Tickstory's Tick Data Feed

[xjfc76]

Hi all,

I've trawled through a lot of pages on here to make sure I'm not asking a question that's already been posed. Apologies if this is the case, and just nudge me in the right direction if you can

My questions are:
1) Where does Tickstory get it's tick data from?
2) Can I open a live trading account with a broker that will have the same tick data feed that Tickstory uses for collecting its data?

The reason I ask is I'm trying to create a tick based strategy. Although it's not rendered useless with the disparity between tick volumes in the backtested Tickstory data and the realtime ticks from my broker (GKFX on MT4 platform), it doesn't quite match up.

I've analysed the volume of ticks/min on various markets yesterday (by creating an EA that records the number of ticks/min and sends the number and time to a journal at the turn of every minute.

I ran this on live charts connected to my broker, and also on an offline MT4 platform with yesterdays ticks downloaded from Tickstory Lite. I looked at DAX, FTSE100 WS20, USDJPY, EURGBP & BRENT.

DAX was closest with the live broker feed bringing in 18% less ticks on average over the course of 12 hours, but BRENT had nearly 3 times more ticks on my broker feed compared to the Tickstory data.

The charts look the same so I'm happy with the accuracy of the ticks, but as I've got an exponential moving average calculating off these ticks, I need the amount of ticks to be roughly the same for the EMA crosses to be something like.


If anyone has any insight that could help me in any way, I'd be very grateful!

Cheers

[tickstory]

Hi Xfc76,

In response to your questions:

1) Dukascopy is the current data source for the tick data (additional data-sources are in development).
2) I believe there may be MT4 brokers that feed off Dukascopy liquidity, however we do not have any recommendations.

If you are highly dependent on the tick averages then sounds like you might want to try simulating something such as the dropping of ticks and seeing if your strategy does what you expect.

Hope this helps.

[xjfc76]

Hi Xfc76,

In response to your questions:

1) Dukascopy is the current data source for the tick data (additional data-sources are in development).
2) I believe there may be MT4 brokers that feed off Dukascopy liquidity, however we do not have any recommendations.

If you are highly dependent on the tick averages then sounds like you might want to try simulating something such as the dropping of ticks and seeing if your strategy does what you expect.

Hope this helps.

Thank you very much for this reply, you have answered my queries perfectly. Thank you also for the suggestion of dropping ticks, that may solve it if i can't find a broker feeding of Dukascopy.

Cheers