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| Tick data http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=77&t=48996 |
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| Author: | us_copiosus [ Thu 28 Mar, 2013, 04:13 ] |
| Post subject: | Tick data |
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 |
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| Author: | us_copiosus [ Fri 29 Mar, 2013, 00:31 ] |
| Post subject: | Re: Tick data |
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 |
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| Author: | tcsabina [ Fri 29 Mar, 2013, 12:44 ] |
| Post subject: | Re: Tick data |
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 (http://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. |
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| Author: | us_copiosus [ Sun 07 Jul, 2013, 11:15 ] |
| Post subject: | Re: Tick data |
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. |
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| Author: | tcsabina [ Mon 08 Jul, 2013, 11:55 ] |
| Post subject: | Re: Tick data |
Well, it is a bit clearer, but not completely 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. |
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| Author: | us_copiosus [ Mon 08 Jul, 2013, 22:21 ] |
| Post subject: | Re: Tick data |
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 |
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