Topic: Historical data source
Hello,
can you please advise, consistent source of historical data /Broker/?
I found this: http://www.forextester.com/HistoryServiceDescription
Thank you for your support.
Create and Test Forex Strategies
You are not logged in. Please login or register.
Forex Software → Help and Support → Historical data source
Hello,
can you please advise, consistent source of historical data /Broker/?
I found this: http://www.forextester.com/HistoryServiceDescription
Thank you for your support.
You will find , on close examination, that the data from that site is full of holes..
There is data available within this software, do you need more than that?
The question is not "do you need more than that?" but Broker`s own historical data or third party data?
External data vs Broker's own historical data for backtesting ?
https://www.mql5.com/en/forum/42024
Feb 3, 2015 3:27am # Post 7
"The data dynamic is different, you cannot think the backest performed on data shaped by Ducas is reliable for your broker."
http://www.forexfactory.com/showthread.php?t=523334
How to download free tick data?
Dukascopy
Integral & Pepperstone
Oanda
MB Trading
HistData.com
Gain Capital (aka Forex.com)
To download Metatrader 4 pricefeed archive (for EA backtesting or strategy testing), choose the pair and pricing type, and click "download"
http://www.forexhistorydatabase.com/
" Reliable 14+ years of intraday history data for all timeframes down to 1 Minute.
The data are in ASCII format, ready for import to MetaTrader 4.
Our data start in November 1999 and end in June 2015, we offer full intraday data for timeframes from 1 minute, including: 1, 5, 15, 30, 60 min, 1 hour, 4 hours and daily for all currencies.
Data are composed of Open, High, Low and Close and Volume, they are cross compared and cross validated for maximum reliability. "
" This is source of all types of data, forex, futures, commodities.
Find and Use Data. Easily.
Finance and economic data in the form you want; instant download, API or direct to your app. "
" Our service intends to provide you with high-quality historical data
The data service aims to help traders to test their automatic trading strategies on the reliable Forex historical data. The quality of our data is one of the best among Forex data sources. And the price of our data is really fair.
As you probably know the backtesting is a very good and fast to get an idea about the performance of a trading strategy. Backtesting gives you a chance to test the strategy much faster than you can do it on a demo account. But it is very important to have a reliable source of historical data. If you test the strategy on data which are not consistent then your testing results can became wrong."
http://www.livetickdata.com/Symbols/ListOfSymbols
Alpari
Alpari UK
Alpari US
FOREX.COM
FXCM
FXDD
FXOPEN
InterbankFX
Forexite
HIGH FREQUENCY TRADING DATA - HIGH QUALITY
historical of financial data
http://www.tickdatamarket.com/
" Tickdatamarket is one of the world’s largest databases of high frequency data for financial institutions, traders and researchers alike. It captures, compresses, archives and provides uniform access to global historical data.
Tickdatamarkets collects every tick for all asset class types including equities, futures, interest rates, FX and cash indices, as well as full order book data.
Tickdatamarket enable clients to run historical simulations and back-test, develop trading and market-making strategies and build transaction-cost models."
Historical Tick Data
The CSV files listed below compile Tick Data from May 2009. The files contain top-of-the book, tick-by-tick market data, with fractional pip spreads in millisecond detail. All timestamps are based on GMT.
https://pepperstone.com/en/client-resou … -tick-data
Pepperstone and Integral
Background
Pepperstone is an ECN broker founded in 2010, with a solid reputation and a growing client base. I never had an account with them, but I heard good things from many people that have one and I have yet to hear from an unsatisfied client. The tick data they are offering is gathered by their partner Integral, one of the leading liquidity providers. Their data is of high quality, with spreads generally lower than Dukascopy.
The oldest data available is from 2009 and the available range of currency pairs is mostly limited to the majors (there are not many minor currency pairs and no metals). The data does not include the volume.
Available currency pairs:
AUDJPY AUDNZD AUDUSD CADJPY CHFJPY
EURCHF EURGBP EURJPY EURUSD GBPJPY
GBPUSD NZDUSD USDCAD USDCHF USDJPY
Acquiring
The data can be downloaded at the Pepperstone tick data page or at the TrueFX downloads page, with the latter requiring registration (which is free).
The data is split in files that span one month. To use it, go through the following steps:
Download the months of interest (should be consecutive).
Unpack all the zip files.
Concatenate the files in order. The easiest way to do that is:
Fire up a command prompt (Start->Run->cmd.exe)
Change the directory to where you unpacked the files into (e.g. cd "\Documents and Settings\Administrator\My Documents\Downloads\")
Use the type command (e.g. type EURUSD-2011-01.csv EURUSD-2011-02.csv EURUSD-2011-03.csv EURUSD-2011-04.csv > EURUSD.csv)
If you need more detailed instructions for concatenating files, please use a search engine. As a side note, if you’re using Firefox you might want to get the DownThemAll addon – it can download all the data for the pair(s) you want without too much clicking.
Pros & cons
Pros:
– very good quality
Cons:
– the first available date is 2009
– the data is split into months and the files have to be downloaded individually and manually concatenated (merged)
– the pair name is included for every tick which is a complete waste of space and bandwidth
http://www.liteforex.com/trading/quotes-history/
Unaudited data, required detailed inspection or investigation.
Research-Quality Historical Market Data Solutions
Historical intraday market data that is complete and accurate
Global coverage of the world’s stock, futures, options, and forex markets
Flexible storage and access choices, with historical data API and data hosting solutions
Easily integrate our data into R®, MATLAB®, MongoDB®, Kdb+®, etc.
Powerful TickWrite® time series building tools
About Tick Data, Inc.
For over 30 years, the world’s largest investment banks, asset managers, proprietary traders and universities have relied upon our historical intraday stock, futures, options and forex data to back-test trading strategies, develop risk & execution models, perform post-trade analysis, and conduct important academic research. Owned by its managers, Tick Data is passionately focused on data quality. And with data as far back as 1974, our offering is one of the largest of its kind.
Historical Forex Data_Data Collection Process
Tick Data strongly believes that one cannot rely on a single data feed collected in real-time to build a complete, error-free archive of data for research purposes. Systems fail and back-up routines do not always ensure an uninterrupted data stream. Likewise, transmission platforms, such as the Internet or dedicated digital lines, are not 100% reliable, resulting in lost data packets and gaps. For exchange-traded securities, we prefer to enter into agreements with exchanges and obtain our data directly from official exchange archives after the close (i.e. we do not collect the exchange data in real-time).
However, since Forex is an Over-The-Counter (OTC) market, we obtain the data from our data archive partners using post-market batch downloads. These archives are built using a primary, secondary and tertiary data collection infrastructure. Having three (3) isolated, redundant, geographically diverse archives means real-time data transmission errors and omissions are not a factor in our data collection. This proprietary data archival system compares the three archives to create a single, robust data series for each symbol, ensuring that any problems that may occur in one data archive do not make their way into our data sets.
With over 2,000 pairs to choose from, we have made it easy to order the 25 most actively-traded currency pairs (or you may choose your own list of pairs). These pairs correspond to the pairs pre-selected on our online store when you select “Top 25 Pairs” when ordering.
Forex Software → Help and Support → Historical data source
Powered by PunBB, supported by Informer Technologies, Inc.