Importing Darwinex Tick Data into Trading & Backtesting Applications, in Python 3 (part 1)
65In this tutorial, we demonstrate how algorithmic traders can organize and convert Darwinex tick data into tick and/or OHLC CSV. Brought to you by Darwinex: https://www.darwinex.com/?utm_source=youtube&utm_medium=video-description-above-fold&utm_content=importing-darwinex-tick-data-python-1
Risk Disclosure:
https://www.darwinex.com/legal/risk-disclaimer
A sample Python class is provided for your convenience, and is easily extensible to suit your needs.
Contents of this tutorial:
--
1) Darwinex tick data (file structure and contents)
2) Standardizing to one format:
{timestamp, ask_price, ask_size, bid_price, bid_size}
3) Resampling / rebasing to OHLC
4) Example: Importing into StrategyQuantX Data Manager
5) What's next?
Download the sample code from GitHub here:
1) Sample Class: dwx_tick_data_io.py
https://github.com/darwinex/DarwinexLabs/blob/master/tools/Python/Tick-Data/dwx_tick_data_io.py
2) Python script to download tick data from our FTP server
https://github.com/darwinex/DarwinexLabs/blob/master/tools/Python/Tick-Data/dwx_tickdata_download.py
If you consider yourself a talented trader, we'd love to have your strategy listed on our Exchange, enabling you to earn performance fees on investor profits.
More details here:
https://www.darwinex.com/?utm_source=youtube&utm_medium=video-description&utm_content=importing-darwinex-tick-data-python-1
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Topics: #algorithmictrading #tickdata #backtesting