Dukascopy Support Board • View topic

[jerry921018]

I tried to understand the downloaded historical tick data, but couldn't make sure about it:
1. First of all, when selecting "tick" in "data loading" of "historical tester", there is no option of choosing "bid" or "ask", but the downloaded file names sometimes say "bid", sometimes say "ask". What's the filename mean?
2. In the downloaded file, how to explain the 2-5 columns? If it's "ask price, bid price, ask volume, bid volume", why there is always a "bid price" pair with a "ask price" in the same row? (The tick data I got from broker is always "EITHER ask price OR bid price" in a row, not both. How to explain the four columns' relationship?
3. What does it mean to choose two pairs in "instruments", such as "USD/CHF" and "EUR/CHF"? Sorry I am new. My understanding is always once pair.

API Support

Hi,

Quote:

First of all, when selecting "tick" in "data loading" of "historical tester", there is no option of choosing "bid" or "ask", but the downloaded file names sometimes say "bid", sometimes say "ask". What's the filename mean?

This is our bug. We will fix it.

Quote:

In the downloaded file, how to explain the 2-5 columns? If it's "ask price, bid price, ask volume, bid volume", why there is always a "bid price" pair with a "ask price" in the same row? (The tick data I got from broker is always "EITHER ask price OR bid price" in a row, not both. How to explain the four columns' relationship?

Yes, you are correct about column's relationship(tick time, ask price, bid price, ask volume, bid volume).
Tick data always consists of both bid and ask prices. So those are not separated.

Quote:

What does it mean to choose two pairs in "instruments", such as "USD/CHF" and "EUR/CHF"? Sorry I am new. My understanding is always once pair

It means that you could test your strategy for several instruments. When you download data, its the first pair, which is downloaded. (you can read it in generated file name, when saving this data)