[Tutorial] How to Import Tick Data
Hi,
Today, I would like to explain how to import tick data.
You can go to Dukascopy
https://www.dukascopy.com/swiss/english/marketwatc...
or Pepperstone
https://pepperstone.com/en/client-resources/histor...
Both of them are accurate. I prefer Pepperstone because I can download a month's worth of tick data. But the spread is huge! This will be bad for your strategy. Dukascopy, it can only be a day, buuuttttt, it has volume data too, if that is important. I'm only going to use Pepperstone in this example, since you should be able to figure out Dukascopy.
Now, these .csv files are large. Excel has a limit of around a million. So, instead of opening the .csv file, open the file with Notepad++, a free notepad that is more advanced than the notepad that comes with Windows. Once opened, save it on your desktop (or anywhere that you can remember).
1.) Open up Protrader's algoStudio.
2.) Click on view database.
3.) Hit the plus button and create a custom database.
4.) Now it time to import.
Now as you can see, it isn't in the correct format, but don't worry. Protrader has, by far, the best way to import data. You don't even have to edit the files. Just use the add ignored column and etc. You can preview the file as you're making adjustments until it looks like this:
After you pick the settings, you should have the above. Remember that the ask is almost always larger than the bid.
4.) Click import
5.) Now, make sure your chart is showing the date range of the data.
6.) Now choose tick and press the highest period button.
7.) Congrats! You should now how this:
Okay, there are some updates:
1.) You don't need to open up the .csv file to mess it up by editing it. Since Protrader allows you to view it and change things around to make it compatible, you don't have to open it. Just upload it.
2.) You can upload multiple files at once, which is a huge time savior.
This is important information that I would love to put in the main post. This post is out of view and people probably wont be able to see this important update.