I wish to obtain all tick data pertaining to certain specified times
e.g. at say 14:00, 14:30, 15:00 etc. for a 10 hour period prior to placing an order

Is this relatively simple to code ?

us_copiosus

Having just looked at the tick data available at Dukascopy - am even more confused

I wish to analyse historic tick data from 22.00 GMT until about 12:30 GMT the following day

Why is Dukascopy tick data ranging from 13:00 to 22:00 or 24:00 ????

What is the easiest way for me to obtain tick data for the above time range on a daily basis (i.e. current) ?

Thanks

us_copiosus

Hi,

I am not sure what you are up to, but to get historical data you have 2 options:
- download data as a .csv file (https://dukascopy.com/swiss/english/mark ... storical/#)
- use the Historical Tester within the JForex platform, and let your strategy handle the `feed`

Also it is not clear what do you mean with tick data ranging.

If you be a bit more specific in what are you trying to do, and what causes your problem, maybe others could help.

I wish to capture all tick data pertaining to certain specified times
e.g. at say 14:00, 14:30, 15:00 etc. for a 10 hour period prior to placing an order

I wish to save the tick data in an excel spreadsheet along with the date/Time stamp

I then wish to average the tick data over say 30 minute periods
[this part I can do - once I find out how to make excel recognize the Date/Time format]

Is this any clearer ?

us_copiosus

What am I up to
I am seeking to setup input data for an ANN.

Well, it is a bit clearer, but not completely . But maybe that (that I don't get it) is not a problem at all.

I guess you are trying to do this (capture tick to csv) with an automated strategy, right?
In that case, take a look on this.

You could specify a filter in the onTick() method, based on tick.getTime(), and only allow the strategy to save tick to the .csv file if the tick's time is matching your criteria (14:00, 14:30, 15:00 etc. for a 10 hour period).

In the given example the timestamp of a tick is in the format of 'yyyy-MM-dd HH:mm:ss'. This is the first column of the .csv file. You can also modify this to a format that Excel 'prefers'. Just take a look for possibilities here.


I hope this helps, and you are not aware of these already. If not, just post again.

Hi tcsabina

Thank's for your input....................

I tried writing tick data to a csv file as you suggested and it works exactly as it says - brilliant!

I also tried getting Dukascopy's example of writing to Excel (DDE) using "pretty-tools-JDDE-1.0.2.jar" but the result is an empty spreadsheet !

I wish I knew what is wrong there

Anyway thank you again

Bob M