FX Tick Data question

[kirylm]

Can someone who is familiar with the different formats of tick data tell me what are the values of the first and the last columns might be?

368412956    AUD/CAD    12/30/2007 17:00:03.000    0.8598    0.8604    D
368413005    AUD/CAD    12/30/2007 17:00:58.000    0.8599    0.8605    D
368413022    AUD/CAD    12/30/2007 17:01:06.000    0.8600    0.8606    D
368413102    AUD/CAD    12/30/2007 17:01:37.000    0.8599    0.8605    D
368413110    AUD/CAD    12/30/2007 17:01:42.000    0.8601    0.8607    D
368413262    AUD/CAD    12/30/2007 17:03:55.000    0.8602    0.8608    D

 

[Alexei]

First of all, look at the specs document to be 100 % sure.

The first column looks like an ID while the last columns represent bid and ask quotes.

 

[pruse]

First of all, look at the specs document to be 100 % sure.

The first column looks like an ID while the last columns represent bid and ask quotes.

obviously those are bid and ask. he's asking about the column of D's...

 

[Alexei]

It is not obvious (you are not counted); one can define anything in D.

 

[kirylm]

First of all, look at the specs document to be 100 % sure.

Лёша, do you think if I had the specs I would ask the question?

The first column looks like an ID while the last columns represent bid and ask quotes.

Of course it doesn't look like a boolean indicator! What kind of id is the question? It could just be a pk from the source...

Sorry I wasn't clear enough, I specifically meant the one first and the one last columns.

If someone had seen lots of different formats, he/she could have given me an idea what those could be.

 

[Andy Nguyen]

What are the data source? And what are available values for last column besides D?

 

[kirylm]

What are the data source?

gaincapital

And what are available values for last column besides D?

i haven't loaded everything yet, so I can't answer this question fully, I see the point though

 

[Alexei]

So, it appears that the data has the following headers:

lTid cDealable CurrencyPair RateDateTime RateBid RateAsk

lTid - is some sort of a pk
D - stands for dealable

 

[Tsotne]

I think it looks like a database stored data with the first column identifying ID (for example for filtering purposes) and the last one might be a grade related in some way. For example it might be an already filtered output from a database storing bid-ask with corresponding IDs and you have filtered according to some grade D(donno what this grade could be though)

 

[kirylm]

So, it appears that the data has the following headers:

lTid cDealable CurrencyPair RateDateTime RateBid RateAsk

lTid - is some sort of a pk
D - stands for dealable

thanks, where did you get this?

 

[Alexei]

, from the source you mentioned...

 

[Andy Nguyen]

I asked around and here is some info that maybe useful to future readers
Here is one sample of data from Gain http://ratedata.gaincapital.com/2011/03 March/.\AUD_CAD_Week2.zip

The first column is just a unique id tagged by Gain; this allows you to separate multiple messages that come in with the same timestamp.

D means "dealable" - a trade can take place. Gain is known to not dealing around major news events according to this thread http://forex-scam.com/general-trading-discussions-forex/26474-gain-error-11-pair-not-dealable.html

Some article critical of Gain business http://www.mebanefaber.com/2011/04/03/currency-trading/

 

[kirylm]

I asked around and here is some info that maybe useful to future readers
Here is one sample of data from Gain http://ratedata.gaincapital.com/2011/03 March/.\AUD_CAD_Week2.zip

The first column is just a unique id tagged by Gain; this allows you to separate multiple messages that come in with the same timestamp.

D means "dealable" - a trade can take place. Gain is known to not dealing around major news events according to this thread http://forex-scam.com/general-trading-discussions-forex/26474-gain-error-11-pair-not-dealable.html

Some article critical of Gain business http://www.mebanefaber.com/2011/04/03/currency-trading/

thanks, Andy

 

[kirylm]

, from the source you mentioned...

hmm... how come i didn't see it, can you post the link?

 

[kirylm]

hmm... how come i didn't see it, can you post the link?

nevermind, i see. the reason i didn't see it, because I actually didn't open every file, I used a script to load the data.

 

[vincegata]

@kyrilm try to google GAIN / Forex.com before opening live account with those guys - a flood of negative reviews. They've been sued also:

https://www.nfa.futures.org/news/newsRel.asp?ArticleID=3676

 

[kirylm]

@kyrilm try to google GAIN / Forex.com before opening live account with those guys - a flood of negative reviews. They've been sued also:

https://www.nfa.futures.org/news/newsRel.asp?ArticleID=3676

I am actually using IBFX. I just was looking for [free] historical tick data.