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Tick Database
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PipCollector

Member Since Jan 05, 2010  92 posts PipCollector Jan 05 2010 at 16:04
Is anyone familiar with a quality tick database? Free if possible.

I've been searching a lot lately, but can't find a good one. I'm thinking of creating my own.

Patience is a virtue.
bizWiz

Member Since Aug 06, 2009  397 posts bizWiz Jan 05 2010 at 16:09
well i've heard that gain capital offers the largest database however it's not the best as it has a lot of gaps.

you can also get some data from Oanda.

on both cases however you will need to open an account.

Sleep is for the weak.
Yonex

Member Since Oct 25, 2009  75 posts Yonex Jan 05 2010 at 17:52 (edited Jan 05 2010 at 17:52 )
The one at Dukascopy is free for personal use. http://www.dukascopy.com/swiss/english/data_feed/historical/ wink

Whoever said money can't buy happiness didn't know where to shop.
PipCollector

Member Since Jan 05, 2010  92 posts PipCollector Jan 05 2010 at 18:27

Yonex posted:
    The one at Dukascopy is free for personal use. http://www.dukascopy.com/swiss/english/data_feed/historical/ wink


Thanks!

I've haven't had the time to test it yet. Have you worked with it? Is it reliable?

Patience is a virtue.
PipCollector

Member Since Jan 05, 2010  92 posts PipCollector Jan 05 2010 at 18:28

biz0101 posted:
    well i've heard that gain capital offers the largest database however it's not the best as it has a lot of gaps.

you can also get some data from Oanda.

on both cases however you will need to open an account.


Yeah tried both. Problem with Oanda is that you can get only one free pair data at a time and it goes only back to 2004.

Patience is a virtue.
Yonex

Member Since Oct 25, 2009  75 posts Yonex Jan 05 2010 at 18:32
I have worked with it, and I believe the data from Dukascopy is the most reliable you can get for free. cool

Whoever said money can't buy happiness didn't know where to shop.
PipCollector

Member Since Jan 05, 2010  92 posts PipCollector Jan 05 2010 at 18:48

Yonex posted:
    I have worked with it, and I believe the data from Dukascopy is the most reliable you can get for free. cool


Great! I will try it later.

Thanks!

Patience is a virtue.
pc8multifx

Member Since Sep 04, 2009  860 posts pc8multifx (pc8multifx) Jan 05 2010 at 22:38

PipCollector posted:
    Is anyone familiar with a quality tick database? Free if possible.

I've been searching a lot lately, but can't find a good one. I'm thinking of creating my own.



http://www.forexfactory.com/showthread.php?t=211652

Elkart

Member Since Aug 01, 2009  941 posts Elkart (Elkart) Jan 06 2010 at 08:09 (edited Jan 06 2010 at 08:12 )
Why are ticks worth looking for?

Chang beer is evil.
compuforexpamm

Member Since Aug 20, 2009  202 posts kennyhubbard (compuforexpamm) Jan 06 2010 at 08:20
With good quality tick data, you can achieve 99% backtest modelling quality. At present MT4 can only achieve 90% because you cannot get below the M1 bar level......MT4 mathematically interpolates the numbers below this level which leads to inaccurate testing, especially with scalpers.

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