advanced
Platform: StockSharp
Trading: ES
Posts: 38 since Mar 2014
Thanks Given: 3
Thanks Received: 13


TraderWalrus View Post
I am using Interactive Brokers who provide 6 months of tick data, with irritating pacing restrictions, plus their data, as I understand, is sampled (every 200ms?).

I need at least a year of reliable data (main pairs). Will appreciate suggestions.

Hi,

Perhaps still relevant. We provide a free tool for market data downloading - S#.Data - a free application for downloading and storing market data. StockSharp - Hydra

For FX market Hydra support TrueFX, DukasCopy, GainCapital, MBTrading. Actually most of brokerage firms provide FX streaming for free. You can also grab and accumulate their data by using live connection. If provide more extended data with L2 deep and also it is provide real (no fake) quotes. For example DukasCopy changes their own history periodically.

Follow me on Twitter Reply With Quote
Thanked by:
  #7 (permalink)
 webradio 
Hamburg, Germany
 
Experience: None
Platform: MetaTrader, Multicharts
Trading: FX
Posts: 44 since Sep 2016
Thanks Given: 21
Thanks Received: 34


webradio View Post
Here's a download script

and another one for and by FXCM github.com/FXCMAPI/FXCMTickData, open source and no registration/login

Reply With Quote




Last Updated on January 5, 2018


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts