Suggestions where to buy long time forex tick data?

[pstrusi]

In order to do a more complete backtestings, new strategies development, I'm wondering that you in the know, could suggest us sites to buy long time tick data compatible with NT7, besides the clasical :

- https://www.cqgdatafactory.com/ what else?


Thanks

[NinjaTrader_Jason]

Hello pstrusi,

Unfortunately I am not aware of such sites to buy long time tick data.

[pstrusi]

Hi Ninjas,

I´ve just bought from a company a forex tick data, but I have a doubt:

My data feed comes from Interactivebrokers, and I think each tick is for each trade....but the historical data I've just bought, comes in : bid+ask/2 so, question:

How can I set in my NinjaTrader that my incoming forex tick data be in Bid+Ask/2 and Not for "last trade" ?

Thanks u

[NinjaTrader_Matthew]

Hello,

When creating a chart, the Data Series menu has a 'price based on' option where can be changed from "last" to "ask" or "bid".

[pstrusi]

The problem is not the chart, it's the internal behavior on Strategies and backtesting where I worry. For intraday trading there's a difference.

Please consider urgently to make a patch to set at least bid+ask/2 like many institutional software do.

Thanks

[NinjaTrader_Matthew]

You have the option to backtest on bid/ask data as well.

Can you give me a sample as your bid+ask/2 data? This should be possible to import as a last data type as long as it meets our formatting options.

[pstrusi]

Thanks a lot Matthew for your help. You've given me several tips to reset my studies and compare behaviors. I'll let u know if I got stuck with some issue.

Thanks

[pstrusi]

Matthew, the data it's just simple as the any tick forex data in NT format:

20130215 052000;1.3355;1 (Date TimeStamp; (Bid+Ask)/2; Volume

Rather than Last trade, it's just ( Bid+Ask )/2 that's the difference

[NinjaTrader_Jason]

The data you refer is using the correct format to import it in NinjaTrader. Are you able to import the data successful?

[pstrusi]

Yep, I can download it perfectly. But this data was bought, so Last price has been substituted by (Bid+Ask)/2. So what I'd like to know is if in NT is possible to use Bid and Ask tick and substituting Last by ( Bid + Ask )/2 automatically without any code.

I know that I could do a code with this variable in Strategy or chart, but wondering if there's a way to include it automatically in my database.

Thanks

[NinjaTrader_Jason]

Unfortunately this is not supported.