csv tick to mt4 m1 hst complete — Finished the example (attached). I tested it on AUDNZD and there are gaps but worthwhile for the excercise. I tested by importing into mt4 with the demo account and hst files removed so that my data didn't get ...

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Source Code that reads HST file — Here's the source code so far

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Reading HST files with C# — Here's my test program (c# console prog) using the code from the previous posts: using System; using System.Runtime.InteropServices; using System.IO; using System.Collections.Generic; namespace CSV2HST { public ...

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Reading the c# structures from a binary file — Now we have some c# structures, we can test that they work by reading a HST file. I'm going to use a helper class to do the converion of my structures to byte sequences. I found this bit of ...

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HST file format - Header in C# — Fortunately the help in MT4 gives us enough info for the HST file structure. In the help, go to Tools -> History Center. struct HistoryHeader { int version; // database version char copyright[64]; // copyright ...

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Reading CSV files — Because our Tick Data is currently in CSV files (almost 50GB) we need a very fast CSV file reading component. I have successfully used the LumenWorks csv reader found on the code project website: url Well also need a way ...

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Tick Collection — Sounds like a good idea. Although I can't find the link right now, I did come across a project that was doing just that. But it seems to have died for some reason. What would be nice ... tick data that could be queried ...

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Possible Tools — As an experienced programmer (28 yrs), I could easily write some software to do this job and just post it here at forex factory for people to use. But, as soon as we start using another site for data and the format changes, ...

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Understanding the problem — What can we determine from one record of tick data: ITid and Dealable are probably not going to be useful? Spread can be calculated i.e. RateAsk - RateBid e.g. 0.0004 ... 4 pips? What we really want to do is create ...

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Tick Data Format — One of the files I have is 2009_06_EUR_USD_Week2.csv If you've been following this thread, you know that I got this file from http://ratedata.gaincapital.com/2009/06%20June/EUR_USD_Week2.zip I extracted the csv file and ...

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Alpari Link not working — Hi, I've started another thread on how to get MT4 data from tick data now that Alpari data is no longer available to the masses. url

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'Rain on the parade' — Whether the data has holes is not really the point of this thread. In my first post, I mentioned that sites with free data 'come and go' ... The Gain Data site is being used as an example ... I want to show some tools ...

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Rename your CSV files — Remember that we originally downloaded all the files into sub-directories named after year and month to avoid duplicate file names. If you look through structure you'll find that every month has a file for EURUSD Week ...

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UnZipping Multiple Zip Files — After downloading (using the method from my last post) you'll have lots of zip files (in many sub-directories) to extract. You can extract them all in one go using 'ExtractNow' found at url Once installed, go ...

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Downloading Multiple Zip Files — With over 6500 zip files to download, you'll likely want to use some form of website scraper to do the job. If someone knows of a free web utility to do this, let me know. I used FDM (Free Download Manager) ...

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