Where are you currently getting live and historical data and what are your biggest pain points when acquiring this data?
Trying to figure out if i can add some value to forex community.
Posted Feb 17, 2017, 3:45 PM UTC
try stooq.com. they have got intensive db.
be careful with investing.com, their data is shitty and faulty. before anyone challenges me and makes me lose it, here is proof: see gbpnzd daily 2010-2015 and look at 2011 data for duplicates: http://imgur.com/a/fQPWY
The biggest pain point is that good historical tick data is expensive as hell. I don't like time-based charts (I prefer constant volume or constant range bars), so historical tick data is absolutely necessary for my backtests.
Not sure how technical you are, but you can grab years of historical data from Oanda's API. All you need is a demo account. Includes candles down to 5S AND tick volume...although the tick volume is limited to the last few years I believe.
People have problems looking for a lot of tick data.
im using excel power query to save forward rate data @ 1min intervals from investing.com then using a macro key logger to upload it to SQL 2016 then using amibroker to chart the SQL data. fucking pain in the ass since excel external data download eventually always throws an error.
historical forward rate data is impossible to come by
Woah intense
I use dtn IQ feed with MATLAB. I feel it could fulfil all your needs in one if you know how to code
I've browsed through some screens of matlab and it seems like learning that is a project in itself.
Theres some way to make excel a linked server to SQL but i've yet to make it work. i think its MSFT wants you to subscribe to their online SQL tools instead.
Are you just scraping this data or is there an API?
just scraping.
Try MT4 History Center
I don't know about the quality but check histdata.com
MT4 Ctrl-s Will save Csv with prices according to the timeframe you are looking at, think it'll go back 5 years
There's no clear way of getting small tick data for old time periods. Tbh I don't care much about differences between brokers, I just want to be able to get so I can test/optimise stuff properly