I am using Interactive Brokers who provide 6 months of tick data, with irritating pacing restrictions, plus their data, as I understand, is sampled (every 200ms?).

I need at least a year of reliable data (main pairs). Will appreciate suggestions.

I say forget about tick data on FX minute is better. Forex tick data doesn't mean anything. DTN IQFEED has great FX data IMHO I believe it from FXCM on the Standard FX package. Years and years of it something like 20 or 30 plenty.

I broker with IB for futures and FXCM for FX. IB is not about the data that's why they don't put much effort into it and limit it so much.

You can also open an acct with FXCM and get their data included if that is an option for you so it's the same as IQFEED, basically.

Ron


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TraderWalrus 

I am using Interactive Brokers who provide 6 months of tick data, with irritating pacing restrictions, plus their data, as I understand, is sampled (every 200ms?). I need at least a year of reliable data (main pairs). Will appreciate suggestions.

Try this service: TrueFX — Tick-By-Tick Real-Time And Historical Market Rates, Clean, Aggregated, Dealer Prices seems to be a reliable source of institutional market makers (interbank).

It seems they have specific years under their downloads.

Thank you,
Matt Z
Optimus Futures

There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

Here's a download script for TrueFX: github.com/webradio/TrueFX-by-cUrl

@Blash: I do agree that Forex ticks are rather elusive and differ between providers, but one might need them to generate n-tick bars for e.g. Bob Volman's FPAS method or more realistic backtesting.

TraderWalrus 

I am using Interactive Brokers who provide 6 months of tick data, with irritating pacing restrictions, plus their data, as I understand, is sampled (every 200ms?). I need at least a year of reliable data (main pairs). Will appreciate suggestions.

Hi,

Perhaps still relevant. We provide a free tool for market data downloading - S#.Data - a free application for downloading and storing market data. StockSharp - Hydra

For FX market Hydra support TrueFX, DukasCopy, GainCapital, MBTrading. Actually most of brokerage firms provide FX streaming for free. You can also grab and accumulate their data by using live connection. If provide more extended data with L2 deep and also it is provide real (no fake) quotes. For example DukasCopy changes their own history periodically.

webradio 

Here's a download script

and another one for and by FXCM github.com/FXCMAPI/FXCMTickData, open source and no registration/login