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Analysis/Reporting

Tick Data Downloader

Developer: FXCM

$ 999
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The Tick Data Downloader (“TDD”) is a stand-alone app that allows you to import large amounts of quality tick data directly from FXCM servers with precision as high as 300 ticks per second.*  This app is designed and optimized specifically for tick data and has the ability to access data for 39 currency pairs, as well as CFD instruments.

Additionally, this download package includes the Historical Data Downloader – Advanced version

  • Currency pairs including majors and exotics**
  • Contracts for Difference (CFDs) including indices, commodities, cryptocurrencies**
  • Bid and Ask data available
  • CSV, MT4, Ninja, and Custom data formats available
  • Weekend data on/off switch

*In cases where there were more than 300 ticks during a single second, Tick Data Downloader will download the final 300 ticks that occurred during that second, omitting ticks occurring at the beginning of that second.

**User must be subscribed to the desired instruments via Trading Station in order to see them listed in HDD or TDD. After subscribing to the desired symbols, restart HDD/TDD so that the changes will be reflected.

Due to the voluminous amount of tick data, it is recommended to limit individual downloads to 2-3 weeks of data at a time, and then merge the data together as desired.

Many tick data downloads contain over one million records. Microsoft Excel allows a maximum import of only 1,048,576 rows, therefore the data may need to be reformatted or a different application should be used to manage larger sets of tick data.

INPUTS

The following are inputs available in the application:

  • Start Date: the date defining the start of the data range
  • End Date: the date defining the end of the data range
  • Start Time: the time defining the start of the data range
  • End Time: the time defining the end of the data range
  • Currency: the designated symbol
  • Type of Data: specifies bid or ask data
  • File Format: specifies the import file format
  • Output Directory: specifies the destination folder for downloaded data
  • Offset from UTC: specifies the time offset from GMT
  • Weekend Data: toggles weekend data on/off
Risk Disclaimer

The application displayed on this page does not take in to consideration your individual personal circumstances and trading objectives. Therefore it should not be considered as a personal recommendation or investment advice. Past performance is not indicative of future results. There is no guarantee that the systems, trading techniques, trading methods, and/or indicators will result in profits or not result in losses.

Requirements

Database: SQLite and .Net version: 4.0

An FXCM account is required. Individuals who do not have an FXCM account can register for a free FXCM Practice Trading Account (demo account). Demo accounts allow users to test the software in a risk free environment.