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Posted

Hello to everyone.

I am trying to backtest a strategy with multicharts but there is the problem of no synced trade bid ask tick with CQG data.This problem make the backtest result no reliable.IQfeed gives data with milliseconds timestamp that will help to sync trade bid and ask tick data in backtesting (microsecond timestamp would be better but i don't know any data provider good for multichart giving hisotical data with that).Now I am asking who have the possibility to share some historical iqfeed data (trade ask and bid tick by tick) at least 3 months of the euroFX cme future or of any other currency futures or sp500 or Dax.

I think that those data would be really helpfull to anybody need to backtest a strategy and have reliable result.I know that on big mike elite forum they shared iqfeed historical data so if anybody have acces to that can share with us their shared data.

There are also other dataprovider that gives tick data with milliseconds timestamp the importat thing is that the data are in acsii format for import them in Multicharts.

Thanks in advace to anybody will help.

Have a good day.

  • 2 weeks later...
  • 3 weeks later...
Posted

Hi dukati;

 

What version of Multicharts do you have?? MCH 8.0 do not have miliseconds.

 

You can download FX historical data in ticks, seconds and minute in histdata.com web site, with bid and ask prices, but not volume, also have Index CFD´s.

 

In dukascopy.com you can download ticks for all currencies Bid and Ask with Volume Bid and Ask

 

http://www.dukascopy.com/swiss/english/marketwatch/historical/#

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