Thursday, 1 May 2014

Dukascopy Tick Data Client


Problem 

One of the common problems that the trading system developers face is getting the tick data for back testing their systems. Certainly, you can buy such data from different vendors, but it is luxury for the sole developer he/she cannot afford.

The solution

Some banks provide tick data, however this data is made virtually unusable. Judge for yourself, if you go to Dukascopy data downloading page, you will be surprised how user-unfriendly this process is.
Try it !
http://www.dukascopy.com/swiss/english/marketwatch/historical/

There were attempts to automate such tasks. I am referring to the utility Tickstory (http://www.tickstory.com/). Well, not bad, not bad at all; however as any non-open source software it is not possible to modify it or tailor to your needs. I created the downloader of my own. It is an open source project.

The TickDataClient can be downloaded here

The source code is also available on request. Let me know, and I'll send you the code





6 comments:

  1. how on the earth you found the way to download tick data from dukascopy server?
    it's awesome!!!

    i try to do so by reading jforex api but found nothing.

    it would be great if you send me the code or teach me how.
    my email is zeloru@gmail.com

    thank you very much!

    have a great day,
    zeloru

    ReplyDelete
  2. Is it working OK?

    I'll prepare the code and send it to you. There is still one little condition attached. I am promoting my blog. Can you write
    a couple of posts on the relevant forums please?

    PS:

    Have you tested the Dukascopy API? Is it working as anticipated?

    ReplyDelete
  3. Fantastic! I can download the ticks from the best tick provider now.
    You mentioned in the previous post that the source code is available only after writing some comments somewhere..
    It would be nice if it can be downloaded straight away. Such a condition limits your potential users number. Can you reconsider this? It makes it a bit inconvenient..

    Tom

    ReplyDelete
    Replies
    1. Hi Tom,

      Perhaps later , when I am famous and retired. Seriously, my blog is not for charity, it is not a Salvation Army. It serves the only purpose, namely - self promotion and nothing but that. There is an implicit deal between me and my readers, they promote my blog and I share the code. Other people do the same, simply they are too hypocritical of saying that loud.

      Delete
  4. Thank you for your software. It is working. May be you have something similar for Alpari and Gaincapital servers? I am interested in Gaincapital especially. (http://www.gaincapital.com/)

    ReplyDelete
  5. I have the downloader for Gaincapital, but it is not a standalone application.
    Alpari as far as I know do not have any available data for downloading. The rely totally on MT4 internal functionality.

    ReplyDelete