here is some 5min DAX & GBP data

[momo]

thought i share some 5min DAX & GBP data, i only ask for 1 thing in return, can someone please turn the txt documents into excel spreadsheets, and re-post(attach) it ,ive played around with it and can't figure it out. thanks heaps.

 

[FetteredChinos]

here you go..

the excel files were truncated as they were bloody large

if you want to do them yourself.

all you have to do is fire up excel.

the go to "open"

and on the file-type drop-down at the bottom of the dialogue box, choose "text files"

then select the file you want.

another box comes up.

looks like your data is "comma seperated" , so tick the comma-box, and then click finish.

hey presto.

FC

 

[momo]

thanks FC, that was quick, you must be a daytrader. I was wondering how closely does the GBPUSD data i have mirror the GBP futures traded on GLOBEX?, because thats what i will be trading, thankyou.

 

[cd173]

momo............you star!

Many thanks for posting the DAX data!
I've been hunting around for that.
Instructions....I see The F.C. beat me to it

Cheers
Chris

 

[MGBRoadster]

In Excel go to

File > Open

At the bottom of the dialogue is "Files of type", choose "Text Files ... *.csv"

there should be wizard that will open the text file as a csv file. You need to set "comma" as the delimiter

HTH


Edit : far too slow

 

[FetteredChinos]

what was your source for that Momo?

could be useful later..

 

[s-a]

thanks FC, that was quick, you must be a daytrader. I was wondering how closely does the GBPUSD data i have mirror the GBP futures traded on GLOBEX?, because thats what i will be trading, thankyou.

momo,

Generally they are less volatile then spot.

MK

 

[rog1111]

momo

The two are very closely related due to Pro arbitrage, although sometimes when you are looking at the futures trade prices, they may not show that during quiet periods the bid and ask were actually quite different, since GBP futures are quite thinly traded. This can give the impression that you wouldnt have been filled at a certain price, but if you had really been there with your order, then it would have been hit.

However I have compared actual GBP futures trading results with theoretical spot results for the same method, & I can tell you that they are virtually the same.

Good luck !
rog1111

. I was wondering how closely does the GBPUSD data i have mirror the GBP futures traded on GLOBEX?, because thats what i will be trading, thankyou.

 

[rog1111]

....except that, although the relationship is the same, the actual numbers will be different, due to cost of carry.

rog1111

 

[momo]

so for testing purposes, without so much so relying on tick to tick prices, it should be fine. i.e. i will be using a wide stop and exit at specific time.thanks.

 

[momo]

what was your source for that Momo?

could be useful later..

www.trading-naked.com/databank.htm

 

[FetteredChinos]

ta

 

[rog1111]

It should be fine, just check whether the spot prices are bid or ask prices, spread 2-4 pips generally for GBP

rog1111

so for testing purposes, without so much so relying on tick to tick prices, it should be fine. i.e. i will be using a wide stop and exit at specific time.thanks.

 

[rog1111]

Also, if you are using tight stops and/or targets, 5 min data will involve having to make assumptions when backtesting, as the price range of a 5 min bar may be substantial, and you have no way of knowing whether the bar high or low came first.

rog1111

 

[rdstagg]

Can anyone here convert tick data (txt files) into 5 minute data - txt or .xls doesn't matter?
Please pm me if you can.