SAMUEL007:
You need to answer a question first, where will you get your tick data from ? the quality of that data will determine the answer to your question . . .
Obviously, I can record this information myself and store the data. However, it would be good to read these data, if available.
If yes, what is the quality of such data in comparison with what I would record myself.
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Hi all,
I wonder, whether somebody could answer the following question for me:
I need for a pre-selected day and currency pair the following information:
- Sequentional tick number in the day (for all ticks of the day)
- Time of the tick in miliseconds (that what you get through GetTickCount() ).
- Bid
- Ask
For the first tick of the day I need exact time, eg: 0 hours, 0 minutes, 3 seconds, 253 miliseconds.
Obviously, I can record this information myself and store the data. However, it would be good to read these data, if available.
If yes, what is the quality of such data in comparison with what I would record myself.
Thanks in advance for any recommendations or experience.
Samuel007