Symbols and Tick Data Start
Meaning of spread low, spread medium, and spread high
Over the years of testing and implementing automated trading algorithms, we've encountered a common issue that many who delve into strategy tests will recognize: the reality often significantly deviates from the strategy tester simulation.
The primary reason for this discrepancy is the spread difference between the test tick data and the actual live tick data. Most tick data tends to come with an overly optimistic spread assumption and is often adapted for a specific broker's spread profile.
To address this, there are three different tick data variations available:
- SYMBOL_SPREAD_LOW: Very optimistic spread (e.g. IC Markets raw spread account, with commission per trade)
- SYMBOL_SPREAD_MEDIUM: Average spread profile (e.g., IC Markets standard account, without commission per trade)
- SYMBOL_SPREAD_HIGH: High spread profile (e.g., RoboForex standard account, without commission per trade)
The spread is the variable with the most significant impact on the performance result of any automated trading strategy. Even a slightly higher average spread can turn profitable trading strategies into non-profitable ones.
For accurate strategy testing, checking the average spread for the broker you intend to use for live trading is recommended. With this information, you can select the correct spread profile. A quality report for each symbol in this user manual is provided to simplify this step. This allows you to compare the spread profile over a week.
For instance, in EURUSD, it looks like the following.
The average spread fluctuates between 1 pip and 19 pips, which are not constant even within a single day.
If your broker typically offers a spread profile between SPREAD_LOW and SPREAD_MEDIUM, the SPREAD_MEDIUM spread profile would be the best choice. Generally, it is advised to use at least the SPREAD_HIGH variant to verify the resilience of a trading strategy.
As part of the available services, you can adapt tick data to the individual spread profile of your broker. Feel free to send a contact request to service@fea-trading.com to discuss your ideas.
Timezone and Daylight Saving Time (DST)
The tick data is set to UTC+02:00 and includes Daylight Saving Times (DST). As part of a hired service offer, adjusting the tick data to meet your individual requirements is possible if needed.
Symbols and tick data start
Please use the checkout page to check which symbols are included in which subscription plan.
Below is a list of all available symbols, each with its start date. Tick data packages are updated on the 10th of every new month, with the end date being the last day of the previous month.
| Group | Symbol Name | Start Date | End Date | Timezone | Source Report |
| Forex | AUDCAD | 2006-01-01 | Previous month | GMT+2 incl. DST | Link |
| Forex | AUDCHF | 2006-03-01 | Previous month | GMT+2 incl. DST | Link |
| Forex | AUDJPY | 2003-12-01 | Previous month | GMT+2 incl. DST | Link |
| Forex | AUDNZD | 2006-12-12 | Previous month | GMT+2 incl. DST | Link |
| Forex | AUDUSD | 2003-08-04 | Previous month | GMT+2 incl. DST | Link |
| Forex | EURAUD | 2005-10-08 | Previous month | GMT+2 incl. DST | Link |
| Forex | EURCAD | 2004-10-25 | Previous month | GMT+2 incl. DST | Link |
| Forex | EURCHF | 2003-08-04 | Previous month | GMT+2 incl. DST | Link |
| Forex | EURGBP | 2003-08-04 | Previous month | GMT+2 incl. DST | Link |
| Forex | EURJPY | 2003-08-04 | Previous month | GMT+2 incl. DST | Link |
| Forex | EURUSD | 2003-05-05 | Previous month | GMT+2 incl. DST | Link |
| Forex | GBPAUD | 2006-03-22 | Previous month | GMT+2 incl. DST | Link |
| Forex | GBPCAD | 2006-01-03 | Previous month | GMT+2 incl. DST | Link |
| Forex | GBPNZD | 2006-01-03 | Previous month | GMT+2 incl. DST | Link |
| Forex | GBPUSD | 2003-05-05 | Previous month | GMT+2 incl. DST | Link |
| Forex | NZDCAD | 2006-01-03 | Previous month | GMT+2 incl. DST | Link |
| Forex | NZDUSD | 2003-08-04 | Previous month | GMT+2 incl. DST | Link |
| Forex | USDCAD | 2003-08-04 | Previous month | GMT+2 incl. DST | Link |
| Forex | USDCHF | 2003-05-05 | Previous month | GMT+2 incl. DST | Link |
| Forex | USDJPY | 2003-05-05 | Previous month | GMT+2 incl. DST | Link |
| Crypto | BTCUSD | 2017-05-07 | Previous month | GMT+2 incl. DST | Link |
| Crypto | ETHUSD | 2017-12-11 | Previous month | GMT+2 incl. DST | Link |
| Commodity | XAUUSD | 2003-05-05 | Previous month | GMT+2 incl. DST | Link |
| Commodity | XBRUSD | 2010-12-03 | Previous month | GMT+2 incl. DST | Link |
| Indice | DE40 | 2011-09-19 | Previous month | GMT+2 incl. DST | Link |
| Indice | US30 | 2011-09-19 | Previous month | GMT+2 incl. DST | Link |
| Indice | US500 | 2011-09-19 | Previous month | GMT+2 incl. DST | Link |
Tick data sources
Multiple data sources generate the custom symbols, including the Swiss broker Dukascopy and an independent tick data recording of data published by the Australian broker IC Markets. In most cases, the data source before June 2021 is Dukascopy, and the data from IC Markets is used after this date. The IC Markets tick data also contains connection errors and accurate delays. Thus, this data source is as close to reality as possible.
Soon available symbols
Preparing the tick data is a time-consuming process that requires substantial storage; hence, the preparation of the installer takes time. The list of available tick data symbols is expanded continuously.
Below is a list of symbols that will be released soon.
| Group | Symbol Name | Start Date | Timezone | Status |
| Forex | CHFJPY | 2003-08-04 | GMT+2 incl. DST | In preparation |
| Forex | CHFSGD | 2007-06-05 | GMT+2 incl. DST | In preparation |
| Forex | GBPCHF | 2003-08-04 | GMT+2 incl. DST | In preparation |
| Forex | GBPJPY | 2003-08-04 | GMT+2 incl. DST | In preparation |
| Forex | USDDKK | 2003-08-04 | GMT+2 incl. DST | In preparation |
| Forex | USDNOK | 2003-08-04 | GMT+2 incl. DST | In preparation |
| Forex | USDSEK | 2003-08-04 | GMT+2 incl. DST | In preparation |
| Forex | USDZAR | 2003-08-04 | GMT+2 incl. DST | In preparation |
| Forex | CADJPY | 2004-10-25 | GMT+2 incl. DST | In preparation |
| Forex | EURDKK | 2004-10-25 | GMT+2 incl. DST | In preparation |
| Forex | EURNOK | 2004-10-25 | GMT+2 incl. DST | In preparation |
| Forex | EURSEK | 2004-10-28 | GMT+2 incl. DST | In preparation |
| Forex | USDSGD | 2004-11-17 | GMT+2 incl. DST | In preparation |
| Forex | CADCHF | 2006-01-03 | GMT+2 incl. DST | In preparation |
| Forex | EURNZD | 2006-01-03 | GMT+2 incl. DST | In preparation |
| Forex | NZDCHF | 2006-01-03 | GMT+2 incl. DST | In preparation |
| Forex | NZDJPY | 2006-01-03 | GMT+2 incl. DST | In preparation |
| Forex | AUDSGD | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | EURHKD | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | EURPLN | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | EURSGD | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | EURTRY | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | EURZAR | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | SGDJPY | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | USDHKD | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | USDHUF | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | USDMXN | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | USDPLN | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | USDRUB | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Forex | USDCNH | 2012-06-27 | GMT+2 incl. DST | In preparation |
| Forex | USDTRY | 2007-03-14 | GMT+2 incl. DST | In preparation |
| Indice | AUS200 | 2013-01-03 | GMT+2 incl. DST | In preparation |
| Indice | NETH25 | 2013-02-26 | GMT+2 incl. DST | In preparation |
| Indice | CHINA50 | 2017-07-18 | GMT+2 incl. DST | In preparation |
| Indice | ES35 | 2017-12-01 | GMT+2 incl. DST | In preparation |
| Indice | IT40 | 2010-10-01 | GMT+2 incl. DST | In preparation |
| Indice | SWI20 | 2011-09-19 | GMT+2 incl. DST | In preparation |
| Indice | STOXX50 | 2011-09-19 | GMT+2 incl. DST | In preparation |
| Indice | F40 | 2011-09-19 | GMT+2 incl. DST | In preparation |
| Indice | UK100 | 2011-09-19 | GMT+2 incl. DST | In preparation |
| Indice | HK50 | 2011-09-19 | GMT+2 incl. DST | In preparation |
| Indice | JP225 | 2011-09-19 | GMT+2 incl. DST | In preparation |
| Indice | USTEC | 2011-09-19 | GMT+2 incl. DST | In preparation |
| Commodity | XAGUSD | 2003-05-05 | GMT+2 incl. DST | In preparation |
| Commodity | XNGUSD | 2012-09-02 | GMT+2 incl. DST | In preparation |
| Commodity | XTIUSD | 2013-01-01 | GMT+2 incl. DST | In preparation |
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