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
