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 Post subject: Futures data
PostPosted: Fri Feb 02, 2007 8:17 am 
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Joined: Fri Feb 02, 2007 8:10 am
Posts: 12
Hi
Any idea where can I import futures data like ES,NQ,YM etc sutable for FT?
Thanks


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PostPosted: Fri Feb 02, 2007 10:25 pm 
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Joined: Sat Oct 21, 2006 5:07 pm
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Forex Tester allows to import data in two formats (ASCII - with some exclusions to date format) and MetaTrader4 format. As for MetaTrader4 format now some forex brokers allow to trade CFD-contracts. For example you can find some data on the website of this russian forex broker http://www.alpari-idc.ru/ru/dc/databank.php but really you can search for other forex brokers which use MetaTrader as their trading platform.

To import futures data into Forex Tester, at first the name of such symbol should be created in the right manner: consists of 6 letters (3+3, first 3 letters for futures symbol, second 3 letters for currency name USD usually). So it will be not DJI, but DJIUSD with base currency USD.


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 Post subject:
PostPosted: Sat Feb 03, 2007 9:07 am 
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Joined: Fri Feb 02, 2007 8:10 am
Posts: 12
Thank you Man
I followed that link and found files for _SP500 in MT4 format.
Now it is not clear what is type D1 and M1?
And how to alter the name of this file for FT.?
Thanks for help.


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 Post subject:
PostPosted: Sat Feb 03, 2007 9:25 am 
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Joined: Sat Oct 21, 2006 5:07 pm
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D1 - Daily data, M1 - 1 Minute data.
It doesn't matter what's the file name for the history data to be imported, but new symbol should be named properly in the Currency List as mentioned above, for ex. SPIUSD (the rate of SP500 to USD, base currency - USD).


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 Post subject:
PostPosted: Sat Feb 03, 2007 9:37 am 
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You should import M1 data this is the base timeframe for Forex Tester.

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Mike


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 Post subject:
PostPosted: Sat Feb 03, 2007 1:24 pm 
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Joined: Fri Feb 02, 2007 8:10 am
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Man,Mike
Thanks for help


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PostPosted: Sun Sep 12, 2010 5:47 pm 
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Joined: Thu Apr 29, 2010 2:37 pm
Posts: 58
Location: vernon, BC, Canada
I followed the link to the Russian site, but could not find any historical data.
From this thread it seems like using FT with Equities and Futures historical data is possible, if I can find a source for CSV data
1. do you know of a source. I have submitted a query to CME Group to see what they can supply in the way of historical data for Futures and Equities
2. do you know of a text editor that I could use to globally change all text in certain columns as you describe in the tread. i.e. change Futures id to a currency pair id on all lines for specified columns etc. I see there is a free Visual Basic tool called ThinBasic which just might be the way to go. Since I can write Delphi Strategies, perhaps you have a batch Delphi program that reads in 1 file and writes out anther file, that way I would have the Classes defined and know what routines to call. I see you supplied a similiar program to this thread http://forextester.com/forum/viewtopic. ... hlight=csv which I can probably modify.


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 Post subject:
PostPosted: Mon Mar 28, 2011 4:53 pm 
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Joined: Thu Apr 29, 2010 2:37 pm
Posts: 58
Location: vernon, BC, Canada
I have M1 data for CLK1 (oil futures) size 16,592 kb and it Imports fine,

I use DOS command TYPE to merge several months of CL data and get a much larger file 139,562 kb. When I import this file, the import shows 12 Converting errors only, The progress bar shows Loading, but always 'can not import file'


The file is TXT file in CSV format with header
is there a size limit ?
I know that there is duplicate data in this file, is this a problem ?

Because I am using DOS TYPE command to merge CLK1, and CLJ1
I know that there is duplicate header rows in this file, is this a problem ?


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 Post subject:
PostPosted: Tue Mar 29, 2011 2:34 am 
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Joined: Sat Jul 11, 2009 10:54 am
Posts: 905
Thi file size is not a problem.
But duplicate headers can broke the data.
Anyway can you zip your file and send it to us? if the file is too big then you can upload it to some file exchange sites.

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 Post subject:
PostPosted: Tue Mar 29, 2011 6:34 am 
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Joined: Tue Oct 12, 2010 6:45 pm
Posts: 57
Open an MT4 account on www.fxpro.com They also have beside forex also Metals, Commodities, Index futures available. Export this data and import it into FT as you would use on other MT4 exports and you're on your way.


Wessel


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 Post subject:
PostPosted: Fri Oct 14, 2011 5:06 pm 
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Joined: Wed Oct 12, 2011 10:17 pm
Posts: 6
Thanks very much for posting the link to FXPRO. Unfortunately, the quality of that data is substandard, at least on the S&P Emini 500. There are many gaps and missing/inaccurate ticks on the M1 level.

Does anyone have any clean, unfiltered, real market data for the S&P500 emini or other futures contracts? Preferrably from a reliable data source like ZenFire?

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 Post subject:
PostPosted: Sat Oct 15, 2011 4:58 pm 
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Where did you download data? Did you try data from our data service?

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 Post subject:
PostPosted: Sat Oct 15, 2011 7:43 pm 
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Joined: Wed Oct 12, 2011 10:17 pm
Posts: 6
I opened a demo account with FXPRO, but their futures data did not match another known reliable data source for the S&P500 emini futures.

I reviewed your data service listings, but the futures offerings are very limited, both in symbols and in the amount of data offered. Thanks for the suggestion though. I had forgotten this was available and I will use it for my FX data.

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