Historical market data is a must if you want to properly back-test your trading strategy.
The easiest way to get data is to check the test reports we are posting on our blog – there are a lot of test data that we used. Here is a sample one-day tick data file that was collected from the GBPUSD feed.
You can also use our Online Simulator to capture live prices from TrueFX free WebAPI for 10 main pairs. Check the User’s Guide how to record the collected ticks.
While free, TrueFX WebAPI offers high quality institutional level quotes with high tick rate.
if you manage to provide low latency to the TrueFX server, you can get up to 30 ticks/s (we tested on a VPS with 15 ms RTT). But even for a moderate RTT of 100 ms you will be able to get up to 10 ticks/s, which is way more than you can get from most of the retail brokers.
In addition, with the WebAPI you will have access to the very latest data. Otherwise you will need to wait until the beginning of the next month when TrueFX will upload the latest monthly file.
If you need a lot of data at once, a good source of historical tick-by-tick data is TrueFX. Their high-quality data is free and is available as monthly files for 15 main currency pairs.
NOTE: when you download a monthly file from TrueFX, you will need to convert it to the Smart Forex Tester format. It’s very easy: in the Data Manager, just load the file and save it.
We do recommend splitting the monthly files into smaller ones – weekly files at most. Check the User’s Guide how to do that in the Data Manager.