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  • #140892 |
    Customer
    17 Posts

    I’ve purchased QuantConnect Oanda CFD data, it is actually downloadable. Though it is not OHLC, but quote data only. The usability within SQ is questionable.

    #140893
    Customer
    292 Posts

    But you cannot download them as one file?i mean tick or one minute data

    #140899
    Customer
    17 Posts

    1 file/day 1M resolution. Also you get list of direct download links for each file. Batch download and stitching is the least of a problems.

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    #140905
    Customer
    29 Posts

    Hello

     

    Where I can buy best history tick data????

    #140915
    Karish
    Customer
    578 Posts

    Hello

     

    Where I can buy best history tick data????

    It was mentionedd again and again here on the forum.. Asirikuy..

    #140923
    Customer
    29 Posts

    Hello

     

    If I’m going to look at everything then I read this all year

    #141279
    Customer
    916 Posts

    FXCM tick data (from 2015), free.

     

    https://github.com/FXCMAPI/FXCMTickData

     

     

    FXCM is proud to continue the drive for more openness in data.

    We now have an open repository of tick data for certain instruments starting from January 4th 2015. The tick data repository is free for unlimited individual usaage and will be updated once a week.

    The following instruments are available to download.

    AUDCAD,AUDCHF,AUDJPY

    AUDNZD,CADCHF,EURAUD

    EURCHF,EURGBP,EURJPY

    EURUSD,GBPCHF,GBPJPY

    GBPNZD,GBPUSD,NZDCAD

    NZDCHF.NZDJPY,NZDUSD

    USDCAD,USDCHF,USDJPY

    To help with the downloading of data we have two python examples(Python 2.7 and Python 3.4).

    Files are stored in our public directory with the following path URL

    tickdata.fxcorporate.com/{instrument}/{year}/{int of week of year}.csv.gz

    For example if we want to get the first week of 2015 for EURUSD the URL would be

    https://tickdata.fxcorporate.com/EURUSD/2015/1.csv.gz

    #141807
    Participant
    16 Posts

    has anybody looked at forexite quoteroom? this is the format of the data. data goes back to 2003 but am not too sure whether the “time” column is compatible for SQ

     

    “Date”,”Time”,”O”,”H”,”L”,”C”
    12/14/2016,0001,1.0623,1.0624,1.0623,1.0624
    12/14/2016,0002,1.0625,1.0625,1.0624,1.0624
    12/14/2016,0003,1.0625,1.0625,1.0624,1.0625
    12/14/2016,0004,1.0624,1.0625,1.0623,1.0624
    12/14/2016,0005,1.0623,1.0625,1.0623,1.0625
    12/14/2016,0006,1.0625,1.0625,1.0625,1.0625
    #141815
    Customer
    17 Posts

    Any good sources for CME futures?

    #141824
    Moderator
    2349 Posts

    Hello,

     

    you can check this site https://www.quandl.com/

    #145032
    Customer
    57 Posts
    Hello guys
     
    Given the importance of the data by tick. And that I only know two free fonts of these. At least really extensive, not just a few months (Dukascopy and TrueFX), I want to have the data also of TrueFX, but I am encountering a problem:
     
    Has anyone been able to import the data by tick that TrueFX offers for free, in SQ?
     
    I downloaded EURUSD, and I was importing it into SQ whitout problems for the last months, but occurs a error when I am importing the month 3-2016. Did someone have the same problem?
     
    It is a mistake that only you can find out if you do a backtest in that moment. And that error damages the other data that is imported. I even see that the problem starts on March 18, but I have no idea what the problem is
     
    Has anyone successfully imported EURUSD data?
     

    AndrEAs

    #145039
    Customer
    57 Posts

     

    Hello guys
     
    Given the importance of the data by tick. And that I only know two free fonts of these. At least really extensive, not just a few months (Dukascopy and TrueFX), I want to have the data also of TrueFX, but I am encountering a problem:
     
    Has anyone been able to import the data by tick that TrueFX offers for free, in SQ?
     
    I downloaded EURUSD, and I was importing it into SQ whitout problems for the last months, but occurs a error when I am importing the month 3-2016. Did someone have the same problem?
     
    It is a mistake that only you can find out if you do a backtest in that moment. And that error damages the other data that is imported. I even see that the problem starts on March 18, but I have no idea what the problem is
     
    Has anyone successfully imported EURUSD data?
     

     

     
    Well, I found the error and reported the following to the TrueFX guys:
     
    I just want to inform you that the historical data of EURUSD 2016/6/18. from 16:00:00 hours have several critic errors which prevent to import the data correctly.
     
    For example at 16:01:08.216, Bid Price 1.12907, and Ask Price 1.1291 EUR/USD. 
    In this case the Ask Price doesn’t have the last digit. And this is a mistake that is repeated over and over again for the rest of that day.
     
    If you need more details I let my email .
     
    And,please, If you repair the data in that day, I would love to know that. for re-download it.
     
    Regards
     
    Andrés Marín
     
    I would can repair it, speculating a bit with the last digit and being careful that the Bid is always smaller than the Ask, which would not be so relevant as to deteriorate the quality of the data, but but is a lot of job… :wacko:  For now I will only wait for an answer.

    AndrEAs

    #145040
    Karish
    Customer
    578 Posts

    @AndrEAs SQ

     

    TrueFX tickdata is less accurate then Ducascopy IMO from what i saw and heard,

     

    you can get this data when using TickDataSuite as the 2nd source of data (the 1st is Ducascopy),

     

    https://eareview.net/software/tick-data-suite-v2-released

    #145104
    Customer
    52 Posts

    Since it seems that almost every one of us has struggled to get good data … and we are all going through similar processes of trial and error, encountering issues, bad data, etc. why not take a different approach.

     

    It looks like SQ imports the files and stores them as .DAT files. Why not have SQ provide the “validated” .DAT files set to GMT 0:00 of at least the majors for M1, H1, H4, and D time frames that we can just download and drop into the “bin” folder? The M1 .dat file on my machine is only 162 MB covering May 2003 to Jan 2017. Every other time frame file is much smaller.

     

    It shouldn’t take too much effort to script something that pulls down the dukascopy data and rebuilds the .DAT files once a month. 

     

    This would save us all huge amounts of time and likely help prevent us from going to market with bad strategies that haven’t been fully vetted.

     

    What do you think SQ Marc / Tomas?

    #145168
    Customer
    100 Posts
    Is it illegal to share the data I bought from the commercial website which is not exists no longer?
    I bought data from forexdata.biz more than 3 years ago, but I cannot connect that website any more.
    These data starts from the 1987 or 1986 and updated until 2014.08. and it is M1 (GMT+0) !
    Maybe the Asirikuy M1 data might be almost same with this because years ago, many asirikuy members have bought this data together. (And Daniel the manager of asirikuy introduced this website to asirikuy members) I want to share this with SQ members if it has no problem.. 

    Malim

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