Hello,

I would like to download historical tick data, but I am unable to find an example in the Wiki or Forum. Please can you point me in the right direction.

Regards.

There are multiple ways:

1. From Historical Tester in JForex client by selecting Save Data.
2. From dukascopy website https://www.dukascopy.com/swiss/english/ ... istorical/
3. By using a strategy, for instance: viewtopic.php?f=31&t=466

I am interested in using the strategy. Here is the code I use to get historical bar data which works fine for bars. But the problem is that when I use periods.add(Period.TICK) then the history.getBarStart complains.

public void onStart(IContext context) throws JFException {   
   
        long startTime = 0;
        long endTime = 0;
        long startDate = 0;
        
        DateTimeFormatter fmt = DateTimeFormat.forPattern("dd/MM/Y - k:mm");
        DecimalFormat twoDForm = new DecimalFormat("#.00000");
                        
   console = context.getConsole();   
   this.history = context.getHistory();
      
   gcSqlclient.connect();
        
   gmtSdfShort.setTimeZone(TimeZone.getTimeZone("GMT"));
        gmtSdfLong.setTimeZone(TimeZone.getTimeZone("GMT"));
        
        Set<Instrument> instruments = new HashSet<Instrument>();
        instruments.add(Instrument.EURUSD);      
      
        Enumeration<Instrument> eInstruments = Collections.enumeration(instruments);

        Set<Period> periods = new HashSet<Period>();
        //!!!!
        periods.add(Period.TICK);
        //periods.add(Period.ONE_MIN);  
        
        Enumeration<Period> ePeriods;

        while (eInstruments.hasMoreElements()) {
           
           Instrument iCurrent = eInstruments.nextElement();
           
           ePeriods = Collections.enumeration(periods);
           
           while (ePeriods.hasMoreElements()) {
              
              Period pCurrent = ePeriods.nextElement();
              
              //console.getErr().println(iCurrent.toString() + "\t" + pCurrent.toString());

              // Here is where I set the number of days to go back.
                 DateTime jDateTime = new DateTime().minusDays(7);
                 //DateTime jDateTime = new DateTime("2010-02-28T22:00:00");
              startDateStr = jDateTime.toString();
              
              day = Days.daysBetween(DateTime.parse(startDateStr), DateTime.now());  
              days = day.getDays();
              
              try {
               startDate = gmtSdfShort.parse(startDateStr).getTime();
              } catch (ParseException e) {
                  //stop strategy
               LOGGER.warn(e.toString());
                  context.stop();
                  return;
              }

              for (int day = 0; day < days; day++ ) {
       
                 startTime = startDate + Period.DAILY.getInterval() * day;
                 //endTime = startTime + Period.DAILY.getInterval();
                 endTime = new DateTime().getMillis() - 1;
                 
                  LOGGER.info("\t" + fmt.print(startTime) + "\t" + fmt.print(endTime));
                         
                  [color=#FF0080] long startBarTime = history.getBarStart(pCurrent, startTime);[/color]
                  long endBarTime = history.getBarStart(pCurrent, endTime);
                  List<IBar> bars = history.getBars(iCurrent, pCurrent, OfferSide.BID, startBarTime, endBarTime);
                  
                  for(IBar bar : bars) {
                     
                     LOGGER.info("\t" + iCurrent.toString() + "\t\t" + pCurrent.toString() + "\t" + fmt.print(bar.getTime()) + "\t" + twoDForm.format(bar.getLow()) + "\t" + twoDForm.format(bar.getHigh()));

                     brains.saveData(iCurrent.toString(), pCurrent.toString(), bar.getTime(), bar.getLow(), bar.getHigh(), bar.getClose());
                  
                  }
              }  
        
          }

        }
        
      LOGGER.info("onStop");
      gcSqlclient.disconnect();   
      brains.disconnect();        
        
        System.exit(0);
   }

Techniques that are applied for retrieving historical candle stick bars can not be applied to retrieving ticks. Please consider using IHistory.getTicks().

Its working. Thanks alot.

I'm new to JForex and just starting to learn to code in Java.

Can you post the whole code for the historical bars? I'd like to use it to find a way to store 1 minute, 5 minute, 1 hour, and 4 hour OHLC data in MySQL. There is info. and code on how to store ticks, but not bar data.

Thanks!

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Off topics are strictly forbidden.