Can anybody please share one year back- - - - intraday tic data for major forex pairs ?

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Can anybody please share one year back- - - - intraday tic data for major forex pairs ?


Thank you,

Sarbot
 
Can anybody please share one year back- - - - intraday tic data for major forex pairs ?


Thank you,

Sarbot


Try this site
http://www.fin-rus.com/analysis/export/default.asp
It may take sometime to download as files are so massive
 
Hi mpfx,

Have you (or anyone else for that matter) had any success with this site? All I seem to get back is a file with some rubbish in it....
 
Attention to the Meta Trader people: And hi Coen:

That's an excellent question, Coen.

I just tried (several times) to download a GBPUSD 15 minute data file from that site, and all I get is a 1K size meaningless file, which is "rubbish", because being far far too small, it doesn't have the intended data in it.

I need larger .hst files, please:

Currently, my MT 3.83 GBPUSD15.hst (and other 15 minute files for other pairs), are all roughly 250K in size. They only show about 3 months of chart data, back to Dec. 2, 2004. Not near enough!

I came to this site today to ask for larger .hst files, and noticed your post Coen. So I guess this is a fitting place to ask the Meta Trader people for larger .hst files that we badly need.

I need 1, 5, 15, 30, 60, and 240 minute .hst files, roughly 500K in size at least, but hopefully larger.

Please attach and email them to redeagle4@comcast.net. (My other email address porkp@comcast.net is no longer active.)

I installed Meta Trader 3.83 only 3 months ago, during 12/2004, and apparently that is why my .hst files are so small. I've already set my Tools/History Center "keep x bars" option to a higher setting, but that hasn't helped. Apparently it takes several months to "accumulate" larger .hst files.

At any rate, I've heard several people express a need for larger .hst files.
 
Hi mpfx,

Have you (or anyone else for that matter) had any success with this site? All I seem to get back is a file with some rubbish in it....


I've just imported 1minute data of Eur/USD "EURUSD_050108_050308.csv" 3 490 204 bytes and it looks very good
<TICKER> <PER> <DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <VOL>
EURUSD 1 20050108 0 1.3047 1.3052 1.304 1.3051 0
EURUSD 1 20050108 100 1.3048 1.3053 1.3042 1.3052 0
.....

There is a problem with tick data - I got some info in the file, unfortunately it's written (probably) in russian, so i can't read it :)
 
Thanks for your comments guys. After playing around a bit more with this site, it appears that it only provides about a year of historical data at any one time. If I specify dates more than a year apart, I end up with rubbish characters in my output file, which I'm presuming are simply russian characters telling me that I can't grab more than 1 years data!

What does appears to work is if you grab the data in 1 year blocks - i.e. 2001 - 2002, 2002 - 2003 etc...... Then simply merge these resulting files...

And by the way, MetaTrader does have more data in it - my charts go back to April 2001. There is a trick to getting it however. If you select the tools->options->charts tab and set both max history and max bars to as many bars as you want. You then simply keep pressing the "Home" key or scrolling your chart to the beginning of the chart and then keep either pressing the "Home" key or scrolling it - this forces MetaTrader to download earlier chart data to allow it to go further back in it's history. As I said - the history data on the MetaTrader server seems to go back to April, 2001.

Hope this helps.... If anyone else knows any good sources of chart data (I'd like to get about 10 years worth), I'd appreciate you letting me (us) know.
 
Thanks for the tips all of you.

BTW, with everything I've been talking about, I've been referring to MT version 3.83. I've had my "keep x pips" option on a higher setting, ever since I installed version 3.83 in Dec, 04, but still only have a GPBUSD15 .hst file of only 250K in size, and only showing data back to Dec 2, 04. And ever since I installed, I have scrolled back to the beginning date on all my charts, and still, no more data downloads. This is true while logged onto an Alpari demo account and also on Interbank both demo and live accounts. They are not downloading more history data while the "keep x pips" option set on highest and when scrolling back all the way.

So..... I'll have to go back to that dat site and try downloading 1 year data at a time. So... now I have new questions: Please correct me if I'm wrong.


The version 3.83 data format is:

<DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <VOL> Is this correct?

DD.MM.YYYY,HH:MM Is this correct?


The version 4 data format is:

<TICKER> <PER> <DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <VOL> Is this correct?

DD.MM.YYYY,HH:MM Is this correct?


If the version 4 format is correct, then I take it that actual tick data is used in back-testing, giving an accurate test result. Is this correct?
 
new hst format
struct HistoryHeader
  {
   int               version;
   char              copyright[64];
   char              symbol[12];
   int               period;
   int               digits;
   time_t            timesign;
   time_t            last_sync;
   int               unused[13];
  };
//----
#pragma pack(push,1)
struct RateInfo
  {
   time_t            ctm;
   double            open;
   double            low;
   double            high;
   double            close;
   double            vol;
  };
#pragma pack(pop)


===
symbol field string is to be same as prefix in the hst file name
period field value is to be same as postfix in the hst file name
i.e EURUSD for 60 minutes time frame should be named as EURUSD60.hst
digits field contains digits count after decimal point (usually 4. for japan yen - 2)

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