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Old 2010-01-14, 03:03 PM   #336 (permalink)
rsmereka
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Trading Live with:
Forex Hacked(Copier), Forex Strategy CAD1(manual)
Default Screwing Around with Tick Data

I captured one week's worth of tick data last week and I must say that the experience has overwhelmed me. I was expecting around 8 ticks per minute but I got something quite different.

I captured tick data from three currency pairs:

EURUSD
EURCHF
AUDNZD

Here are the database totals:

48.8mb database file
628,018 ticks captured in the week Jan 4-8
EURUSD: 192,457 ticks = 38,419 ticks per day = 26.73 ticks per minute
EURCHF: 219,337 ticks = 43,867 ticks per day = 30.46 ticks per minute
AUDNZD: 216,224 ticks = 43,245 ticks per day = 30.03 ticks per minute

I was planning to integrate the tick data into MT4Analysis but there is clearly too much data and the time and processing power to move the data from my VPS is significant.

I will re-visit this project when I have a server that can collect tick data and store it on a dedicated large hard drive.

Rick
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