Best VIP data source ?

Sources of data to import to the program
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maxr
Posts: 4
Joined: Mon Mar 26, 2012 2:07 pm

Best VIP data source ?

#1 Postby maxr » Mon May 21, 2012 5:50 pm

Any views on which broker's data is best from the VIP data service please? I started by downloading FXCM data, but that has some price and time gaps where none occur on e.g. my Interactive Brokers 1 minute charts (and yes, I do use 1 minute charts for precise trade entry). I then tried FXOpen data, which appears to have a thin market at times compared to IB (the charts look like shrapnel at times). Then I tried to download the same data from Interbank FX, (26th March 2010 to the present day tick and 1 min data). That was taking so long I had to abort the download - is there a huge amount of tick data from that broker, or did I just hit a busy server time?

Any opinions as to which broker's '1 minute plus tick' data is best?

Thanks, Max

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4EverMaAT
Posts: 20
Joined: Mon Dec 26, 2011 2:07 pm

Re: Best VIP data source ?

#2 Postby 4EverMaAT » Tue Jun 05, 2012 3:00 am

maxr wrote:Any views on which broker's data is best from the VIP data service please? I started by downloading FXCM data, but that has some price and time gaps where none occur on e.g. my Interactive Brokers 1 minute charts (and yes, I do use 1 minute charts for precise trade entry). I then tried FXOpen data, which appears to have a thin market at times compared to IB (the charts look like shrapnel at times). Then I tried to download the same data from Interbank FX, (26th March 2010 to the present day tick and 1 min data). That was taking so long I had to abort the download - is there a huge amount of tick data from that broker, or did I just hit a busy server time?

Any opinions as to which broker's '1 minute plus tick' data is best?

Thanks, Max


ibfx seems clean. You may have to break up the download into 1 year incriments. In this case, you download from the beginning to 2011. Then re-download and select all missing data to present, which will continue from 2011 to 2012.

If you try to download too much at once, even when it is finished, FT will fail the process for unknown reasons.

Not sure how fast your internet is, but just leave it running in the background while you do something else. Then check in every 15 minutes or so, and repeat steps until you have downloaded all the data.
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