Forex Support

Forex FAQ

• Can I download daily updates of the Forex data?

  We filter the Forex Bid data on a tick-by-tick basis using our proprietary tick filtering algorithms and processes. We do NOT overwrite any ticks, but instead flag suspect ticks and suggest a corrected price (see the Filtered Price field in the tick-by-tick bid files).

• Is the Forex data filtered in any way for suspect ticks?

  We filter the Forex Bid data on a tick-by-tick basis using our proprietary tick filtering algorithms and processes. We do NOT overwrite any ticks, but instead flag suspect ticks and suggest a corrected price (see the Filtered Price field in the tick-by-tick bid files).

• Forex is an over-the-counter (OTC) market, so how is the data obtained?

  Our Forex data is an aggregation of quotes from the various contributing institutions. Data from the contributors is received in a primary, secondary and tertiary data collection infrastructure. Having three (3) isolated, redundant, geographically diverse archives means real-time data transmission errors and omissions are not a factor in our data collection. This proprietary data archival system compares the three archives to create a single, robust data series for each symbol, ensuring that any problems that may occur in one data archive do not make their way into our data sets.

• Does the data contain Contributor Codes?

  Yes, the data contains Contributor Codes beginning with the Aug-11-2010 trading day. Please see the Forex File Format Guide for more information.

• To what granularity is the Forex data time stamped?

  All of our Forex tick-by-tick data is time stamped to the millisecond (HH:MM:SS.mmm).

• What are the trading hours for Forex data?

  The data begins each week at 6:00pm ET (Exchange time is U.S. Eastern / New York Time Zone) on Sunday night, and trades 24-hours per day until 5:59:59.999pm ET on Friday. Each day, the data stops at 5:59:59.999pm and immediately begins a new trading day at 6:00:00.000pm ET. Therefore, any bars that would overlap a 24-hour period will stop at 5:59:59.999pm and a new bar will start with the new trading day at 6:00:00.000pm ET.

• What specific data points (fields) are included in the Forex data?

  Please download our Forex File Format Guide for complete details on the fields and values contained in our Forex data files.

• In what format is the Forex data delivered?

  We deliver all of our data (both as-traded and time series) in comma-delimited text files.

• What if I find a problem with my data?

  Tick Data works very diligently to ensure the data is as clean and robust as possible. However, no data set is perfect. If you find any questionable anomalies, please contact our Support Desk. We will make every attempt to fix the problem.

• Is the data clean?

  Our mission is to provide clean historical intraday data. We employ several proprietary tick filtering algorithms and verification methodologies to remove or repair what we deem to be suspect ticks. Most of our data file contain both raw and filtered prices.

• How can I receive updates to the data?

  Tick Data offers daily update subscriptions for all markets (limited number of options quote data symbols) that can be retrieved automatically using TickWrite 7’s Scheduler feature. Clients can subscribe to data updates in one-year terms.Learn more about data update subscriptions

• In what time zone is the data?

  All of our data is delivered in the time zone of the instrument’s exchange. For Options, that means OPRA's native time zone, U.S. Eastern Time. Forex data is also in U.S. Eastern Time. Using one of our data tools, you can output the data in any time zone.

• What software can I use to analyze the data?

  Virtually any software that can import delimited text files can read our data (e.g. OneTick©, Microsoft Excel®, NinjaTrader®, MetaTrader®, TradeStation®, MATLAB®, etc.). If you have questions about whether or not your software can analyze our data, contact us.

• Do I need Windows® to use the data?

  No. The delimited text files (both as-traded and time series) can be used with any operating system. Likewise, our TickWrite® Web data management software is browser-based and can be used with any OS. However, if you wish to use our TickWrite® 7 data management software, it is only available for Windows® or Linux®.

TickWrite Forex Support