Is there any interest in a tick data repository?
The repo could be built up by sharing your feed data to the repo.
The idea is that after subscription:
["DISTINCT",["CS.D.EURUSD.CFD.IP","CS.D.AUDUSD.CFD.IP","CS.D.AUDNZD.CFD.IP"].map(function(x){return "CHART:"+x+":TICK";}),["UTM","BID","OFR"]];
define onItemUpdate and run any signal processing you need to do then call trickle.share()
The cost is low using https://www.nearlyfreespeech.net/services/hosting
*Network traffic around $0.20 per GB
*Disk storage $1.00 per GB-month
Ta,
Jack
Hey Jack,
Please note that any historical data you retrieve via the API is solely for your own personal use, and shouldn't be redistributed.
Chris
Hi Chris,
Thanks for the clarification. I have re-read the T&Cs
and found the relevant section in section "Market Data" clause c)
I wonder if IG might consider supporting the publishing of their market data by a third party - possibly at a cost to be passed on to consumers. It would unload IG's servers with people subscribing to the stream and each saving their own historical data.
On the other hand, it would be great if IG could provide the last day of tick data.
.../IX.D.ASX.IFD.IP-20151112.zip (00:00:00 - 00:00:00]UTC - a day's tick data
.../IX:20151112.zip all tick data for index markets
.../IG.zip tick data for all markets
Most people would like csv, I imagine, and that would compress well. And would be nice if the zip files were available for up to 7 days.
Or a third party could host these files...
Many thanks,
Jack
I currently use HistData for tick and minute data, and Pi for minute data. It's not exactly the same as IG but similar.
Sadly it is very hard to get IG historical data. It's odd that they only let you have several thousand bars per week. I often work with millions are bars of each currency. Generally I've seen other vendors like Oanda zip their minute/tick data and make it available for FTP. It is a shame IG don't do this. If you're writing strategies, backtestability is important.
I have a couple of weeks of most currencies from IG but am really keen for more.