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> It is difficult to get historical intraday forex cash data.
Reuters has an extensive basis, but doesnt sell them to non-customers
and there is no way (I know) you get that data out of the REUTERS
machine, i.e. to put it into EXCEL or whatever.....
If you sign up with Futuresource you can access their 10 years of
daily and 1 year of intraday data immedeately.
> I have
> been able to find only two sources: Olsen & Associates
> (www.olsen.ch)
Olsen is known to thave the biggest (and best?) data base for FOREX
worldwide !
> and CQG. I found Olsen data to be very expensive so I
> choose CQG.
>
> One word of warning: forex data is bid/ask pairs. You must make sure
> that when the data vendor prepares OHLC pairs for your time frame,
> they use bid-only or ask-only tick data. Otherwise the high prices
> will be the offers and the low prices will be the bids. Needless to
> say this mixing of bids/asks is very damaging for analysis. One way
> to make sure is to get the tick data and do the OHLC pairs yourself.
Best is to get the middle, i.e. (bid+ask)/2, thats what DBC reports
in TS as LAST, they did chart the BID in the beginning which is
obviously wrong and was changed.
> Regards,
>
> Naim Abdullah
> ABN AMRO Bank N.V.
> Pakistan
> Email: naim@xxxxxxxxxxxxxx
rgds hans
~~~~~
....and bear in mind
that high reward does not come without its partner high risk !
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