Importing Dukascopy data downloaded by other applications

Modified on Tue, 16 Oct 2018 at 05:35 PM


The Tick Data Manager can easily import tick data that was downloaded by a different application assuming that the data is stored in the standard format. Data downloaded by any of the following applications can be imported:

  • Tickstory
  • SQ Tick Downloader
  • JForex
  • Birt's PHP scripts

Importing data movie

The movie depicts a typical import using the data in the SQ Tick Downloader repository. Scroll down for a text & screenshot guide.

Importing data guide

To start the import process, run the Tick Data Manager and open the Settings dialog:

Proceed by selecting the Data tab:

From here, it's straightforward:
  • If you have Tickstory installed, the Tickstory import button will be available - all you have to do is click it.
  • If you're a StrategyQuant Tick Downloader user, you have to click the Manual Dukascopy import button and browse to the folder where your data is stored. The data folder is typically C:\TickDownloader\tickdata\; if you're unsure, run SQ Tick Downloader, click the settings button (on the top, with a blue icon), the folder is listed in the dialog that shows up.
  • If you've previously used JForex, the data might be already cached on your disk even if you don't know it. Click the Manual Dukascopy import and browse to C:\Users\[your_username]\AppData\Local\JForex\.cache. You might need to make Explorer show all folders to see the AppData folder. If you want to verify whether there is any cached data indeed, open Windows Explorer and type %UserProfile%\AppData\Local\JForex\.cache in the address bar then inspect the folder contents.
  • If your data was downloaded by means of the PHP scripts, you probably don't need a guide to tell you what to do but here it goes anyway: use the Manual Dukascopy import and browse to the folder where you downloaded the data.

Note: you do not need to enable the Override existing data checkbox if your database is empty. It only has to be enabled if for some reason you specifically want to override the data that already exists in the Tick Data Manager database.

In the next step, you are given the opportunity to select the symbols you would like to import. If you have a very large number of symbols downloaded locally, the import process might take a very long time (hours) so if you're looking to get started with the backtesting faster, only select a few symbols that you would like to use immediately. You can even select a date range for import for each symbol. You can import the rest of the symbols afterwards, perhaps even while running a tick data backtest.

To proceed, select the symbols you'd like to use. You can use the checkbox in the header row to select or deselect all the symbols at once:

Once you selected all the symbols you want to import, click OK and the data import task will start. An entry will be printed in the log after each symbol is processed. Once a symbol is imported, you can already start running backtests for the symbol even if data for other symbols is still being imported.

If you have a large amount of data, the import process can take a very long time. Depending on your computer and on the number of processing threads configured, it can easily stretch into hours if you have the full Dukascopy tick data for multiple symbols. However, the import step only has to be performed once.