Tickstory

Hi,

I would like to know how complete is the data for NDX US Tech 100 NASDAQ and how far back it goes.

This question is based after buying the Standard TickStory license since the free version was only giving me solid tick data since 2020 Feb. When I tried to export mt5 from 2015 I noticed that the data available is not as large for the previous years as it is for the last year (2020 - 2021)

Also the data for the last year is around 8.7g and the data since 2011 is around 10.7g which is just 2g more then the last year. For me this indicates that the data is incomplete for the previous years.

Am I doing anything wrong ? I have re installed the application after buying the standard license and yet it seams I am getting the same level of data I was getting from the Lite version.

Hi Bernard,

The amount of tick data will vary between years depending on what sort of liquidity is going through Dukascopy for any given instrument that year. What you will typically see in most symbols is that there is fewer ticks/activity at the initial stages and then larger activity as more traders start trading it. Of course, this can vary between years for many reasons.

Please see here for the first available dates for each symbol. In the case of USATECH, it started late 2011.

Hope this helps.

Thanks for your response.

I have another question not directly to the above.

What is the difference between importing ticks and bar data. Should they be both imported ??

Hi Bernard,

If you are speaking of the MT5 Strategy Tester, then importing both ticks and bar data will give you more accurate back-tests.
At the very least, you need to import bar data. This will give you the basic charts (1m, 5m, etc). When you augment this with imported tick data, you will get more accurate back-tests since each tick-by-tick price movement within the bar will be replayed to your strategy.

Thanks.

Great thanks again for your response