TICK DATA

Backtest your trading strategies with the best data—highest quality possible.

What is Tick and Tick Data?

According to Investopedia.com, “Tick size refers to the minimum price movement of a trading instrument in a market. The price movements of different trading instruments vary, with their tick sizes representing the minimum amount they can move up or down on an exchange.

If you have a five-year tick data of a trading instrument like EURUSD in Forex, it means that you have all the price movements of that trading instrument during these five years.

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Other types of data and their quality

In addition to tick data, there are other types of data including 1-Minute (M1), 1-Hour (H1), and Daily (D1). These data do not have the quality of tick data. In tick data, all the price movements are completely available, but in M1, H1, and Daily data, only OHLC or Open, High, Low, and Close prices of a bar are available; and what happens inside the bar is unknown.

Using Tick Data in Backtest

MetaTrader 4 cannot understand tick data in backtest. So, to have the most accurate backtest with MT4 (99% precision), we need to import tick data into MetaTrader. This can be done with third-party software or script.

Tick data backtest (99% accuracy) reveals the deceptive strategies that show good results in the normal backtest in MetaTrader. In other words, a more accurate backtest shows what you can expect from the EA, because it is closer to the real trading environment. Expert Advisors which do not show good 99% backtest results are not worth the time and the money.

Here’s you can see two backtest results of the same Expert Advisor.

Tick Data Packs

We offer tick data packs for various trading instruments (mainly the Forex market at the moment). In the following, you can see the list of the trading instruments.

Major Currency-Pairs

Symbol

Available from

AUDUSD

04.08.2003

EURUSD

05.05.2003

GBPUSD

05.05.2003

NZDUSD

04.08.2003

USDCAD

04.08.2003

USDCHF

05.05.2003

USDJPY

05.05.2003

Cross Currency-Pairs

Symbol

Available from

AUDCAD

03.01.2006

AUDCHF

01.03.2006

AUDJPY

01.12.2003

AUDNZD

12.12.2006

CADCHF

03.01.2006

CADJPY

25.10.2004

CHFJPY

04.08.2003

EURAUD

04.08.2003

EURCAD

25.10.2004

EURCHF

04.08.2003

EURGBP

04.08.2003

EURJPY

04.08.2003

EURNOK

25.10.2004

EURNZD

03.01.2006

EURSEK

28.10.2004

GBPAUD

22.03.2006

GBPCAD

03.01.2006

GBPCHF

04.08.2003

GBPJPY

04.08.2003

GBPNZD

03.01.2006

NZDCAD

03.01.2006

NZDCHF

03.01.2006

NZDJPY

03.01.2006

USDCNH

29.10.2013

USDNOK

04.08.2003

USDSEK

04.08.2003

USDSGD

17.11.2004

Metals

Symbol

Available from

XAGUSD

02.02.2002

XAUUSD

05.05.2003

 

CSV Output

We can provide you the .CSV (Excel) file of the tick data for any instruments, so that you can import and use the tick data of different instruments in any statistical or stock market software.

csv

Request Tick Data Here