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| how to get realtime tick data? |
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beardao
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| Post subject: how to get realtime tick data? |
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Posted: Sun 15 Jan, 2017, 06:52
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User rating: 0
Joined: Thu 22 Dec, 2016, 02:12
Posts: 10
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beardao
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| Post subject: Re: how to get realtime tick data? |
Post rating: 0
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Posted: Mon 16 Jan, 2017, 02:53
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User rating: 0
Joined: Thu 22 Dec, 2016, 02:12
Posts: 10
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1. if I can't get into realtime ticks? is it possible to get last 2 hours ticks?
for example, now time is 2017-1-16 12:00:00, could I get ticks between 2017-1-16 10:00:00 to 2017-1-16 12:00:00?
2. historical ticks quality problem
I downloaded dukascopy historical ticks and converted to daily OHLC. I found some data does not match with jforex 3 OHLC data.
for example, AUDUSD 2014-10-3，
* on jforex3, I use UTC time for day candle stick, and bid mode, then the closing price is 0.86737
* my converted data (same UTC time), OHL price is same with jforex3, but the closing price is 0.86709
* I downloaded this day tick again from jforex3, opened the CSV file, I found the last tick bid price is 0.86709
so obviously, either historical data is not correct or jforex3 data is not correct, but which one?
meanwhile I also found some day candle sticks in jforex3 has zero volumes, I guess those are not correct as well, because I can calculate the volume when i convert ticks into OHLC
is someone so kind to explain how these happen? thanks
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API Support
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| Post subject: Re: how to get realtime tick data? |
Post rating: 0
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Posted: Fri 27 Jan, 2017, 14:45
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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Thank you for the report. API data values are the correct ones.
The strategy in the attachment show an example of how to subscribe to realtime tick data.
| Attachments: |
Strategy1.java [1.8 KiB]
Downloaded 241 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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beardao
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| Post subject: Re: how to get realtime tick data? |
Post rating: 0
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Posted: Fri 03 Feb, 2017, 06:22
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User rating: 0
Joined: Thu 22 Dec, 2016, 02:12
Posts: 10
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thanks for your kind reply.
I tried your attached java file, but I can't get realtime ticks. the csv file can be created correctly, but no ticks.
I use demo account to test it.
or only live account can receive realtime ticks?
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NightOwl
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| Post subject: Re: how to get realtime tick data? |
Post rating: 0
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Posted: Wed 23 May, 2018, 21:05
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User rating: 4
Joined: Wed 23 May, 2018, 20:08
Posts: 44
Location: FinlandFinland
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beardao wrote: 1. if I can't get into realtime ticks? is it possible to get last 2 hours ticks?
for example, now time is 2017-1-16 12:00:00, could I get ticks between 2017-1-16 10:00:00 to 2017-1-16 12:00:00?
2. historical ticks quality problem
I downloaded dukascopy historical ticks and converted to daily OHLC. I found some data does not match with jforex 3 OHLC data.
for example, AUDUSD 2014-10-3，
* on jforex3, I use UTC time for day candle stick, and bid mode, then the closing price is 0.86737
* my converted data (same UTC time), OHL price is same with jforex3, but the closing price is 0.86709
* I downloaded this day tick again from jforex3, opened the CSV file, I found the last tick bid price is 0.86709
so obviously, either historical data is not correct or jforex3 data is not correct, but which one?
meanwhile I also found some day candle sticks in jforex3 has zero volumes, I guess those are not correct as well, because I can calculate the volume when i convert ticks into OHLC
is someone so kind to explain how these happen? thanks This does not give to me the newest actual data, but a feed from yessterday. How can I gain the current tick-price?
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