Historical Rates...

[zekelogan]

...would be a nice offering from FXCM.

I don't suppose it would be very difficult either, in fact, I'm surprised they don't offer it already...

Data formatted to work with this program would be even better :

http://forexsb.com/powerup.html

http://forexsb.com/rates.html

Thoughts?

[Nikolay.Gekht]

Hm... FXCM provides the Order2Go which is a programmatic API for almost all FXCM's trading functions, including loading the historical data, so there is no problem to save the prices in any required format using the simplest application. Please find the information about the API here:
http://forexforums.dailyfx.com/order2go ... i-support/

Also, this particular format can be easily exported from Boston Technologies/FXCM's version MT4. Just open a demo account and then use the regular MT4 functions (Follow http://www.fxcm.co.uk/metatrader.jsp#st=2/ to open MT4 demo account at FXCM).

[zekelogan]

Thanks Nikolay! It seems I should've done a bit more homework first...

Thanks for the step-by-step

[zekelogan]

Nikolay,

I followed the instructions and everything works great. I should have been more clear in my first post though.

FXCM's historical rates in MT4 unfortunately have the same limitations as what is available through Marketscope. Specifically, EURUSD daily data only reaches back to 2006. Their monthly data goes back much further but if one wishes to backtest a strategy using the daily OHLC, monthly data won't be sufficient.

I understand that having real-time access to such a huge amount of data could be a bit too demanding and weigh on platform performance, but I don't think it would be too much to expect that the data be provided for download in .csv format. Especially for customers with live accounts.

Thoughts?

[zekelogan]

My apologies... I AM able to get back further than '06 with Daily data on Marketscope (live), but not MT4 (demo).

Is there any particular reason for the inconsistency?

If I was able to export the data from Marketscope, I'd be able to accomplish what I'm looking to do.

Thanks for all your help, and patience

[zekelogan]

I'm assuming that the first option (O2G api) is the solution that I'm looking for... I'm just wishing there was an easier route to obtain the rate data for live account holders, e.g. an option to export rate data directly from the chart (marketshot.)

I'm guessing my best bet, being that I'm not a programmer, is going to be to wait for the new release at the end of the month. That way I have backtesting of strategies available in the platform itself, and then relying on the expertise of the wonderful people on this board to code the strategies I'm interested in.

ForexSB is very easy to use, which is the only reason I want the data to be easily exported from the FXCM platform.

Still interested in your thoughts, and again, many thanks!

[Nikolay.Gekht]

I'm assuming that the first option (O2G api) is the solution that I'm looking for... I'm just wishing there was an easier route to obtain the rate data for live account holders, e.g. an option to export rate data directly from the chart (marketshot.)

Marketscope, even in the current production version, can export the current chart data into Excel 2003+ format or into CSV format. The CSV format slightly differs from the format described above (date and time aren't separated and the both, bit and ask prices are exported).

Moreover, we have a few additional features in the new release, so the indicator can also write prices into the file in almost any text format. I'll prepare the example in a few days.

[zekelogan]

Thanks as always Nikolay! I'm extremely excited to see the new platform after this weekend