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Dukascopy historic data

  • #21
  • Sep 8, 2016 10:21pm Sep 8, 2016 10:21pm
Sorry, i can help you if you don't know Java.
When you lose, I'm the loudest who laugh at your face )
  • #22
  • Sep 9, 2016 3:43am Sep 9, 2016 3:43am
Quoting Batch
{quote} Am having same problem! 50% ! Chat said reboot computer, but since my Windows 7 is on a cloud I only re-opened site....no go! And chat disappears! Baloney people! I just need 2mo 1minTF Duk ecn data for each past 1yr available, like July to Sept 2mo. Can someone please help? I can pay you back with free AI strategy development setup "system" when its finished being developed as a thank you. I even tried to download to my Android, a no-go. Such BS! Jerry Batchj2011 at gmail dot com
probably i didnt download ECN data.
you need to play it 6m data only per one download. Even then, sometimes it just jumps over for about a month of data sometimes. Then you need to extra download 1 month which was excluded earlier.

plus, later on you have problem with december data..as it is not cleanest, so end of December off for trading. otherwizze rather clean data
  • #23
  • Sep 9, 2016 4:26pm Sep 9, 2016 4:26pm
Am doing ok now, seems tickdownloader had some stuck bug on my CNS server. Have newly installed tickdownloader on my new v2cloud.com Windows 7 now, working great.
Currently just taking my time doing 2 month at a time July-Sept 1minTF, plan to accumulate from each year available. Much to delete after each download & convert.
Sounds strange, but AI likes to just learn off of past samples as opposed to usual strategy pattern searching over great stretches of time type means/EAs, so will be fine now. Thx y'all. (Sorry Zelo, no laugh in my face today)
Jerry
  • #24
  • Sep 9, 2016 5:45pm Sep 9, 2016 5:45pm
Quoting Batch
{quote} I don't know those things. Need for importing into mt4. I don't know what could be more clear. Just need 2mo eurusd Duk ecn 1minTF to import into mt4. Mt4 can script convert up to 5min that I need. What are these JDK & Eclipse?
Batch-
Try this site instead.

http://www.histdata.com/download-free-forex-data/
  • #25
  • Sep 9, 2016 6:49pm Sep 9, 2016 6:49pm
Quoting cyber1
{quote} Batch- Try this site instead. http://www.histdata.com/download-free-forex-data/
Nice!
Is it Duk ecn data?
  • #26
  • Sep 9, 2016 8:51pm Sep 9, 2016 8:51pm
Quoting cyber1
{quote} Batch- Try this site instead. http://www.histdata.com/download-free-forex-data/
Looks pretty interesting. Sadly they don't cite any sources for there data ... makes me wonder where its coming from but definitely worth a look! Thank you for sharing the link.

Another source of free FX tick data is http://www.truefx.com/?page=downloads. TrueFX is run by Integral Development Corporation and the is provide on a one-month lag for most FX symbols. It is tick data though so you need to process it into M1 bars before feeding it to MT4/5.

The processing is pretty easy if you have some scripting skills in languages like Python etc.

9047.
  • #27
  • Sep 30, 2016 3:06pm Sep 30, 2016 3:06pm
Hi, I'm trying to read Dukascopy Data from the uncompressed data formatted (already un-lzma-ed XXh_ticks.bi5) with plain Java and I don't find the right way to do. Is there an example on that topic?

AFAIK the sequence of the fields is:
milliseconds since epoch
Ask price
Bid price
Ask volume
Bid volume

Unfortunately I have no clue which JAVA data types and which byte order I can find in that file.
I'd be grateful for any help which you could provide me with.
  • #28
  • Oct 1, 2016 8:15am Oct 1, 2016 8:15am
Quoting michelmichel
Hi, I'm trying to read Dukascopy Data from the uncompressed data formatted (already un-lzma-ed XXh_ticks.bi5) with plain Java and I don't find the right way to do. Is there an example on that topic? AFAIK the sequence of the fields is: milliseconds since epoch Ask price Bid price Ask volume Bid volume Unfortunately I have no clue which JAVA data types and which byte order I can find in that file. I'd be grateful for any help which you could provide me with.
"read dukascopy bi5 file" from Google
http://stackoverflow.com/questions/3...om-binary-file
http://stackoverflow.com/questions/1...ck-binary-file
C++ Library: https://github.com/ninety47/dukascopy
When you lose, I'm the loudest who laugh at your face )
  • #29
  • Oct 2, 2016 4:45pm Oct 2, 2016 4:45pm
Quoting Zelo
{quote} "read dukascopy bi5 file" from Google http://stackoverflow.com/questions/3...om-binary-file http://stackoverflow.com/questions/1...ck-binary-file C++ Library: https://github.com/ninety47/dukascopy
I've figured it out although I haven't found anything Java specific on Dukascopy, hence my post (I tend to google before I post). Here's the core of my solution.

Inserted Code
                int milliseconds =bb.getInt();
                int ask =         bb.getInt();
                int bid =         bb.getInt();
                float askv =      bb.getFloat();
                float bidv =      bb.getFloat();
bb is a ByteBuffer variable which reads 20 byte chunks from the file. 20 is the size of 3xInt and 2xFloat.
So far so good for currencies, if I divide the resulting ask/bid int by 100000.00000, the result is readable.

But for the symbol USA30IDXUSD I'm having trouble: 100000.00000 seems not to be good, the results are like this:
Inserted Code
USA30IDXUSD    2016-07-04 06:17:48.453    183.53082    183.52972    0.000005    0.000094
USA30IDXUSD    2016-07-04 06:17:49.270    183.53017    183.52913    0.000005    0.000094
USA30IDXUSD    2016-07-04 06:17:52.680    183.55163    183.52993    0.000094    0.000094
USA30IDXUSD    2016-07-04 06:17:53.120    183.54962    183.52717    0.000094    0.000094
USA30IDXUSD    2016-07-04 06:17:55.720    183.55180    183.53006    0.000094    0.000094
USA30IDXUSD    2016-07-04 06:17:56.671    183.53524    183.52989    0.000005    0.000094
USA30IDXUSD    2016-07-04 06:17:57.080    183.53532    183.52978    0.000005    0.000094
USA30IDXUSD    2016-07-04 06:17:58.187    183.53516    183.52882    0.000005    0.000094
Moreover, even if I take only 1000 to divide by, the Dow Jones was only around 18000 at that time, not 18350.
Am I missing something here? I got that data from: https://www.dukascopy.com/datafeed/U.../06h_ticks.bi5
  • #30
  • Last Post: Oct 5, 2016 9:02pm Oct 5, 2016 9:02pm
Quoting Zelo
{quote} "read dukascopy bi5 file" from Google http://stackoverflow.com/questions/3...om-binary-file http://stackoverflow.com/questions/1...ck-binary-file C++ Library: https://github.com/ninety47/dukascopy
Woo hoo 3rd on the search results

I do have some SWIG bindings that I haven't published for this code .... could spin up a Java interface if you are still having issues.
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