Just a short and simple EA I whipped up for people who would like to collect their own tick data for their own brokers, rather than being forced to download Dukascopy’s data. This will give you more accurate backtesting data as you can collect data for the broker you are with. The EA creates CSV files and saves it in your experts/files folder. The format of the tick data is:
“SYMBOL,YYYYMMDD,HHMMSS,BID,ASK”
Ex) “GBPUSD,20100223,082356,1.56235,1.56247”
You can download the EA here.
Hey Clark!
First of all, thanks for your contribution. I really appreciate it.
I’m new to EAs, and I would like to know if there is any difference in the data collected when using a different “period” with your EA. I ran it for 5 days worth on Daily and M5, and though they weren’t exactly the same (both around 205K entries), the 5 minute period only had about 400 more entries. I then ran it on H1, and it was only 26 more entries than the Daily.
For practical purposes, the data seems to be the same. Would you agree? What period should I use when collecting tick data?
The time frame you run the EA should not make a difference as the EA only collects fresh, incoming ticks.
As for the discrepancies, I would take a look at your Internet connection as that is probably the cause of it. To be on the safe side, I would recommend running it on the 1 minute period.
Great, thanks!
I will be releasing a tick collector on cAlgo as well, expect it this weekend. I’m more comfortable in C#. 
I have uploaded the CollectTicks cBot for cAlgo. It can be accessed via the same link.
Awesome! I’ll give it a try.
Hello all,
Would someone have an updated link to the EA? The one currently listed has expired.
Thanks!
Bump to this! Anyone has it?
Brilliant, so many thanks for this EA :D!!
Indeed, please do!
Tx