How is histdata.com for historical forex?

Discussion in 'Forex' started by nooby_mcnoob, Feb 24, 2019.

  1. jharmon

    jharmon

    Using tick volume is not a decent representation of volume. It just shows you how many requotes are occurring.

    With knowledge of the source of data, I don't think it's worthwhile to use it. They could completely change sources from day-to-day and you'd be trying to infer relationships that aren't there.

    Can't beat the price, but the provenance is questionable.
     
    Last edited: Feb 25, 2019
  2. ZBZB

    ZBZB

  3. Have you purchased this? They won't sell it to me
     
  4. Tick volume is not perfect by a long shot but lacking volume data what would you use?
     
  5. ZBZB

    ZBZB

    Why is that? I have not purchasd either.
     
  6. jharmon

    jharmon

    Futures volume or CLS.
     
  7. According to them they only sell to institutions. Makes sense, retail traders likely are a pain.
     
  8. Do you have access to CLS? I can't get it.

    There was a study I read about which showed a 90% correlation between tick volume and real volume. Let's say that is now decayed to 80%. That's still decent!

    Futures volume is difficult to map well as finding volume for expired contracts is a pain. But I also did look into this and may run a study at some point to see their correlation.
     
  9. ZBZB

    ZBZB

    Where do you get tick volume for FX?
     
    #10     Feb 25, 2019