Research in matrix packages - page 11

[Vladimir Perervenko]

zaskok3:
It is possible to get history and real-time feed (+ trade) directly from R. History: OHLC (up to seconds) + ticks + Level2.

Manual. I think it may be relevant at least as an updated online DB for custom feeds in MT5.

But I want to master not only MQL, but also mathematical packages. For example, look how quickly and easily calculate the average spread of the last seven days:

Result:

Just two lines! There's no need to think about downloading fresh tick history, looping and so on. Everything is done by itself!

Unfortunately, I know practically nothing in R. I'd like examples of visualization of the same price. To see the spread distribution and other simple "on the fly" actions, which in R take one/two lines.

And I'm not even speaking about testers variants (with possibility to choose optimization model (not only GA)) in R.

The same applies to Matlab with Math. If anyone is friendly, please share simple and illustrative examples.

I see a more reliable option : the trueFX website R package "TFX "

Good luck

[Alexey Volchanskiy]

Vladimir Perervenko:

I see a more reliable option: the trueFX website package R "TFX "

Good luck

So is the data published there only for the past month, or is it different with the R TFX package?

[Vladimir Perervenko]

Alexey Volchanskiy:
So is the data published there only for the past month, or is it different with the R TFX package?

No, it's not. You have access to real-time data.

Fromthe TrueFX(tm) website, "TrueFX is the first service that brings you real, dealable prices from

real market participants from all the major market makers, with absolutely no intermediaries. As a

technology company, we can offer you historical tick-by-tick market data, at zero cost to you.

This data is top-of-the-book, tick-by-tick market data, with fractional pip spreads in millisecond

detail. All timestamps are based on GMT.

The only problem is that you will occasionally have to organise the queries yourself. Streamline is not supported. But it is not a problem.

Used it for a long time. Getting clean data is sometimes useful.

When I said more reliability, I meant a reputable site, not a world-unknown source with unclear provenance.

Good luck

[Alexey Volchanskiy]

Vladimir Perervenko:

No, it's not. You have access to real-time data.

Fromthe TrueFX(tm) website, "TrueFX is the first service that brings you real, dealable prices from

real market participants from all the major market makers, with absolutely no intermediaries. As a

technology company, we can offer you historical tick-by-tick market data, at zero cost to you.

This data is top-of-the-book, tick-by-tick market data, with fractional pip spreads in millisecond

detail. All timestamps are based on GMT.

The only problem is that you will occasionally have to organise the queries yourself. Streamline is not supported. But it is not a problem.

Used it for a long time. Getting clean data is sometimes useful.

When I said more reliability, I meant a reputable site, not a world-unknown source with unclear provenance.

Good luck

Interesting, I've only downloaded monthly tick zip archives from there. I'll have to try rile time.

[ivanivan_11]

I can't get anything out of a Demo/Paper account through IBrokers? I've seen on the net that they don't transfer historical data for demo accounts through the api. or is it something I'm doing wrong?