What Are Tick Charts & How To Use Them For Trading
Algorithmic Trading
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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?
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.
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.
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.
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?
Anyone have a suggestion? I want to keep my charts in time scales and not tick, but I would like a study at the bottom or indicator showing me the cumulative ticks for a given time period. Any ideas? Like a volume of sorts, although I know forex doesn’t have a true volume, there is a tick count.
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:
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
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.
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.
http://twitter.com/forex_in_world/status/1262809020827676673EUR/USD ticks higher after positive German numbers https://t.co/nL2g9ESNIL— FOREX IN WORLD (@forex_in_world) May 19, 2020
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?
What is Trading Slippage & Modelling Strategy Execution Without the Full Tick Data Stream #fintech #trading #algotrading #quantitative #quant #fx #spot #forex #hft
Free Tick-Level Data Being traders ourselves, we appreciate that tick-level data is necessary for most forms of algorithmic trading strategy development, particularly where strategies target intraday volatility and/or short-term movements and need to have been backtested robustly in order to perform as expected. Forex tick chart trading is extremely short time trading and systems have huge noise and a lot of losing trades in a row. Benefits Since traders analyze the market before taking a decision, the tick charts when used alone or with the conventional time based intraday charts, could help in getting better insights and also additional valuable data. Tick sizes vary depending on the asset. The tick value was historically a fraction based on eighths, such as $0.0625 or $0.125, but the SEC now requires they be based on hundredths (1 cent). To know how much the value can change for one contract, multiply the tick size times the size of the contract. What About Forex And Tick Charts. The issue with Forex is that there is no centralized exchange so real tick readings are impossible. I get it, many people only have enough capital to trade the spot Forex market and not actual futures. The Broker Tick PVA Indicator is a MetaTrader 4 (MT4) indicator that can be used with any Forex Trading System for extra confirmation to enter or exit a trade. This indicator works with all currency pairs and all timeframes.
My Broker: https://bit.ly/MyFXBroker Become a Funded Trader: https://bit.ly/FundedTrader FX Blue Tick Charts: https://www.fxblue.com/appstore/12/tick-charts-... FOREX ROBOT Exp TickSniper PRO https://t.me/eanew2019 Live Coaching Offer: https://www.iamadaytrader.com/Master-Trader-Coaching-Class Free EBook http://ebook.iamadaytrader.com/ Free Training Manual http://... Tick Charts in day trading: Are they better than minute charts? http://www.topdogtrading.net/youtubeorganic-trading Here are 3 advantages that tick charts ha... A thorough introduction to using tick volume in Forex markets to add a new dimension to trading analysis and disambiguation between tick data and real volume...
![[Developer] Investing using Python: 15 years of forex tick data to MongoDB using Python. Part One](https://b.thumbs.redditmedia.com/2trXUuwuy8z0w_oEEe2oRvP0VLFYCJieahRpvnAzYwc.jpg "[Developer] Investing using Python: 15 years of forex tick data to MongoDB using Python. Part One")
![How to acquire Tick and Bar data for backtesting in 2019 [Stocks, Forex, and Crypto Currency]](https://b.thumbs.redditmedia.com/RzkDg4AP5gDdpqYnHj3k_7OEbKJt0UipCyOVNRCgFGk.jpg "How to acquire Tick and Bar data for backtesting in 2019 [Stocks, Forex, and Crypto Currency]")
