Gold & Silver cash price data

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LeviF
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Gold & Silver cash price data

Post by LeviF »

I can trade gold & silver spot prices through my forex broker, but I can't find any good data for testing. The CSI cash data is only closing prices. Any ideas to get OHLC?
sluggo
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Post by sluggo »

There is another approach: assume that all historical data is Close-Only rather than OHLC. (Mutual funds, for example, are generally quoted in Close-Only format).

Now, develop a trading system that uses only the Close price. If you succeed, you can apply it to instruments that don't have OHLC "bars". Aaaahhh.

In futures trading there is Floor-trading-pit-session data and Electronic-trading-during-pit-session data and Electronic-trading-during-non-pit-session data and Electronic-trading-23.5-Hour data. Many traders believe these data streams sometimes have unreliable Opens and Highs and Lows. But if your system only uses the Close price, you don't care. Aaaaahhh.

For those who own Blox Builder Edition, read through the code of the Bollinger Band Breakout system. Shazam! It only uses the Close price. So you've got one working example, today, sitting on your hard drive, that proves this is not impossible.
alp
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Re: Gold & Silver cash price data

Post by alp »

levijean wrote:I can trade gold & silver spot prices through my forex broker, but I can't find any good data for testing. The CSI cash data is only closing prices. Any ideas to get OHLC?
I think you refer to the FOREX pairs XAUUSD and XAGUSD, right? With regard to historical data, you might try http://disktrading.is99.com/disktrading/ I think you might complement the missing history with continuous futures contract data, such as the one you find at http://pitrading.com/free_market_data.htm

Have you been able to find any data providers that feed these symbols? I have not been able to find any one, even if just for EOD data feeds.
bobsyd
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Post by bobsyd »

Try an account with GFT, you can export data from their charts.
alp
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Post by alp »

bobsyd wrote:Try an account with GFT, you can export data from their charts.
Thanks. Their data is not of high quality, but they supply good history, back from 1971. Whatever the forex pairs XAGUSD and XAUUSD are not available at their platform.
bobsyd
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Post by bobsyd »

I was responding to Levijean's initial query & was referring to gold and silver spot CFD's.

Alp, curious about your "not of high quality" comment. From what perspective?

I've assumed, perhaps wrongly, that their easily accessible history (eg for forex, major currency pairs from 2005) represents actual prices one could have traded at using their platform.
alp
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Post by alp »

bobsyd wrote:Alp, curious about your "not of high quality" comment. From what perspective?
From the perspective of accuracy. See attached examples.
Attachments
GBPCHF-GFT.jpg
GBPCHF-GFT.jpg (41 KiB) Viewed 5233 times
EURJPY-GFT.jpg
EURJPY-GFT.jpg (69.11 KiB) Viewed 5233 times
EURUSD-GFT.jpg
EURUSD-GFT.jpg (80.85 KiB) Viewed 5245 times
EURUSD-Other.jpg
EURUSD-Other.jpg (78.87 KiB) Viewed 5245 times
bobsyd
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Post by bobsyd »

Thanks. Had a quick look, GFT EURUSD looks reasonably OK from May 1999 and EURJPY from around same time. GBPCHF seems to have more issues. Noted from GFT's website that they started in 1997, so perhaps reasonably OK for majors from mid 1999.

This is getting "off/topic" a bit so I'm going to post a more general related question in the Broker topic.
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