Gain Tick Data?
-
- Posts: 39
- Joined: Wed Feb 11, 2009 3:02 pm
Gain Tick Data?
Gain has free tick data.. Ive just built a converter for FT..I will give to anyone that wants it..
The data does however seem like pretty choppy data, wonder if anyone else has seen that?
Very Important!!
When you get data files from gain,, you will need to open them with Notepad, and save them as ANSI.. Many times, they are saved in UNIcode..
This wont work with my importer..
I have no idea why Gain is inconsistent when they save the text files, but they are as you will see.
The data does however seem like pretty choppy data, wonder if anyone else has seen that?
Very Important!!
When you get data files from gain,, you will need to open them with Notepad, and save them as ANSI.. Many times, they are saved in UNIcode..
This wont work with my importer..
I have no idea why Gain is inconsistent when they save the text files, but they are as you will see.
Last edited by ghamm on Wed Jun 24, 2009 3:07 am, edited 1 time in total.
-
- Posts: 39
- Joined: Wed Feb 11, 2009 3:02 pm
Gain Converter
Heres the app. Simply place it in a directory by itself..
Run it, pretty self explainitory..
Run it, pretty self explainitory..
- Attachments
-
- ImportGainTickData.zip
- (618.32 KiB) Downloaded 1041 times
-
- Posts: 151
- Joined: Tue Feb 24, 2009 1:03 pm
-
- Posts: 6
- Joined: Mon May 11, 2009 4:53 am
- Location: Pottsville Beach, Australia
Can't Convert Gain Data
Hi Gordon,
Thanks for posting your application.
I've tried it out but without success. Upon selecting the Gain CSV file and pressing "Import raw tick data..." I get the message in the status bar "Working on C:\...\file.csv 0" but nothing happens. I see the DB files are created but they remain empty. I run Windows Vista.
Any help on solving this one would be appreciated.
Regards
Pravah[/img]
Thanks for posting your application.
I've tried it out but without success. Upon selecting the Gain CSV file and pressing "Import raw tick data..." I get the message in the status bar "Working on C:\...\file.csv 0" but nothing happens. I see the DB files are created but they remain empty. I run Windows Vista.
Any help on solving this one would be appreciated.
Regards
Pravah[/img]
-
- Posts: 6
- Joined: Mon May 11, 2009 4:53 am
- Location: Pottsville Beach, Australia
Hi All,
Well its very quite here on the Gain data usage front. I see one other person has downloaded Gordon's application since my last post.
Is any one else attempting to use Gain to get tick accurate data for Forex Tester?
I've put in a request to Oanda for data too but I havn't received it back yet as they have a two week turnaround.
I look forward to hearing from any tick data hunters such as myself.
Regards
Pravah
Well its very quite here on the Gain data usage front. I see one other person has downloaded Gordon's application since my last post.
Is any one else attempting to use Gain to get tick accurate data for Forex Tester?
I've put in a request to Oanda for data too but I havn't received it back yet as they have a two week turnaround.
I look forward to hearing from any tick data hunters such as myself.
Regards
Pravah
-
- Posts: 39
- Joined: Wed Feb 11, 2009 3:02 pm
Pravah wrote:Hi All,
Well its very quite here on the Gain data usage front. I see one other person has downloaded Gordon's application since my last post.
Is any one else attempting to use Gain to get tick accurate data for Forex Tester?
I've put in a request to Oanda for data too but I havn't received it back yet as they have a two week turnaround.
I look forward to hearing from any tick data hunters such as myself.
Regards
Pravah
I havent had any trouble with the gain app.. but maybe its a vista file permissions issue. I hate vista for that reason.
I must say though, that I use Dukascopy data more.. takes longer to import, but I find it better, cleaner.
I also wrote an app for that too if you want it..
You can PM me.
Gordon
-
- Posts: 39
- Joined: Wed Feb 11, 2009 3:02 pm
ABC wrote:Hi,ghamm
please check the App,I also have same issue.
If forextest have the tick historical data download.I will pay it.
another,Can FT add the tick frametime? Like fxcm tick chart,can add indicator,etc.I think FT will be better.this can be direction of next FT,version2.2 2.3....although the speed is a issue.but it still can as option for low/high speed test.
Very like FT,thanks for developer and supporter.Do it best!
I use it quite often, never have any trouble. I dont however use vista.
I hate it .
Are you sure you are pointing to the text file first, before you import?
Not sure what yo mean by time frame.. Tick data is random.. Has no time frame..
-
- Posts: 39
- Joined: Wed Feb 11, 2009 3:02 pm
Found the issue..
I wrote this Converter assuming USA date/time format..
I think the problem is in some of the europe date settings.
I think the problem is in some of the europe date settings.
- Tantalus
- Posts: 302
- Joined: Fri Mar 23, 2007 3:51 pm
- Contact:
This is an interesting thread... I've been becoming increasingly interested in trading with tick data, but my approach has been somewhat different - finding a way to use tick data that leverages the full capability of FT to test/optimize strategies using only tick data.
It's food for another thread, though, so I'll bring that up in more detail separately.
B-
It's food for another thread, though, so I'll bring that up in more detail separately.
B-
Tantalus Research - Developing 21st Century Trading Systems.
-
- Posts: 39
- Joined: Wed Feb 11, 2009 3:02 pm
Tantalus wrote:This is an interesting thread... I've been becoming increasingly interested in trading with tick data, but my approach has been somewhat different - finding a way to use tick data that leverages the full capability of FT to test/optimize strategies using only tick data.
It's food for another thread, though, so I'll bring that up in more detail separately.
B-
One weekness I have with FT is this..
Im using real tick bid/ask data from bank direct feeds.
The spread is all over the place with these feeds.
With FT, it only uses the bid price, and subtracts a fake spread to give you an Ask. I wish we could create a real ask, instead of fake.. This would allow me to further test my scalpers.
- Tantalus
- Posts: 302
- Joined: Fri Mar 23, 2007 3:51 pm
- Contact:
ghamm wrote:Tantalus wrote:This is an interesting thread... I've been becoming increasingly interested in trading with tick data, but my approach has been somewhat different - finding a way to use tick data that leverages the full capability of FT to test/optimize strategies using only tick data.
It's food for another thread, though, so I'll bring that up in more detail separately.
B-
One weekness I have with FT is this..
Im using real tick bid/ask data from bank direct feeds.
The spread is all over the place with these feeds.
With FT, it only uses the bid price, and subtracts a fake spread to give you an Ask. I wish we could create a real ask, instead of fake.. This would allow me to further test my scalpers.
Tricky... If the spread is variable, you'd have to collect both Bid and Ask tick streams then import that data. I wrote a program to do that in MT4, but I have no idea how you'd capture the data from other feed sources.
Tantalus Research - Developing 21st Century Trading Systems.
-
- Posts: 10
- Joined: Wed Jan 19, 2011 5:38 pm
- Location: 92808
- Contact:
Error with the program
I know the posts are a bit old, but its still worth trying.
I have received Gain Capital's data in the following format,
lTid,cDealable,CurrencyPair,RateDateTime,RateBid,RateAsk
1029208779,D,AUD/USD,2010-01-03 17:00:49,.898300,.898800
1029208848,D,AUD/USD,2010-01-03 17:01:22,.898300,.898700
1029208883,D,AUD/USD,2010-01-03 17:01:38,.898200,.898700
1029209193,D,AUD/USD,2010-01-03 17:03:46,.898400,.898900
1029209465,D,AUD/USD,2010-01-03 17:06:26,.898500,.899000
When I run the above program, I get the attached error.
Any help would be appreciated.
I have received Gain Capital's data in the following format,
lTid,cDealable,CurrencyPair,RateDateTime,RateBid,RateAsk
1029208779,D,AUD/USD,2010-01-03 17:00:49,.898300,.898800
1029208848,D,AUD/USD,2010-01-03 17:01:22,.898300,.898700
1029208883,D,AUD/USD,2010-01-03 17:01:38,.898200,.898700
1029209193,D,AUD/USD,2010-01-03 17:03:46,.898400,.898900
1029209465,D,AUD/USD,2010-01-03 17:06:26,.898500,.899000
When I run the above program, I get the attached error.
Any help would be appreciated.
- Attachments
-
- ImportToolError.JPG (7.96 KiB) Viewed 20745 times
Who is online
Users browsing this forum: No registered users and 22 guests