Tickstory

I exported the USDJPY DukasCopy tick data to FXT files using both CSV2FXT and Tickstory. The results are interesting;

Tickstory: USDJPY1_0.fxt: 886MB
CSV2FXT: USDJPY1_0.fxt: 1.70GB

And the smaller Tickstory file even had a few days more in it

Why the large difference?

Also, USDJPY1_0.fxt, USDJPY5_0.fxt, USDJPY15_0.fxt all about the same size, but a hex compare shows they are different.
When setting up an automated system, can I simply write one file (USDJPY1_0.fx) and copy it to the other filenames instead of generating all?

(And I did tick to include weekends and untick delete duplicate ticks when using Tickstory also, so there is no external reasons for it to be much smaller)

Oh. I did mark 'Supress volume info' in Tickstory - this may be the reason?

I also have some related volume questions;

1. When using CSV2FXT and enabling read spread, it would use the volume field in the file to do so (combined with TDS patch) - right?
2. I read that "The volume in MT4 is in fact the number of ticks within the current bar." (http://eareview.net/tick-data-suite#comment-14974)
3. Is this applicable to 1) MT4 in general, or 2) MT4 when used with CSV2FXT/TDS, and/or 3) MT4 with Tickstory data and/or patch, 4) Tester
3b. Number 4) - tester - would not seem to make sense; tick data is tick data, i.e. there can be no count-per-current-bar only volume-per-tick-bar
3c. Do I understand this correctly - when _not_ using the "real spread" option - is the volume exported by CSV2FXT not the true volume (like '10 lots transactioned') per tick?
3d. Similarly, when using Tickstory and _not_ ticking 'Supress volume info' - is the volume exported the true volume (x lots transactioned in this tick) or not?
4. When using CSV2FXT is there a way to disable the volume also (not talking about "real spread", but instead having both real spread and volume disabled)?

Thank you for the input. These are some of the final questions I have in setting up system.

Hi RV13,

The 'Suppress duplicate ticks' is the only option that should affect the size of the FXT files (aside from exported period, of course). I'm not sure why you are seeing a difference. To narrow things down I would advise that you try to export a CSV file from Tickstory and compare. Obviously you will need to export in the same format. The other thing to ensure is that you are using the same Dukascopy data folder. Dukascopy data has been updated over the months/years to include more quality information. If you are using two different databases, you may see a difference.

Regarding your questions:

1. When using CSV2FXT and enabling read spread, it would use the volume field in the file to do so (combined with TDS patch) - right?
Tickstory doesn't currently support real spread. It is on our list of things to do. (EDIT: As of v1.7 this is supported. See release notes for more: https://tickstory.com/articles/tickstory-v1-7-released/)

2. I read that "The volume in MT4 is in fact the number of ticks within the current bar." (http://eareview.net/tick-data-suite#comment-14974)
That's correct. Here is some further discussion on this topic: http://tickstory.com/forum/viewtopic.php?f=2&t=222

3. Is this applicable to 1) MT4 in general, or 2) MT4 when used with CSV2FXT/TDS, and/or 3) MT4 with Tickstory data and/or patch, 4) Tester
Tick count as the volume is a standard for MT4.

3b. Number 4) - tester - would not seem to make sense; tick data is tick data, i.e. there can be no count-per-current-bar only volume-per-tick-bar
The tick volume represents the number of price ticks in a bar (1-min, 5 min, etc).

3c. Do I understand this correctly - when _not_ using the "real spread" option - is the volume exported by CSV2FXT not the true volume (like '10 lots transactioned') per tick?
We unfortunately don't support CSV2FXT, however normally it should be the tick count.

3d. Similarly, when using Tickstory and _not_ ticking 'Supress volume info' - is the volume exported the true volume (x lots transactioned in this tick) or not?
It currently exports the bid/ask volumes. Please see the above mentioned topic for details.

4. When using CSV2FXT is there a way to disable the volume also (not talking about "real spread", but instead having both real spread and volume disabled)?
Unfortunately we dont support CSV2FXT so can't answer this question.

Thanks.