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How can I export spread?

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AgatheBauer

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4 years ago #256990

I would like to export M1 Data with spread. I think the old Tickdata Downloader was able to do that…? However, there is no placeholder [Spread], only [Ask] and [Bid]. Now I could of course externally calculate spread. But if I try to export Bid and Ask in M1 Timeframe, I get only zeros.

Any other chance than extracting spread from the tickdata myself?

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hankeys

Customer, bbp_participant, community, sq-ultimate, 487 replies.

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4 years ago #257005

spread is ASK-BID, so 1M data could not have any spread value – you can calculate only some average spread for all ticks in the 1M bar

BID and ASK prices couldnt be in the 1M bars, 1M bar has only OHLC

so calculating spread could be done only from tickdata and for higher precisions need to be averaged…and second thing you need to know if you have ECN data or STP data….dukascopy data are ECN, so the spreads will be very low

what is the purpose behind it? because spred will be different through the whole day and for our purposes we need only some average value

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AgatheBauer

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4 years ago #257006

It’s clear that I can only use an average. The purpose is to just get consistency with the price data that I exported with the old Tickdata Downloader. I’m using Zorro Trader and I see, that the old price data has some spread value.

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