Need True Forex Tick data

I need true, real time tick data on major forex pairs. I am not looking for snapshot tick data. Looking for up to the second data, as well as csv format for historical data that I can store locally.
Needs to be actual ticks on the sub-second level. And please don't mention Gain capital,
what the offer isn't the quality I need.
I Realize this will cost some money, that's expected. High quality data is needed since
I want to build a high frequency trading model within Matlab. Thanks.

Bloomberg.

~$10-15k

Dukascopy and TrueFX offer free milisecond level ticks. The TrueFX data has some missing days, and a few days with bad ticks (see pictures). They are not good enough for HFT. For that you would need something like HotspotFX market data, and executable stream access. I know a few guys doing HFT. They test theirs strategies live with small amounts, they say that it's almost impossible to backtest HFT, for a variety of reasons.

Otherwise you can buy them from Olsen. 3,500 euros for 3 years of EUR/USD last time I checked.

http://dl.dropbox.com/u/190212/ff/Tr...12_36_12_A.png


http://dl.dropbox.com/u/190212/ff/Tr...12_36_12_B.png

try this http://www.mql5.com/en/code/820 with MT5

That won't capture all the ticks, with MT4 and MT5 it is inevitable that some ticks will be missed.

Dukascopy is the best option I can encounter on the web.