Discussion in 'Data Sets and Feeds' started by ZBZB, Jan 7, 2019.
can anyone comment on the quality?
Wow this is too good to be true. Probably sucks. ~No details on where they get the data.~
Looks like they use free sources. Better than nothing, but I find that free sources often disagree with each other.
They currently source data from Dukascopy with other data sources currently in development.
The data source is Dukascopy. Tickstory is just a downloader to find the download links and download automatically. Been around many years.
Well that's decent. I use them as well through nefarious means. Looks like tickstory is a good package for how you'd do it yourself.
Quality is shit, they say it's sourcing from Dukascopy. Crazy wide bid offer spreads, sometimes 50 pips wide, outright false prices in between, some of which are hundreds of pips away from the overall market. Don't believe me? Check out a Dukascopy demo account and download the free quotes, for example AudChf, and see for yourself.
A lot of errors in historical data even in USDJPY. You need other sources ...
Getting reliable vendors who can offer you clear and quality data and a reasonable price is very trick nowadays, now you can imagine how difficult it can be to obtain free tick data. Data is like 90% of algotrading, you just can't do without it, and vendors will ask for something back for you to get high quality data. The vendors I know that offer free tick data include IEX.com, yes the exchange, the problem is sometimes their data is so unclear and you really have to spend lots of time cleaning it, also bloomberg offers free data sets, you can get all the data you ever need BUT you are limited in the amount of intraday data you can export from your Bloomberg and upto about 250 days historically.
Separate names with a comma.