Tick data downloads

I haven’t thoroughly checked the Tick Data Downloader but from what I could see, it seems pretty solid. The PHP scripts are a decent option, but they’re geared towards those that are familiar with technical stuff. Frankly, I’m only using them due to the power of habit and because I already have all the data in the old format; I would otherwise prefer something with some kind of a user interface.

Errors rarely happen with the PHP scripts (I’ve never had one but a couple of people did). If such an error happens, processing will stop at the damaged file; you can simply delete it and then run the downloading script again, which will only download the file you deleted.

That happens sometimes. Just run the download process once more if you get that error – it will only download the missing file(s).

My archive contains a lot of bin files instead of bi5 and is not always up to date so it would be pointless to compare sizes.

Yes.

The margin requirement was incorrect in some cases and this was a rather big problem especially for brokers using the CFD margin calculation mode for metals (such as Alpari for example). Basically, with older CSV2FXT versions instead of requiring 3k margin per lot, an XAUUSD FXT generated using Alpari would require some 165k margin per lot, making it impossible to test money management properly.

Normal strategies (scalpers etc.) running on regular currency pairs should be unaffected by this change. Martingale strategies might be slightly affected.

You could remove the WriteTick() call in line 384 – it would still open and close the FXT files but it would not write ticks in them. If you wish to make it not even open the FXT files, you need to put a bit of effort of your own into it.

There’s nothing wrong, it’s because of the duplicate ticks filter. Dukascopy has a lot of duplicate ticks that get removed while Integral has less duplicate ticks. Unfortunately, I don’t have any FXT files at hand to give you an idea of the size.

It only works with the specified builds so you can’t use it with 445.

No, I’m afraid not. It is no longer supported.

The Tick Data Suite has all the functionality (and more) and offers compatibility with builds past 409 (including 445) but it is a commercial product.

No, the script is obsolete and it is not required by the Tick Data Suite.

1. It’s because your CSV file starts with 2007. The script will correctly process the specified period, but since your CSV is bigger it must go through the previous years to get there.

2. Most likely because you have UAC enabled. See http://eareview.net/tick-data/faq-troubleshooting#q-1-4

For existing HST files, it’s possible but I know of no tool that does it.

If you wish to change the GMT & DST of an FXT (and consequently the accompanying HST files) when converting tick data using CSV2FXT, you simply have to configure the script parameters CSVGMT & CSVDST.

Short answer is: I’m afraid you can’t import the file, at least not easily.

If the file contains bar data, you have to modify it to a format that is understood by the history center. If it contains tick data, you should modify it to a format that is understood by CSV2FXT (see the Dukascopy format for an example; note that you need the Bid and the Ask price).

As for streaming data from a CSV to MT4, you simply can’t do it.

This appears to be a bug specific to using TDS with MT4 build 451, thanks for pointing it out. I should have it fixed this week or early next week. In the meantime, please use build 445 if you need to backtest large FXT files. Send an email to support if you can’t find it.

1. Make sure you’re looking at the difference between Ask and Bid NOT at MarketInfo(Symbol(), MODE_SPREAD).
2. Ensure that the MT4 title bar reads “… with Tick Data Suite vX.X.X”.
3. Check that the modeling quality at the end of your backtest is 99%.
4. If the above don’t apply, your FXT must’ve been created with UseRealSpread disabled.

Working on it but they changed the compiler in 495 so it will take a lot longer than usual. It will be released during the next 2-3 days. By the way, build 496 has also been released already.

I will get back to you via email with a workaround in the meantime. Anyone else facing the same problem – please contact me via email.

Probably an internal toolchain update, they must have had their reasons for it. The side effect is that I have to redo a lot of the TDS stuff from scratch.

Could you please send me a support mail mentioning which EAs, the TDS version you are using and your MT4 version?

Also, are you sure it’s TDS related? The crashing typically occurs when you’re trying to run an EA compiled with a newer MT4 build on an older build. I’d advise trying to backtest the same EAs without the Tick Data Suite.