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how to get realtime tick data?
 Post subject: how to get realtime tick data? Post rating: 0   New post Posted: Sun 15 Jan, 2017, 06:52 
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my trading system needs to be fed realtime ticks. how can I get it?

BTW: are the historical tick data I downloaded from following link reliable and real?
https://www.dukascopy.com/swiss/chinese ... istorical/

thanks!


 
 Post subject: Re: how to get realtime tick data? Post rating: 0   New post Posted: Mon 16 Jan, 2017, 02:53 
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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


 
 Post subject: Re: how to get realtime tick data? Post rating: 0   New post Posted: Fri 27 Jan, 2017, 14:45 
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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 240 times
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 Post subject: Re: how to get realtime tick data? Post rating: 0   New post Posted: Fri 03 Feb, 2017, 06:22 
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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?


 
 Post subject: Re: how to get realtime tick data? Post rating: 0   New post Posted: Wed 23 May, 2018, 21:05 

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Joined: Wed 23 May, 2018, 20:08
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Location: FinlandFinland
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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