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Poll: Which data are you using for developing your EAs?

  • #1
  • First Post: Nov 21, 2014 3:05pm Nov 21, 2014 3:05pm
Please answer this questions:

Metatrader version?
MT4

Broker used?
Im currently looking for one...

Data using?
Im looking at FXDD to download the m1 data from here: http://www.fxdd.com/us/en/forex-reso...1-minute-data/
Also looking at the Dukascopy Historical data: http://www.dukascopy.com/swiss/engli...ch/historical/

Timezone of your data?
I think FXDD is +6GMT

Does your data use Daylight savingtime?
Dont know yet.
Greetings, BeLikewater
  • #2
  • Nov 22, 2014 2:52am Nov 22, 2014 2:52am
Metatrader version?
Metatrader? Oh no way! I wrote my own plateform http://www.forexfactory.com/showthre...30#post6854630
I also use R for quick stats.

Broker used?
FXCM and Dukascopy. For no other reason that they provide a java API from which I can download real time and historical tick data.
http://www.forexfactory.com/showthre...01#post7038801

Data using?
Tick data only for the backtests. From the tick I build all the rest. Older data is only available in 1min, it is only used to build the historical time charts.

Timezone of your data?
UTC. You can translate the time in any timezone from this.

Does your data use Daylight savingtime?
Which DST the US or the European one? UTC has no DST to take care of.
No greed. No fear. Just maths.
  • #3
  • Last Post: Nov 22, 2014 9:01am Nov 22, 2014 9:01am
The highest quality free data available that I know of is from FXOpen ( https://forum.soft-fx.com/forum3-fix-api ). They stream real-time level-2 order book data (10 levels on each side), and also have historical order-book data (but only 5 levels on each side) going to around 2011. This data is only accessible through a FIX connection (you can get a demo one for free). If you subscribe to all of their 50 instruments you'll receive 15 GB of FIX messages per day.

Alpari also a lot of tick data easily accessible, but I didn't evaluate it yet: http://ticks.alpari.org

I also collect level-2 data (10 levels per side) from FXCM on 55 instruments (no CFDs). 50 GB of FIX messages per day.

Other level-2 streams I collect: Dukascopy, LMAX and MB Trading.

And of course, classic level-1 tick data (streaming or historical) from FXCM, Dukascopy, LMAX, Oanda, MB Trading, GAIN Capital and TrueFX.

All this data is converted to my own binary format and UTC time.

I don't have any candle/bar data at all. I used to, but I've deleted it all.
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