Metatrader expert advisors dissected.
Downloading Dukascopy tick data with JForex
Begin by registering a demo account with Dukascopy and start the JForex platform (you can of course register a live account, the data process is the same). Login using the data in the email you received (note that you don’t need the account ID to login) then go to the Tools menu and select Historical Data Manager. In the lower part of the window, the Historical Data Manager interface should appear; from now on, everything you have to do happens in that part of the window so you might want to enlarge it a bit. Proceed as follows:
- Select , (comma) in the
Delimiterfield. Don’t leave that field blank and don’t select the dot (.). - For the
Data Typefield, select Ticks. - In the
Instrumentpane, select all the symbols that you want to download the data for. - Select the
Date FromandDate Toof your choice. Note that the earliest date available for most major currency pairs is 2007.03.01. - It’s safe to leave the
Date Formatfield unchanged. - If you want the data to be exported to a different location, click the
Browsebutton. - Hit
Startand patiently wait until the progress indicator slowly (exactly how slowly depends on the amount of data you selected) crawls to 100%. - Find the CSV files in the location of your choice.
Assuming everything went fine, you’re ready to proceed with preparing your tick data for Metatrader 4.
Note: JForex caches the data to your disk. If for some reason you intend to delete it, it can be found in C:\Users\[your username]AppData\Local\JForex\.cache on Windows 7. On XP/Vista, dig around in your user folder, it should be in a similar path but in Application Data instead of AppData.
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#2 written by Robin February 23, 2012 (1 year ago)
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#4 written by LogicaLucidity March 28, 2012 (1 year ago)
I have been using this method for several months and have not had any issues thus far. All the credit and thanks goes to Brit. I recently pulled GBPUSD data from Jan 09 – Jan 12, data that I have pulled in the past. This was the first time I used your new CSV2FXT script. I received an alert stating ‘Possible error: Large gap after 2009.06.12 20:59:53 (6.0 days). I have never received one of these before and assume they are new to the script. After looking back at previous back tests using this same time period I noticed that those 6 days were there before. Assuming a mistake, I pulled the data again and used the CSV2FXT with the same result. I then moved to a new PC and made sure to clear the cache located in C:\Users\[your username]AppData\Local\JForex\.cache and cleaned up java. I continue to be missing those 6 days no matter the way I approach it even though I had them before. I then decided to try the Dukascopy historical data page and find that no matter the PC I am on the downloading bar freezes at 8%. If anyone has any idea how this is possible please speak up. Thank you.
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#5 written by L. April 9, 2012 (1 year ago)
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#9 written by LogicaLucidity April 9, 2012 (1 year ago)
To elaborate on my post above… When running the CVS2FXT Script on EURUSD Data from April 1 2007 to April 1 2012 I get the exact same gap, ‘Possible error: Large gap after 2009.06.12 20:59:53 (6.0 days)’. After talking to several people they too are confirming this gap. It has been suggested that the data from JForex was altered after they changed the tick format (was .bin before, now it’s .bi5). I do not know if that was the actual cause. I have yet to determine how many Pairs share this exact 6 day gap. At this point I assume all pairs.
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#10 written by birt April 9, 2012 (1 year ago)
I’ve just replied to one of the TDS customers who experienced the same problem. It looks like that week was “lost in translation” when they converted the files from .bin to .bi5. I still have old bin files on my Linux box up to January 2012 and I was able to verify that I have the data for that particular week but that doesn’t really do much good.
I would suggest verifying whether that particular week is missing from any other currency pair and emailing Dukascopy about it. If they truly lost those bin files (or any bin files at all for that matter), they could contact me and I could provide the missing data for any of their currency pairs.
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#13 written by LogicaLucidity April 9, 2012 (1 year ago)
If I were only looking for that single common hole you would have saved me a lot of work. Running the CSV2FXT script will enable me to verify that there are not any other large holes that certain pairs share that have appeared in the data since the format change. I want to have a complete picture before I contact them to avoid going to them twice. It is more work, but if I find a second common hole among other pairs I will be glad I did it.
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#16 written by LogicaLucidity April 22, 2012 (1 year ago)
Hello Birt,
You will have to be more specific about the ‘big problems on 01.04.2007 (iirc) in their USDJPY and EURJPY data.’
I did not find any.I am hoping that you might confirm that this 6 day hole I am getting with every pair was not there before the format change.
Is there anyway you can do that? You are the only one I have talked to who has a cache prior the format change.
You are free to email me.
I pulled all data for all 22 pairs for as far back as possible for each up to April 1, 2012. (90+GB)
I ran your CVS2FXT script on each one.
Every pair that has data available during June of 2009 has the exact same 6 day gap.
Other pairs suffer from Gaps but none that are in common.This 6 day gap was not there before the format change on several of the pairs.
I can only assume that it was not there on the rest as well.I will contact Dukascopy and inform them of the error and hope for a response.
Here are the results:
AUD/CAD Date Span:(2010.02.16-2012.04.01)
No GapsAUD/JPY Date Span:(2007.03.30-2012.04.01)
large gap after 2009.06.12 20:59:48 (6.0 days).AUD/NZD Date Span:(2008.12.22-2012.04.01)
large gap after 2008.12.22 16:25:03 (15.0 days).
large gap after 2009.06.12 20:58:35 (6.0 days).AUD/USD Date Span:(2007.03.30-2012.04.01)
large gap after 2009.06.12 20:59:48 (6.0 days).CAD/JPY Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:51 (6.0 days).CHF/JPY Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:48 (6.0 days).EUR/AUD Date Span:(2007.3.30-2012.04.01)
large gap after 2007.06.01 20:59:36 (24.0 days).
large gap after 2007.06.26 08:03:43 (19.0 days).
large gap after 2009.06.12 20:59:38 (6.0 days).EUR/CAD Date Span:(2008.09.23-2012.04.01)
large gap after 2009.06.12 20:59:38 (6.0 days).EUR/CHF Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:47 (6.0 days).EUR/GBP Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:53 (6.0 days).EUR/JPY Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:48 (6.0 days).EUR/USD Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:48 (6.0 days).GBP/CHF Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:39 (6.0 days).GBP/JPY Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:53 (6.0 days).GBP/USD Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:53 (6.0 days).NZD/USD Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:48 (6.0 days).USD/CAD Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:52 (6.0 days).USD/CHF Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:47 (6.0 days).USD/HKD Date Span:(2010.10.15-2012.04.01)
large gap after 2010.11.10 16:33:01 (158.0 days).USD/JPY Date Span:(2007.3.30-2012.04.01)
large gap after 2009.06.12 20:59:51 (6.0 days).USD/MXN Date Span:(2010.10.15-2012.04.01)
Pair not availible on my HoTForex Demo MT4 (409) platform.USD/SGD Date Span:(2008.09.28-2012.04.01)
large gap after 2008.09.29 07:10:36 (6.0 days).
large gap after 2008.10.06 16:35:24 (13.0 days).
large gap after 2008.11.03 15:37:51 (647.0 days).LL
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#22 written by Future April 30, 2012 (1 year ago)
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#24 written by LogicaLucidity May 4, 2012 (1 year ago)
BOOMSHAKALAKA!!!
My further attempts have finally paid off!Dukascopy’s most recent response:
Greetings,
Thak you for the reporting the problem!
There are no any connections with a switching from BIN to BI5 format.
In any case, the data will be restored as soon as possible.Best regards,
Dukascopy Support-
#25 written by LogicaLucidity May 8, 2012 (1 year ago)
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#26 written by Zerit0 May 23, 2012 (12 months ago)
Hi Birt, Hi LogicaLucidity
Just got the same error on pair EURUSD “large gap after 2009.06.12 20:59:48 (6.0days) on D1.
So I guess the “week” for dukascopy is still on course in order to fix the gap lol… have you tried the another pairs with the same issue or is there any news from Dukascopy?
Best regards, and Birt thanks a lot for all your support,
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#27 written by LogicaLucidity May 23, 2012 (12 months ago)
On Monday I also ran EUR/USD through the CSV2FXT script after pulling it into a fresh cache.
I too got the Possible error: large gap after 2009.06.12 20:59:48 (6.0 days).
It looks like that none of these 6 day gaps were addressed.
I only assume that they ‘tried’ to fix the issue given that the number of pairs has increased from 22 to 52 pairs.
I gave them 2 weekends after telling me that they would fix it ‘next week’.
I sent a reply to the on going conversation they have been having with me 2 days ago addressing this .
I have not received a reply. I will try again at the end of the week.
LL
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#29 written by LogicaLucidity June 2, 2012 (11 months ago)
New reply from Dukascopy:
Greetings,
The data will be restored as soon as it will be prepared and checked on our side.
We cannot predict precisely the restore time. From the current point of view, it would be done next week.
We are waiting for a response from the DWH side now.Best regards,
Dukascopy Support -
#30 written by Chris June 9, 2012 (11 months ago)
Hi Birt
Do you know if there is a problem with JForex as I can’t seem to get the “Start” button to be enabled on Historic Data Manager. I have followed all your instructions, but it still remains greyed out and even tried it on a another computer with same outcome. All I can think of they don’t allow this for demo users anymore.
As someone else mentioned it’s pointless using the website data feeds as they always freezes – mine go to about 70% and remained there even 12 hours later – have reported by these problems. However, I was hopeful you might know what I have done wrong or could test it or someone else to see if you have the same result
Btw thank you for your awesome website and user guides/software it is highly appreciated and can’t wait to make the most out of my trading experience by using what is on to my advantage once of course can obtain tick data.
Thank you,
Chris.
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#31 written by Chris June 9, 2012 (11 months ago)
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#33 written by Chris June 9, 2012 (11 months ago)
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#34 written by FIBO19 June 9, 2012 (11 months ago)
Hi Chris,
by pushing START the disclaimer appears and in the blue bar is written: Downloading startet.
But after 2 hours it still stands on 0%.
I closed and opened the platform several times but the terms of conditions massage (agree/disagree) didn`t came up.
So I still have problems with downloading Duka-Tickdata from Jan. 1. 12 till Jun. 9.12.
Can you help please ? -
#35 written by Chris June 9, 2012 (11 months ago)
Hi Fibo.
The disclaimer will come up once you have clicked on “START” after of course selecting the instrument and setting up the other parameters. As you mentioned previously maximize the “Instruments” window so it fits the whole box as it’s easier to see everything on page. Should the disclaimer not appear try restarting the application after a couple of minutes – logout correct and exit application before re-opening a second time. I would assume like me you click on the JForex link to load the application from on the website, that way you know it’s the latest version. Finally, the download won’t officially start until you click on “Accept” on the disclaimer. Try this and let me know what happens?
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#36 written by Chris June 9, 2012 (11 months ago)
FX Marketplace Platform
Version 2.17.7
[*] JForexThere isn’t too much can say to help except the version number and that “disclaimer” no longer appears after accepting it once. Should everything else my advice would be to try make a second “Demo” account to force disclaimer up and take it from there.
Let me know how you get on
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#37 written by LogicaLucidity June 26, 2012 (10 months ago)
New reply from Dukascopy.
Greetings,
Unfortunately we cannot provide you with a precise date when the data will be restored.
Best regards,
Dukascopy SupportThis was in response to an email asking if the issue would ‘ever’ be fixed.
At this point I feel that the data will not be fixed.It has been 3 months…….Dukascopy has Failed.
LL
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#38 written by rajiv July 14, 2012 (10 months ago)
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#39 written by LogicaLucidity September 21, 2012 (8 months ago)
As you may have read up above, AUD/USD use to look like this…
AUD/USD Date Span:(2007.03.30-2012.04.01)
large gap after 2009.06.12 20:59:48 (6.0 days).Things have changed a bit…
I have only ran two pairs and they both look similar…. Swiss Cheese.
For example, this is what AUD/USD looks like now…
AUD/USD Date Span: (2007.04.01-2012.09.16)
Possible error: gap after 2012.06.12 21:53:50 (5.0 hours).
Possible error: gap after 2010.06.17 23:20:48 (6.0 hours).
Possible error: gap after 2009.12.31 21:59:55 (72.0 hours).
Possible error: gap after 2009.12.24 21:59:50 (72.0 hours).
Possible error: gap after 2009.06.25 16:49:49 (15.0 hours).
Possible error: gap after 2009.06.12 20:59:48 (161.0 hours).
Possible error: gap after 2009.05.11 03:14:07 (3.0 hours).
Possible error: gap after 2008.12.31 19:59:42 (26.0 hours).
Possible error: gap after 2008.12.31 19:59:42 (26.0 hours).
Possible error: gap after 2008.12.24 22:00:00 (24.0 hours).
Possible error: gap after 2008.12.24 22:00:00 (24.0 hours).
Possible error: gap after 2008.08.08 07:07:42 (4.0 hours).
Possible error: gap after 2008.08.08 07:07:42 (4.0 hours).
Possible error: gap after 2007.12.31 17:00:03 (29.0 hours).
Possible error: gap after 2007.12.31 17:00:03 (29.0 hours).
Possible error: gap after 2007.12.24 17:00:29 (36.0 hours).
Possible error: gap after 2007.12.24 17:00:29 (36.0 hours).I do not know what is going on over at Dukascopy but they stopped replying to my emails a long time ago on this issue.
There is not much anyone can do about it, I just thought an update was due since there was a change.
LL
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Many thanks Birt