This thread has been busy while I've been offline for a couple of weeks!

Can I summarize what I would like before I waste time on sub 30 min strategy development:

1) Updated FXCM Bar files as jcl discussed, we'll need to test any strategy on their data before running it live anyway no matter how good our other tick data is.

2) A community project to develop and maintain historical tick data (timestamp, ask, bid) possibly using dukascopy tick data (it is of high quality, but there are others, and Dukascopy doesn't have index, commodity data afaik). Unsure of licencing issues here.

3) Convert the high quality tick data to 1 min OHLC Bar files and share them.

4) For us to be able to use actual spreads between the bid and ask in our script logic not just the reported spread from the broker. Useful as a filter for when things go all NFP crazy. I've asked for this already.

5) For trades to be accurately stopped out/limit hit in back tests when you get temporarily high spreads. I assume the current model uses ask prices with reported as opposed to actual spreads. Unsure how that would work.

5) For zorro to be able to use actual ticks (timestamp, bid ask) in back tests with set(TICKS);

6) To be able to use bars of fixed numbers of ticks as opposed to the current time based bars.

jcl, any thoughts on 4 - 6? How feasible is any of that?

Community, any support for 2 & 3?