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FX Tick Data question

Joined
5/27/09
Messages
106
Points
28
Can someone who is familiar with the different formats of tick data tell me what are the values of the first and the last columns might be?

C++:
368412956    AUD/CAD    12/30/2007 17:00:03.000    0.8598    0.8604    D
368413005    AUD/CAD    12/30/2007 17:00:58.000    0.8599    0.8605    D
368413022    AUD/CAD    12/30/2007 17:01:06.000    0.8600    0.8606    D
368413102    AUD/CAD    12/30/2007 17:01:37.000    0.8599    0.8605    D
368413110    AUD/CAD    12/30/2007 17:01:42.000    0.8601    0.8607    D
368413262    AUD/CAD    12/30/2007 17:03:55.000    0.8602    0.8608    D
 
First of all, look at the specs document to be 100 % sure.

The first column looks like an ID while the last columns represent bid and ask quotes.
 
First of all, look at the specs document to be 100 % sure.

The first column looks like an ID while the last columns represent bid and ask quotes.

obviously those are bid and ask. he's asking about the column of D's...
 
It is not obvious (you are not counted); one can define anything in D.
 
First of all, look at the specs document to be 100 % sure.

Лёша, do you think if I had the specs I would ask the question?

The first column looks like an ID while the last columns represent bid and ask quotes.

Of course it doesn't look like a boolean indicator! What kind of id is the question? It could just be a pk from the source...

Sorry I wasn't clear enough, I specifically meant the one first and the one last columns.

If someone had seen lots of different formats, he/she could have given me an idea what those could be.
 
So, it appears that the data has the following headers:

lTid cDealable CurrencyPair RateDateTime RateBid RateAsk

lTid - is some sort of a pk
D - stands for dealable
 
I think it looks like a database stored data with the first column identifying ID (for example for filtering purposes) and the last one might be a grade related in some way. For example it might be an already filtered output from a database storing bid-ask with corresponding IDs and you have filtered according to some grade D(donno what this grade could be though)
 
So, it appears that the data has the following headers:

lTid cDealable CurrencyPair RateDateTime RateBid RateAsk

lTid - is some sort of a pk
D - stands for dealable

thanks, where did you get this?
 
I asked around and here is some info that maybe useful to future readers
Here is one sample of data from Gain http://ratedata.gaincapital.com/2011/03 March/.\AUD_CAD_Week2.zip

The first column is just a unique id tagged by Gain; this allows you to separate multiple messages that come in with the same timestamp.

D means "dealable" - a trade can take place. Gain is known to not dealing around major news events according to this thread http://forex-scam.com/general-trading-discussions-forex/26474-gain-error-11-pair-not-dealable.html

Some article critical of Gain business http://www.mebanefaber.com/2011/04/03/currency-trading/
 
I asked around and here is some info that maybe useful to future readers
Here is one sample of data from Gain http://ratedata.gaincapital.com/2011/03 March/.\AUD_CAD_Week2.zip

The first column is just a unique id tagged by Gain; this allows you to separate multiple messages that come in with the same timestamp.

D means "dealable" - a trade can take place. Gain is known to not dealing around major news events according to this thread http://forex-scam.com/general-trading-discussions-forex/26474-gain-error-11-pair-not-dealable.html

Some article critical of Gain business http://www.mebanefaber.com/2011/04/03/currency-trading/
thanks, Andy
 
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