Downloading tick data - page 5

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LEOK:

Maybe someone has already downloaded tick data for several currency pairs. I need ticks for 2009-2011 in "XXXXXX.CSV" format.

Share if you don't mind !

Then you don't need a download programme either ...

You don't need the ticks either, not just the software =)
 
hrenfx:
So it's all there in its original state, just the way you want it (from May 2009).

Thank you.
I got confused the first time!
 
wise:

I suppose so, but subsidising ECN until it starts generating income comparable to standard is not something everyone can afford. Plus, the idea of subsidizing is questionable. So, my point is that they have to get their money from somewhere. Maybe on the market it slips...

What kind of subsidy are we talking about? This broker only gets income from the difference of commissions he gets from the client and which he pays to his liquidity providers. There is no subsidy in this case. There is no way this business model can be loss-making to be subsidised.

If it is a question of covering the costs that the broker incurs - staff fees, etc., then it is like any other business. First you invest in what you see as a prospect, then you get a return on it which is many times greater than your investment. Obviously, only a transparent scheme has a serious prospect of full return. Especially in the current situation, when alternative transparent schemes are not visible even in the next year or two.

So the question is not about the peculiarities of trading, but technical, how to achieve simultaneous execution of limiters on several FIs. =)

And whether it is possible at all.

A market order can be implemented in two ways:

  1. A classic market order.
  2. Limit order at a price worse than the current price at Shift. This approach allows for a guaranteed negative slippage as good as Shift. This is especially relevant to the news - you are trying to play on the news through stop orders. In order not to lose on it because of possible huge negative slippage, according to the described scheme, if the market does not succeed in trading with a small slippage (less than Shift), it simply does not work. Thus, it prevents traders from huge losses.
  3. It is impossible to achieve the guaranteed simultaneous execution of the Limits on several Instruments. There are risks here.
 

hrenfx:

If it is a question of covering the costs incurred by the broker - paying staff etc., then it is like any business here. First you invest in what you think is a promising business, then you get a return on it which exceeds your investment many times over. Obviously, only a transparent scheme has a serious prospect of full return. Especially in the current situation when no alternative transparent scheme is visible even in the next year or two.

Yes, that's what we're talking about. Although I would not be so sure that ECN-schemes will beat everyone so quickly. People are somehow wary of going there. They (people) for some reason continue to demand fixed spreads and instant execution. =)

Limit order at a price worse than the current one on Shift. This approach allows you to guarantee the negative slippage which is not worse than that of Shift. This is especially relevant for news when you are trying to trade on the news using stop orders. In order not to lose on it because of possible huge negative slippage, according to the described scheme, if the market does not succeed in trading with a small slippage (less than Shift), it simply does not work. Thereby preventing the trader from making a huge loss.
Do bridges allow that? It looks like cheating. Also, the bridge can transmit such a limit into the market. Or ECN itself will do it. It might be also funny.
 
wise:

Yes, that's what it's all about. Although I wouldn't be so sure that ECN schemes will beat everyone so quickly. Somehow people are wary of going there. They (people) for some reason keep demanding fixed spreads and instant execution. =)

The people are illiterate and they are not the main focus in the short term. Institutionals are the ones who can quickly drive up volume. The goal is not to flog MT4 brokers, but to flog everyone, including institutional ones. The illiterate MT4 users are just lucky that the broker is growing with MT4 and already allows them to trade with conditions that are difficult to achieve elsewhere. The power is in the aggregator, not the MT4 connected to it.

Do the bridges allow this? It looks like cheating. Also the bridge may translate such limiter to the market. Or ECN may do it. It may be also funny.

Bridges has nothing to do with it. It's the internal implementation of market orders, which is vastly superior to the classic one in all respects.
 
hrenfx:

Institutionalists are the ones who can quickly drive up volume.

They can, but they already have a place to trade through. And I don't think that switching to MT4 will motivate them in any way. =)

So, all the same, retail forex with its ECN has to educate the people. Or the service will be unclaimed and the innovators will go out the window.

Bridges has nothing to do with it. It's the in-house implementation of market orders which is vastly superior to the classic one in every way.

How is that irrelevant? There is order validation at every stage. There can be an MT4 terminal, then an MT4 server, then a bridge, then the prime broker itself or whoever is in its place.

And the internal one for whom? For the "green stripes"? Well, I admit that they have done "pioneering" here too (in their bridge, so the bridges are involved), but you have to understand that this is not common practice.

 
wise:

They can, but they already have a place to trade through. And I don't think switching to MT4 will motivate them in any way. =)

What does MT4 have to do with it? MT4 has nothing to do with an aggregator. It's just a GUI. You can connect any other platform to it through its API. The institutes, if they will connect to it, must do it through FIX API. And the fact that institutes will have such interest - 100%, because the prices will be much better (already better), than they have now.

And internally for whom? For the "green stripes"? Well, I admit that they have done "pioneering" here too (in their bridge, so bridges have something to do with it), but you have to understand that this is not common practice.

It's not common practice and you don't care about it. If you follow it, you'll be a mouse. Bridge has nothing to do with it, as explained above.
 

I finally got banned from the MQL5 forum and my post was deleted. But, since it's on topic, I'm bringing it here:

hrenfx 2012.03.30 17:53 #
Да где же критика? Облачные вычисления нужны для мат. расчетов. Или вы правда думаете, что облако будет загружено оптимизацией торговых советников?
Если речь идет про кривую историю, то так совпало, что меня только что попросили скачать минутную историю (хотят прогнать на своей считалке) с FXCM по Bid и Ask ценам.
Я никогда столько не выкачивал, за ненадобностью. Но попробовал, и без проблем выкачал 1 000 000 минутных баров по обеим (синзронизированным) ценам. Можно было бы и больше, только зачем?
Это вам, как пример, что некоторые хранят Ask-историю и понимают ее важность.

So, at least 1 000 000 ticks from FXCM can be also pulled through their API.

P.S. To the moderators - this is not a discussion of name brokerage, but an opportunity to pump out ticks.

 
hrenfx:

I finally got banned from the MQL5 forum and my post was deleted. However, since it's on topic, I'm bringing it here:

Be gentle with the centres of the universe. They have a very sensitive psyche. If they get banned here too, we'll miss them. =)
 

And by the way, I bet the cloud is just going to be loaded with stupid, pointless and merciless optimisation.

Typical example woodpecker vulgaris http://forum.alpari.ru/showthread.php?t=70159

And the math calculations... hee-hee... You have to know maths. =)

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