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Tick Data
#1
I have found a new source of tick data. I have not tried this data yet so not sure what its like. There are some limitations, data is only available from mid 2009 and can only be downloaded for each month.

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LogicalLucidity has provided instructions for merging CSV files which could be useful for merging this data:

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#2
(04-06-2012, 11:46 AM)pudseybear Wrote: You are not allowed to view links. Register or Login to view.I have found a new source of tick data. I have not tried this data yet so not sure what its like. There are some limitations, data is only available from mid 2009 and can only be downloaded for each month.

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LogicalLucidity has provided instructions for merging CSV files which could be useful for merging this data:

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Hmmm,..
Yes I saw his post.

Has anyone looked at any reviews of these guys?
-is it going to be worth the extra hassle?

If it is GREAT but let's be very cautious as this is our life's blood of our systems... I'll be watching with great interest, but can't stop my testing now to try this as I won't be able to compare/tweak mid-stream...

Ratz

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#3
I see at their site they have a few more brkers who have jumped in, FinFX being one of them. At FinFX's site they display integral name (bottom right).

Looks like their for "real" at least ~


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Ratz

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#4
(04-06-2012, 12:20 PM)Ratz Wrote: You are not allowed to view links. Register or Login to view.Hmmm,..
Yes I saw his post.

Has anyone looked at any reviews of these guys?
-is it going to be worth the extra hassle?

If it is GREAT but let's be very cautious as this is our life's blood of our systems... I'll be watching with great interest, but can't stop my testing now to try this as I won't be able to compare/tweak mid-stream...

Its definitely a hassle but it will only be one time hassle. Once all data is downloaded and file set up, it would be easy in the future to keep adding monthly data to it.

I'm going to have a go with eurusd (sometime over this weekend) and will let you know how it goes.
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#5
Ive tested it a few months back. It's junk. Lot of holes, inconsistencies. Their data has more ticks (you end up with much bigger csv's) but thats not better at all since brokers dont feed you all the ticks from their liquidity.

Im only talking about the tickdata they made available. Integral has a good reputation like currenex. A lot of new brokers use them instead of building their own liquidity pool.
Pepperstone also uses integral (and more), they link to this tickdata on their website. But your better off with Dukascopy when it comes to free data.
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#6
(04-06-2012, 01:20 PM)warrie Wrote: You are not allowed to view links. Register or Login to view.Ive tested it a few months back. It's junk. Lot of holes, inconsistencies. Their data has more ticks (you end up with much bigger csv's) but thats not better at all since brokers dont feed you all the ticks from their liquidity.

Im only talking about the tickdata they made available. Integral has a good reputation like currenex. A lot of new brokers use them instead of building their own liquidity pool.
Pepperstone also uses integral (and more), they link to this tickdata on their website. But your better off with Dukascopy when it comes to free data.

Thank you for your input Smile
Ratz

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