-
-
Notifications
You must be signed in to change notification settings - Fork 72
Downloading tick data
Leonid Pyrlia edited this page Oct 22, 2022
·
11 revisions
dukascopy-node
allows you to download tick
data on top of all other offered timeframes.
Since tick
timeframe represents a raw price change, the output will NOT contain OHLC data (open
, high
, low
, close
prices).
Example: with-tick-data.js
const { getHistoricalRates } = require('dukascopy-node');
(async () => {
try {
const data = await getHistoricalRates({
instrument: 'eurusd',
dates: {
from: new Date('2021-03-30'),
to: new Date('2021-03-31'),
},
timeframe: 'tick'
});
console.log(data);
} catch (error) {
console.log('error', error);
}
})();
or via CLI:
npx dukascopy-node -i eurusd -from 2021-03-30 -to 2021-03-31 -t tick -f json
Output shape:
[
{
"timestamp": 1585526400104,
"askPrice": 1.11369,
"bidPrice": 1.11361,
"askVolume": 0.75,
"bidVolume": 0.75
},
]
Full example output: with-tick-data.output.json
When downloading tick data for long time ranges, expect the size of the output files to be very big (gigabytes of data).
On top of that expect slow loading times and big output, and consider adjusting batchSize
and pauseBetweenBatchesMs
parameters. More info: With custom batching