Discussion in 'Automated Trading' started by WiktorK, May 10, 2020.

  1. WiktorK


    I have gathered almost 4 years of tick by tick data for these 6 currency pairs and thought it might be useful for some of you :)

    Here is the Google Drive link if anyone wishes to use this:

    Every folder contains 51 text files (except from GBPUSD which has only 48).
    File "1" is January 2016, "2" is February 2016 etc... "51" is March 2020. Ticks are stored in a list (great for python lovers :D), but with a little bit of work it can be turned into any desired form I guess.

    The prices are averages between bid and ask.

    guru, Developer and Atikon like this.
  2. I don't need this data. Thanks for posting however. Qs:
    1. How are we supposed to convert "1" is January 2016, "2" is February 2016 etc., taking into account holidays and what not? How about just dates?
    2. No timestamp? Or am I missing it somehow? If someone wants to make 3 minute bars how would they?
  3. guru


    Thanks for posting. Can be useful to some (and possibly myself in the future), though I'd also like to know whether you have this data with timestamps?
  4. WiktorK


    There are no timestamps for this tick data, all it has are the price changes. For me the time between each tick does not matter, only the price change.