Chad-Thackray
The video demonstrates how to access free Forex tick data from Dukascopy, including selecting the currency pair, date range, and volume parameters. For those requiring larger amounts of data, the video recommends using a program called Node and provides guidance on installing and configuring this program. The video also provides tips on analyzing the downloaded data using LibreOffice and pandas and identifying gaps or errors in the data. Overall, the video provides a helpful tutorial on working with Forex tick data from Dukascopy.
In this section, the video explains how to access free historical Forex data down to the tick level from Dukascopy, a Swiss bank providing Forex and CFD trading services. The simplest way to access this data is through Dukascopy's web portal where you can select the currency pair and time frame. However, if serious volumes of data are required, the video recommends using a program called Node written in TypeScript, which can be installed through npm. The video provides the command line for installing Dukascopy node using Node and the various flags that can be used to configure the data to be downloaded. This method is recommended for those who want to download large volumes of data programmatically, beyond what can be downloaded from the web portal.
In this section, the speaker provides a tutorial on how to download tick data from Dukascopy. The first step is to specify the instrument and date range, followed by selecting the time frame and setting the volume parameters. The speaker also suggests considering the batch size, batch pause, and number of retries for potential downloads failures. Once downloaded, the file can be opened in LibreOffice to check if any data gaps exist, and the tutorial provides a brief introduction on how to use pandas to analyze the downloaded data.
In this section, the speaker explains how to create a human-readable time format using pandas and sorting the data in ascending order by timestamp. He suggests defining a new column called "diff" to look for gaps in the data and checking if there have been any failures causing the gaps. The speaker examines an example data set and finds a two-day gap that occurred on a Sunday during the Sydney session, which seems reasonable since the volume is typically low during that time. Overall, the video provides helpful guidance for working with forex tick data.
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