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Open Feature request MC-634

Database tick data for futures like forex

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Description

I spoken to Henry about multicharts build a own databse for futures tickdata.
Now multicharts do on forex with tick data and this it's great.
I think that it's very importanto for futures.
DTN IQ Feed permits you to retrive historical data for LAST, BID or ASK back to 120 days back and Multicharts is able to collect that historical BID, ASK and LAST in different fileds which can be compared each other in an historical way and not only in real time. .
Now should be a must have all 10 years of historical tick data on futures
BACKFILLED and SYNCHRONIZZATED bid-ask and trade to have accurate backtest.
ZenFire gives only the real time of SYNCHRONIZZATED bid-ask and trade, but when you Backfill the data are not sync, and so this make unusefull the backfill to correct data.
A plus should have all historical book level with volume like institutional trade have.

Steps to reproduce this issue

Do the same for forex database.
I hope that now you
BACKFILLED and SYNCHRONIZZATED bid-ask and trade to have accurate backtest of forex data that you collect

Comments (1)
#0
user-offline.png  JoeTrader (Guest)
Oct 30, 2012 - 15:05

This would make MC a much more valuable product.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
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  • Likelihood
    Not triaged
  • Effect
    Not triaged
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  • Severity
    Critical
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