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Gain capital data quality

  • #1
  • First Post: Jun 20, 2007 5:02am Jun 20, 2007 5:02am
Hi,

Has anyone used the Gain tick data at:

http://ratedata.gaincapital.com/

You can download 6 years or so of tick-by-tick data.

I'm wondering what the quality of this data is like?

Alex
  • #2
  • Nov 7, 2007 4:17pm Nov 7, 2007 4:17pm
We used it on a project and found massive gaps in it... it was relatively clean in terms of spikes but the consitancy of the data, especially in the early sections leaves a little bit to be desired... we did end up writing a pretty slick app to convert the data into structured time series... the only issue we had was the format changed in a couple of the files and it would crash us... I never thought to check ALL the files before we tried to convert them.
Trade Small. Be Patient. Learn to Survive.
  • #3
  • Dec 6, 2007 12:31pm Dec 6, 2007 12:31pm
how about ibfx real ticks data.. it shown 99% modelling quality.. is it reliable ?
  • #4
  • Dec 7, 2007 11:00am Dec 7, 2007 11:00am
Quoting veematics
how about ibfx real ticks data.. it shown 99% modelling quality.. is it reliable ?
vee I've never seen it so I don't know... we did discover some of the issue with the gain data; there are some inconsistancies in the naming conventions and some files were being dropped as a result. There are still alot of small gaps in the data but its better... I'll do some checking up on the other source, I'm always looking for good data...
Trade Small. Be Patient. Learn to Survive.
  • #5
  • Dec 7, 2007 11:05am Dec 7, 2007 11:05am
The forum in interbankfx is closed now... http://forum.interbankfx.com

but appearently, they still not erase their tick data..

please quickly grab it here before they delete it...

http://forum.interbankfx.com/viewtopic.php?t=2119

it would make your modeling quality to 99%

but please analyze the tick.. before some ea bring me bad result when test it in their 99% modeling quality
  • #6
  • Dec 7, 2007 1:19pm Dec 7, 2007 1:19pm
I don't think I'm going to be much of a help on this... I don't use MT4 and don't have anything that can read that .tick extension... Also it sounds as if the data only goes back as far as 2004, which really wouldn't help me much. Most of my questionable data that needs to be scrubbed is before that...
Trade Small. Be Patient. Learn to Survive.
  • #7
  • Feb 26, 2008 3:55pm Feb 26, 2008 3:55pm
Quote
We used it on a project and found massive gaps in it... it was relatively clean in terms of spikes but the consitancy of the data, especially in the early sections leaves a little bit to be desired... we did end up writing a pretty slick app to convert the data into structured time series... the only issue we had was the format changed in a couple of the files and it would crash us... I never thought to check ALL the files before we tried to convert them.

Geez! I've been trying to load those csv's into my database for ages! For some of the data, Minitab can't read,SQL can't read , but Excel can.

How did you do it!!!
  • #8
  • Last Post: Feb 26, 2008 4:50pm Feb 26, 2008 4:50pm
The Gain Capital data is rubbish, the data that you can export out of MT4 does not seem to have any problems (using IBFX).

People seem obsessed with getting MT4 to use tick data, if your edge is the difference between 90% modeling quality and 99% quality then your probably curve fitting noise. I well written EA should work basically the same on 90% or open prices only.
The breaking of a wave cannot explain the whole sea.
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