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?
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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