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 Post subject: Gain Tick Data?
PostPosted: Sat Apr 18, 2009 3:55 am 
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Joined: Wed Feb 11, 2009 3:02 pm
Posts: 37
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.


Last edited by ghamm on Wed Jun 24, 2009 3:07 am, edited 1 time in total.

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 Post subject: Gain Converter
PostPosted: Sat Apr 18, 2009 3:17 pm 
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Joined: Wed Feb 11, 2009 3:02 pm
Posts: 37
Heres the app. Simply place it in a directory by itself..
Run it, pretty self explainitory..


Attachments:
ImportGainTickData.zip [618.32 KiB]
Downloaded 815 times
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 Post subject:
PostPosted: Sat Apr 18, 2009 6:17 pm 
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Joined: Tue Feb 24, 2009 1:03 pm
Posts: 151
Thanks Gordon, don't use Gain myself but will be useful to someone else I'm sure ;)

Steve


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 Post subject: Can't Convert Gain Data
PostPosted: Mon May 11, 2009 5:02 am 
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Joined: Mon May 11, 2009 4:53 am
Posts: 6
Location: Pottsville Beach, Australia
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]


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 Post subject: Feedback
PostPosted: Mon May 11, 2009 10:43 pm 
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Joined: Mon May 11, 2009 4:53 am
Posts: 6
Location: Pottsville Beach, Australia
Hi All,

I see that 15 other people have downloaded this application. Has anybody else experienced any usage issues (see my previous post) or have feedback to share?

Regards

Pravah


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 Post subject:
PostPosted: Thu May 14, 2009 2:46 am 
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Joined: Mon May 11, 2009 4:53 am
Posts: 6
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


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 Post subject:
PostPosted: Sat Jun 06, 2009 7:54 pm 
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Joined: Wed Feb 11, 2009 3:02 pm
Posts: 37
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


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 Post subject:
PostPosted: Wed Jun 10, 2009 10:20 am 
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Joined: Sat May 09, 2009 2:13 am
Posts: 3
Hi,ghamm

please check the App,I also have same issue.


Very like FT,thanks for developer and supporter.Do it best!


Last edited by ABC on Thu Jun 25, 2009 11:11 am, edited 1 time in total.

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 Post subject:
PostPosted: Thu Jun 11, 2009 12:53 am 
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Joined: Wed Feb 11, 2009 3:02 pm
Posts: 37
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..


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 Post subject: Found the issue..
PostPosted: Sat Jun 13, 2009 5:25 pm 
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Joined: Wed Feb 11, 2009 3:02 pm
Posts: 37
I wrote this Converter assuming USA date/time format..
I think the problem is in some of the europe date settings.


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 Post subject:
PostPosted: Mon Jun 15, 2009 12:05 am 
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Joined: Mon May 11, 2009 4:53 am
Posts: 6
Location: Pottsville Beach, Australia
I'm in Australia. We use dd/mm/yy. ie not US format so that would make sense.

Regards

Pravah


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 Post subject:
PostPosted: Mon Jun 15, 2009 9:29 am 
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Joined: Fri Mar 23, 2007 3:51 pm
Posts: 302
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-

_________________
Tantalus Research - Developing 21st Century Trading Systems.


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 Post subject:
PostPosted: Mon Jun 15, 2009 9:40 pm 
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Joined: Wed Feb 11, 2009 3:02 pm
Posts: 37
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.


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 Post subject:
PostPosted: Tue Jun 16, 2009 12:39 am 
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Joined: Fri Mar 23, 2007 3:51 pm
Posts: 302
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.


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 Post subject:
PostPosted: Tue Jun 16, 2009 10:57 pm 
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Joined: Wed Feb 11, 2009 3:02 pm
Posts: 37
MT4 has Bid only from MetaQuotes.

You have to either collect it yourself from MT4 or Use a bank feed.
I use Gain or Dukascopy.
Im now collecting deutsche bank too.


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 Post subject: Error with the program
PostPosted: Mon Jan 31, 2011 4:06 pm 
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Joined: Wed Jan 19, 2011 5:38 pm
Posts: 10
Location: 92808
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.


Attachments:
ImportToolError.JPG
ImportToolError.JPG [ 7.96 KiB | Viewed 5862 times ]
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